Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,223.7 |
1,207.6 |
-16.1 |
-1.3% |
1,217.0 |
High |
1,224.0 |
1,220.4 |
-3.6 |
-0.3% |
1,228.2 |
Low |
1,201.0 |
1,196.9 |
-4.1 |
-0.3% |
1,196.9 |
Close |
1,208.3 |
1,216.2 |
7.9 |
0.7% |
1,216.2 |
Range |
23.0 |
23.5 |
0.5 |
2.2% |
31.3 |
ATR |
20.4 |
20.6 |
0.2 |
1.1% |
0.0 |
Volume |
2,799 |
1,552 |
-1,247 |
-44.6% |
21,793 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.7 |
1,272.4 |
1,229.1 |
|
R3 |
1,258.2 |
1,248.9 |
1,222.7 |
|
R2 |
1,234.7 |
1,234.7 |
1,220.5 |
|
R1 |
1,225.4 |
1,225.4 |
1,218.4 |
1,230.1 |
PP |
1,211.2 |
1,211.2 |
1,211.2 |
1,213.5 |
S1 |
1,201.9 |
1,201.9 |
1,214.0 |
1,206.6 |
S2 |
1,187.7 |
1,187.7 |
1,211.9 |
|
S3 |
1,164.2 |
1,178.4 |
1,209.7 |
|
S4 |
1,140.7 |
1,154.9 |
1,203.3 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.7 |
1,293.2 |
1,233.4 |
|
R3 |
1,276.4 |
1,261.9 |
1,224.8 |
|
R2 |
1,245.1 |
1,245.1 |
1,221.9 |
|
R1 |
1,230.6 |
1,230.6 |
1,219.1 |
1,222.2 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,209.6 |
S1 |
1,199.3 |
1,199.3 |
1,213.3 |
1,190.9 |
S2 |
1,182.5 |
1,182.5 |
1,210.5 |
|
S3 |
1,151.2 |
1,168.0 |
1,207.6 |
|
S4 |
1,119.9 |
1,136.7 |
1,199.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,228.2 |
1,196.9 |
31.3 |
2.6% |
18.3 |
1.5% |
62% |
False |
True |
26,245 |
10 |
1,228.2 |
1,166.0 |
62.2 |
5.1% |
17.9 |
1.5% |
81% |
False |
False |
115,136 |
20 |
1,249.7 |
1,166.0 |
83.7 |
6.9% |
21.9 |
1.8% |
60% |
False |
False |
162,579 |
40 |
1,249.7 |
1,124.3 |
125.4 |
10.3% |
19.8 |
1.6% |
73% |
False |
False |
148,858 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.4 |
1.5% |
80% |
False |
False |
118,136 |
80 |
1,249.7 |
1,064.3 |
185.4 |
15.2% |
18.8 |
1.5% |
82% |
False |
False |
90,344 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.4 |
1.6% |
84% |
False |
False |
73,147 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.4 |
1.6% |
84% |
False |
False |
61,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.3 |
2.618 |
1,281.9 |
1.618 |
1,258.4 |
1.000 |
1,243.9 |
0.618 |
1,234.9 |
HIGH |
1,220.4 |
0.618 |
1,211.4 |
0.500 |
1,208.7 |
0.382 |
1,205.9 |
LOW |
1,196.9 |
0.618 |
1,182.4 |
1.000 |
1,173.4 |
1.618 |
1,158.9 |
2.618 |
1,135.4 |
4.250 |
1,097.0 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,213.7 |
1,214.6 |
PP |
1,211.2 |
1,213.0 |
S1 |
1,208.7 |
1,211.4 |
|