Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,241.5 |
1,237.0 |
-4.5 |
-0.4% |
1,217.0 |
High |
1,252.1 |
1,238.2 |
-13.9 |
-1.1% |
1,228.2 |
Low |
1,234.1 |
1,222.0 |
-12.1 |
-1.0% |
1,196.9 |
Close |
1,244.0 |
1,228.5 |
-15.5 |
-1.2% |
1,216.2 |
Range |
18.0 |
16.2 |
-1.8 |
-10.0% |
31.3 |
ATR |
21.3 |
21.4 |
0.0 |
0.2% |
0.0 |
Volume |
859 |
763 |
-96 |
-11.2% |
21,793 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.2 |
1,269.5 |
1,237.4 |
|
R3 |
1,262.0 |
1,253.3 |
1,233.0 |
|
R2 |
1,245.8 |
1,245.8 |
1,231.5 |
|
R1 |
1,237.1 |
1,237.1 |
1,230.0 |
1,233.4 |
PP |
1,229.6 |
1,229.6 |
1,229.6 |
1,227.7 |
S1 |
1,220.9 |
1,220.9 |
1,227.0 |
1,217.2 |
S2 |
1,213.4 |
1,213.4 |
1,225.5 |
|
S3 |
1,197.2 |
1,204.7 |
1,224.0 |
|
S4 |
1,181.0 |
1,188.5 |
1,219.6 |
|
|
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 |
4.5% |
22.9 |
1.9% |
57% |
False |
False |
1,408 |
10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
18.9 |
1.5% |
57% |
False |
False |
58,990 |
20 |
1,252.1 |
1,166.0 |
86.1 |
7.0% |
21.4 |
1.7% |
73% |
False |
False |
127,555 |
40 |
1,252.1 |
1,124.3 |
127.8 |
10.4% |
20.4 |
1.7% |
82% |
False |
False |
139,507 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.9 |
1.5% |
86% |
False |
False |
117,565 |
80 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.9 |
1.5% |
86% |
False |
False |
90,267 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
19.4 |
1.6% |
89% |
False |
False |
73,014 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
19.4 |
1.6% |
89% |
False |
False |
61,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.1 |
2.618 |
1,280.6 |
1.618 |
1,264.4 |
1.000 |
1,254.4 |
0.618 |
1,248.2 |
HIGH |
1,238.2 |
0.618 |
1,232.0 |
0.500 |
1,230.1 |
0.382 |
1,228.2 |
LOW |
1,222.0 |
0.618 |
1,212.0 |
1.000 |
1,205.8 |
1.618 |
1,195.8 |
2.618 |
1,179.6 |
4.250 |
1,153.2 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,230.1 |
1,231.6 |
PP |
1,229.6 |
1,230.5 |
S1 |
1,229.0 |
1,229.5 |
|