Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4,465.0 |
4,465.0 |
0.0 |
0.0% |
4,441.0 |
High |
4,496.0 |
4,471.0 |
-25.0 |
-0.6% |
4,496.0 |
Low |
4,440.0 |
4,437.0 |
-3.0 |
-0.1% |
4,371.0 |
Close |
4,487.0 |
4,467.0 |
-20.0 |
-0.4% |
4,467.0 |
Range |
56.0 |
34.0 |
-22.0 |
-39.3% |
125.0 |
ATR |
89.2 |
86.4 |
-2.8 |
-3.1% |
0.0 |
Volume |
29,931 |
28,412 |
-1,519 |
-5.1% |
160,309 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,560.3 |
4,547.7 |
4,485.7 |
|
R3 |
4,526.3 |
4,513.7 |
4,476.4 |
|
R2 |
4,492.3 |
4,492.3 |
4,473.2 |
|
R1 |
4,479.7 |
4,479.7 |
4,470.1 |
4,486.0 |
PP |
4,458.3 |
4,458.3 |
4,458.3 |
4,461.5 |
S1 |
4,445.7 |
4,445.7 |
4,463.9 |
4,452.0 |
S2 |
4,424.3 |
4,424.3 |
4,460.8 |
|
S3 |
4,390.3 |
4,411.7 |
4,457.7 |
|
S4 |
4,356.3 |
4,377.7 |
4,448.3 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.7 |
4,768.3 |
4,535.8 |
|
R3 |
4,694.7 |
4,643.3 |
4,501.4 |
|
R2 |
4,569.7 |
4,569.7 |
4,489.9 |
|
R1 |
4,518.3 |
4,518.3 |
4,478.5 |
4,544.0 |
PP |
4,444.7 |
4,444.7 |
4,444.7 |
4,457.5 |
S1 |
4,393.3 |
4,393.3 |
4,455.5 |
4,419.0 |
S2 |
4,319.7 |
4,319.7 |
4,444.1 |
|
S3 |
4,194.7 |
4,268.3 |
4,432.6 |
|
S4 |
4,069.7 |
4,143.3 |
4,398.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,496.0 |
4,371.0 |
125.0 |
2.8% |
46.4 |
1.0% |
77% |
False |
False |
32,061 |
10 |
4,496.0 |
4,263.0 |
233.0 |
5.2% |
65.9 |
1.5% |
88% |
False |
False |
37,217 |
20 |
4,673.0 |
4,183.0 |
490.0 |
11.0% |
77.1 |
1.7% |
58% |
False |
False |
39,030 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
60.5 |
1.4% |
33% |
False |
False |
33,105 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
52.0 |
1.2% |
33% |
False |
False |
30,395 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
46.2 |
1.0% |
33% |
False |
False |
22,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,615.5 |
2.618 |
4,560.0 |
1.618 |
4,526.0 |
1.000 |
4,505.0 |
0.618 |
4,492.0 |
HIGH |
4,471.0 |
0.618 |
4,458.0 |
0.500 |
4,454.0 |
0.382 |
4,450.0 |
LOW |
4,437.0 |
0.618 |
4,416.0 |
1.000 |
4,403.0 |
1.618 |
4,382.0 |
2.618 |
4,348.0 |
4.250 |
4,292.5 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,462.7 |
4,455.8 |
PP |
4,458.3 |
4,444.7 |
S1 |
4,454.0 |
4,433.5 |
|