Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5,216.5 |
5,040.0 |
-176.5 |
-3.4% |
5,153.0 |
High |
5,264.0 |
5,123.0 |
-141.0 |
-2.7% |
5,264.0 |
Low |
5,043.0 |
5,016.0 |
-27.0 |
-0.5% |
5,043.0 |
Close |
5,125.5 |
5,065.0 |
-60.5 |
-1.2% |
5,125.5 |
Range |
221.0 |
107.0 |
-114.0 |
-51.6% |
221.0 |
ATR |
149.5 |
146.6 |
-2.9 |
-1.9% |
0.0 |
Volume |
121,385 |
135,859 |
14,474 |
11.9% |
418,001 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,389.0 |
5,334.0 |
5,124.0 |
|
R3 |
5,282.0 |
5,227.0 |
5,094.5 |
|
R2 |
5,175.0 |
5,175.0 |
5,084.5 |
|
R1 |
5,120.0 |
5,120.0 |
5,075.0 |
5,147.5 |
PP |
5,068.0 |
5,068.0 |
5,068.0 |
5,082.0 |
S1 |
5,013.0 |
5,013.0 |
5,055.0 |
5,040.5 |
S2 |
4,961.0 |
4,961.0 |
5,045.5 |
|
S3 |
4,854.0 |
4,906.0 |
5,035.5 |
|
S4 |
4,747.0 |
4,799.0 |
5,006.0 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,807.0 |
5,687.5 |
5,247.0 |
|
R3 |
5,586.0 |
5,466.5 |
5,186.5 |
|
R2 |
5,365.0 |
5,365.0 |
5,166.0 |
|
R1 |
5,245.5 |
5,245.5 |
5,146.0 |
5,195.0 |
PP |
5,144.0 |
5,144.0 |
5,144.0 |
5,119.0 |
S1 |
5,024.5 |
5,024.5 |
5,105.0 |
4,974.0 |
S2 |
4,923.0 |
4,923.0 |
5,085.0 |
|
S3 |
4,702.0 |
4,803.5 |
5,064.5 |
|
S4 |
4,481.0 |
4,582.5 |
5,004.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,264.0 |
5,016.0 |
248.0 |
4.9% |
137.5 |
2.7% |
20% |
False |
True |
110,772 |
10 |
5,264.0 |
4,883.5 |
380.5 |
7.5% |
127.5 |
2.5% |
48% |
False |
False |
141,865 |
20 |
5,432.0 |
4,883.5 |
548.5 |
10.8% |
135.5 |
2.7% |
33% |
False |
False |
169,649 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
128.5 |
2.5% |
26% |
False |
False |
143,560 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
103.5 |
2.0% |
26% |
False |
False |
132,001 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
92.5 |
1.8% |
26% |
False |
False |
99,209 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
80.5 |
1.6% |
26% |
False |
False |
79,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,578.0 |
2.618 |
5,403.0 |
1.618 |
5,296.0 |
1.000 |
5,230.0 |
0.618 |
5,189.0 |
HIGH |
5,123.0 |
0.618 |
5,082.0 |
0.500 |
5,069.5 |
0.382 |
5,057.0 |
LOW |
5,016.0 |
0.618 |
4,950.0 |
1.000 |
4,909.0 |
1.618 |
4,843.0 |
2.618 |
4,736.0 |
4.250 |
4,561.0 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,069.5 |
5,140.0 |
PP |
5,068.0 |
5,115.0 |
S1 |
5,066.5 |
5,090.0 |
|