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 |
5,040.0 |
5,076.5 |
36.5 |
0.7% |
5,153.0 |
High |
5,123.0 |
5,082.5 |
-40.5 |
-0.8% |
5,264.0 |
Low |
5,016.0 |
4,983.5 |
-32.5 |
-0.6% |
5,043.0 |
Close |
5,065.0 |
5,027.0 |
-38.0 |
-0.8% |
5,125.5 |
Range |
107.0 |
99.0 |
-8.0 |
-7.5% |
221.0 |
ATR |
146.6 |
143.2 |
-3.4 |
-2.3% |
0.0 |
Volume |
135,859 |
123,659 |
-12,200 |
-9.0% |
418,001 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,328.0 |
5,276.5 |
5,081.5 |
|
R3 |
5,229.0 |
5,177.5 |
5,054.0 |
|
R2 |
5,130.0 |
5,130.0 |
5,045.0 |
|
R1 |
5,078.5 |
5,078.5 |
5,036.0 |
5,055.0 |
PP |
5,031.0 |
5,031.0 |
5,031.0 |
5,019.0 |
S1 |
4,979.5 |
4,979.5 |
5,018.0 |
4,956.0 |
S2 |
4,932.0 |
4,932.0 |
5,009.0 |
|
S3 |
4,833.0 |
4,880.5 |
5,000.0 |
|
S4 |
4,734.0 |
4,781.5 |
4,972.5 |
|
|
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 |
4,983.5 |
280.5 |
5.6% |
133.5 |
2.7% |
16% |
False |
True |
135,503 |
10 |
5,264.0 |
4,883.5 |
380.5 |
7.6% |
128.0 |
2.6% |
38% |
False |
False |
127,087 |
20 |
5,432.0 |
4,883.5 |
548.5 |
10.9% |
133.0 |
2.6% |
26% |
False |
False |
156,250 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.9% |
130.0 |
2.6% |
23% |
False |
False |
144,297 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.9% |
104.0 |
2.1% |
23% |
False |
False |
134,023 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.9% |
93.0 |
1.9% |
23% |
False |
False |
100,755 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.9% |
81.5 |
1.6% |
23% |
False |
False |
80,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,503.0 |
2.618 |
5,341.5 |
1.618 |
5,242.5 |
1.000 |
5,181.5 |
0.618 |
5,143.5 |
HIGH |
5,082.5 |
0.618 |
5,044.5 |
0.500 |
5,033.0 |
0.382 |
5,021.5 |
LOW |
4,983.5 |
0.618 |
4,922.5 |
1.000 |
4,884.5 |
1.618 |
4,823.5 |
2.618 |
4,724.5 |
4.250 |
4,563.0 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,033.0 |
5,124.0 |
PP |
5,031.0 |
5,091.5 |
S1 |
5,029.0 |
5,059.0 |
|