Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,237.0 |
1,232.8 |
-4.2 |
-0.3% |
1,217.0 |
High |
1,238.2 |
1,233.5 |
-4.7 |
-0.4% |
1,228.2 |
Low |
1,222.0 |
1,215.1 |
-6.9 |
-0.6% |
1,196.9 |
Close |
1,228.5 |
1,220.8 |
-7.7 |
-0.6% |
1,216.2 |
Range |
16.2 |
18.4 |
2.2 |
13.6% |
31.3 |
ATR |
21.4 |
21.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
763 |
446 |
-317 |
-41.5% |
21,793 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.3 |
1,268.0 |
1,230.9 |
|
R3 |
1,259.9 |
1,249.6 |
1,225.9 |
|
R2 |
1,241.5 |
1,241.5 |
1,224.2 |
|
R1 |
1,231.2 |
1,231.2 |
1,222.5 |
1,227.2 |
PP |
1,223.1 |
1,223.1 |
1,223.1 |
1,221.1 |
S1 |
1,212.8 |
1,212.8 |
1,219.1 |
1,208.8 |
S2 |
1,204.7 |
1,204.7 |
1,217.4 |
|
S3 |
1,186.3 |
1,194.4 |
1,215.7 |
|
S4 |
1,167.9 |
1,176.0 |
1,210.7 |
|
|
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% |
22.0 |
1.8% |
43% |
False |
False |
938 |
10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
19.1 |
1.6% |
43% |
False |
False |
37,186 |
20 |
1,252.1 |
1,166.0 |
86.1 |
7.1% |
21.2 |
1.7% |
64% |
False |
False |
117,236 |
40 |
1,252.1 |
1,124.3 |
127.8 |
10.5% |
20.5 |
1.7% |
76% |
False |
False |
136,177 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.6% |
18.8 |
1.5% |
81% |
False |
False |
116,901 |
80 |
1,252.1 |
1,086.1 |
166.0 |
13.6% |
18.8 |
1.5% |
81% |
False |
False |
90,242 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.9% |
19.4 |
1.6% |
85% |
False |
False |
72,982 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.9% |
19.4 |
1.6% |
85% |
False |
False |
61,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.7 |
2.618 |
1,281.7 |
1.618 |
1,263.3 |
1.000 |
1,251.9 |
0.618 |
1,244.9 |
HIGH |
1,233.5 |
0.618 |
1,226.5 |
0.500 |
1,224.3 |
0.382 |
1,222.1 |
LOW |
1,215.1 |
0.618 |
1,203.7 |
1.000 |
1,196.7 |
1.618 |
1,185.3 |
2.618 |
1,166.9 |
4.250 |
1,136.9 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,224.3 |
1,233.6 |
PP |
1,223.1 |
1,229.3 |
S1 |
1,222.0 |
1,225.1 |
|