Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,220.4 |
1,241.5 |
21.1 |
1.7% |
1,217.0 |
High |
1,244.7 |
1,252.1 |
7.4 |
0.6% |
1,228.2 |
Low |
1,211.0 |
1,234.1 |
23.1 |
1.9% |
1,196.9 |
Close |
1,239.3 |
1,244.0 |
4.7 |
0.4% |
1,216.2 |
Range |
33.7 |
18.0 |
-15.7 |
-46.6% |
31.3 |
ATR |
21.6 |
21.3 |
-0.3 |
-1.2% |
0.0 |
Volume |
1,070 |
859 |
-211 |
-19.7% |
21,793 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.4 |
1,288.7 |
1,253.9 |
|
R3 |
1,279.4 |
1,270.7 |
1,249.0 |
|
R2 |
1,261.4 |
1,261.4 |
1,247.3 |
|
R1 |
1,252.7 |
1,252.7 |
1,245.7 |
1,257.1 |
PP |
1,243.4 |
1,243.4 |
1,243.4 |
1,245.6 |
S1 |
1,234.7 |
1,234.7 |
1,242.4 |
1,239.1 |
S2 |
1,225.4 |
1,225.4 |
1,240.7 |
|
S3 |
1,207.4 |
1,216.7 |
1,239.1 |
|
S4 |
1,189.4 |
1,198.7 |
1,234.1 |
|
|
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 |
1,252.1 |
1,196.9 |
55.2 |
4.4% |
22.2 |
1.8% |
85% |
True |
False |
2,165 |
10 |
1,252.1 |
1,185.2 |
66.9 |
5.4% |
18.8 |
1.5% |
88% |
True |
False |
77,074 |
20 |
1,252.1 |
1,166.0 |
86.1 |
6.9% |
22.3 |
1.8% |
91% |
True |
False |
136,349 |
40 |
1,252.1 |
1,124.3 |
127.8 |
10.3% |
20.3 |
1.6% |
94% |
True |
False |
142,548 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.3% |
18.7 |
1.5% |
95% |
True |
False |
117,659 |
80 |
1,252.1 |
1,079.6 |
172.5 |
13.9% |
18.9 |
1.5% |
95% |
True |
False |
90,292 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.6% |
19.4 |
1.6% |
96% |
True |
False |
73,068 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.6% |
19.4 |
1.6% |
96% |
True |
False |
61,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.6 |
2.618 |
1,299.2 |
1.618 |
1,281.2 |
1.000 |
1,270.1 |
0.618 |
1,263.2 |
HIGH |
1,252.1 |
0.618 |
1,245.2 |
0.500 |
1,243.1 |
0.382 |
1,241.0 |
LOW |
1,234.1 |
0.618 |
1,223.0 |
1.000 |
1,216.1 |
1.618 |
1,205.0 |
2.618 |
1,187.0 |
4.250 |
1,157.6 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,243.7 |
1,237.5 |
PP |
1,243.4 |
1,231.0 |
S1 |
1,243.1 |
1,224.5 |
|