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 |
5,057.0 |
5,016.0 |
-41.0 |
-0.8% |
5,153.0 |
High |
5,093.0 |
5,151.5 |
58.5 |
1.1% |
5,264.0 |
Low |
4,970.0 |
5,015.5 |
45.5 |
0.9% |
5,043.0 |
Close |
5,083.5 |
5,122.0 |
38.5 |
0.8% |
5,125.5 |
Range |
123.0 |
136.0 |
13.0 |
10.6% |
221.0 |
ATR |
141.8 |
141.4 |
-0.4 |
-0.3% |
0.0 |
Volume |
155,435 |
145,900 |
-9,535 |
-6.1% |
418,001 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,504.5 |
5,449.0 |
5,197.0 |
|
R3 |
5,368.5 |
5,313.0 |
5,159.5 |
|
R2 |
5,232.5 |
5,232.5 |
5,147.0 |
|
R1 |
5,177.0 |
5,177.0 |
5,134.5 |
5,205.0 |
PP |
5,096.5 |
5,096.5 |
5,096.5 |
5,110.0 |
S1 |
5,041.0 |
5,041.0 |
5,109.5 |
5,069.0 |
S2 |
4,960.5 |
4,960.5 |
5,097.0 |
|
S3 |
4,824.5 |
4,905.0 |
5,084.5 |
|
S4 |
4,688.5 |
4,769.0 |
5,047.0 |
|
|
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 |
5.7% |
137.0 |
2.7% |
52% |
False |
False |
136,447 |
10 |
5,264.0 |
4,970.0 |
294.0 |
5.7% |
129.5 |
2.5% |
52% |
False |
False |
128,211 |
20 |
5,432.0 |
4,883.5 |
548.5 |
10.7% |
132.5 |
2.6% |
43% |
False |
False |
149,368 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
134.5 |
2.6% |
32% |
False |
False |
148,006 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
107.0 |
2.1% |
32% |
False |
False |
136,880 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
94.5 |
1.8% |
32% |
False |
False |
104,520 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
84.0 |
1.6% |
32% |
False |
False |
83,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,729.5 |
2.618 |
5,507.5 |
1.618 |
5,371.5 |
1.000 |
5,287.5 |
0.618 |
5,235.5 |
HIGH |
5,151.5 |
0.618 |
5,099.5 |
0.500 |
5,083.5 |
0.382 |
5,067.5 |
LOW |
5,015.5 |
0.618 |
4,931.5 |
1.000 |
4,879.5 |
1.618 |
4,795.5 |
2.618 |
4,659.5 |
4.250 |
4,437.5 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,109.0 |
5,101.5 |
PP |
5,096.5 |
5,081.0 |
S1 |
5,083.5 |
5,061.0 |
|