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 |
5,076.5 |
5,057.0 |
-19.5 |
-0.4% |
5,153.0 |
High |
5,082.5 |
5,093.0 |
10.5 |
0.2% |
5,264.0 |
Low |
4,983.5 |
4,970.0 |
-13.5 |
-0.3% |
5,043.0 |
Close |
5,027.0 |
5,083.5 |
56.5 |
1.1% |
5,125.5 |
Range |
99.0 |
123.0 |
24.0 |
24.2% |
221.0 |
ATR |
143.2 |
141.8 |
-1.4 |
-1.0% |
0.0 |
Volume |
123,659 |
155,435 |
31,776 |
25.7% |
418,001 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,418.0 |
5,373.5 |
5,151.0 |
|
R3 |
5,295.0 |
5,250.5 |
5,117.5 |
|
R2 |
5,172.0 |
5,172.0 |
5,106.0 |
|
R1 |
5,127.5 |
5,127.5 |
5,095.0 |
5,150.0 |
PP |
5,049.0 |
5,049.0 |
5,049.0 |
5,060.0 |
S1 |
5,004.5 |
5,004.5 |
5,072.0 |
5,027.0 |
S2 |
4,926.0 |
4,926.0 |
5,061.0 |
|
S3 |
4,803.0 |
4,881.5 |
5,049.5 |
|
S4 |
4,680.0 |
4,758.5 |
5,016.0 |
|
|
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 |
4,970.0 |
294.0 |
5.8% |
129.0 |
2.5% |
39% |
False |
True |
134,132 |
10 |
5,264.0 |
4,962.0 |
302.0 |
5.9% |
128.0 |
2.5% |
40% |
False |
False |
131,522 |
20 |
5,432.0 |
4,883.5 |
548.5 |
10.8% |
132.5 |
2.6% |
36% |
False |
False |
151,620 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
132.0 |
2.6% |
28% |
False |
False |
146,183 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
105.5 |
2.1% |
28% |
False |
False |
136,065 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
93.5 |
1.8% |
28% |
False |
False |
102,697 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
82.5 |
1.6% |
28% |
False |
False |
82,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,616.0 |
2.618 |
5,415.0 |
1.618 |
5,292.0 |
1.000 |
5,216.0 |
0.618 |
5,169.0 |
HIGH |
5,093.0 |
0.618 |
5,046.0 |
0.500 |
5,031.5 |
0.382 |
5,017.0 |
LOW |
4,970.0 |
0.618 |
4,894.0 |
1.000 |
4,847.0 |
1.618 |
4,771.0 |
2.618 |
4,648.0 |
4.250 |
4,447.0 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,066.0 |
5,071.0 |
PP |
5,049.0 |
5,059.0 |
S1 |
5,031.5 |
5,046.5 |
|