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 |
4,465.0 |
4,354.0 |
-111.0 |
-2.5% |
4,441.0 |
High |
4,471.0 |
4,354.0 |
-117.0 |
-2.6% |
4,496.0 |
Low |
4,437.0 |
4,303.0 |
-134.0 |
-3.0% |
4,371.0 |
Close |
4,467.0 |
4,337.0 |
-130.0 |
-2.9% |
4,467.0 |
Range |
34.0 |
51.0 |
17.0 |
50.0% |
125.0 |
ATR |
86.4 |
92.0 |
5.5 |
6.4% |
0.0 |
Volume |
28,412 |
42,890 |
14,478 |
51.0% |
160,309 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.3 |
4,461.7 |
4,365.1 |
|
R3 |
4,433.3 |
4,410.7 |
4,351.0 |
|
R2 |
4,382.3 |
4,382.3 |
4,346.4 |
|
R1 |
4,359.7 |
4,359.7 |
4,341.7 |
4,345.5 |
PP |
4,331.3 |
4,331.3 |
4,331.3 |
4,324.3 |
S1 |
4,308.7 |
4,308.7 |
4,332.3 |
4,294.5 |
S2 |
4,280.3 |
4,280.3 |
4,327.7 |
|
S3 |
4,229.3 |
4,257.7 |
4,323.0 |
|
S4 |
4,178.3 |
4,206.7 |
4,309.0 |
|
|
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 |
4,303.0 |
193.0 |
4.5% |
48.8 |
1.1% |
18% |
False |
True |
34,833 |
10 |
4,496.0 |
4,263.0 |
233.0 |
5.4% |
59.8 |
1.4% |
32% |
False |
False |
36,545 |
20 |
4,673.0 |
4,183.0 |
490.0 |
11.3% |
72.2 |
1.7% |
31% |
False |
False |
38,476 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.7% |
61.3 |
1.4% |
18% |
False |
False |
33,872 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.7% |
52.5 |
1.2% |
18% |
False |
False |
31,100 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.7% |
46.3 |
1.1% |
18% |
False |
False |
23,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,570.8 |
2.618 |
4,487.5 |
1.618 |
4,436.5 |
1.000 |
4,405.0 |
0.618 |
4,385.5 |
HIGH |
4,354.0 |
0.618 |
4,334.5 |
0.500 |
4,328.5 |
0.382 |
4,322.5 |
LOW |
4,303.0 |
0.618 |
4,271.5 |
1.000 |
4,252.0 |
1.618 |
4,220.5 |
2.618 |
4,169.5 |
4.250 |
4,086.3 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,334.2 |
4,399.5 |
PP |
4,331.3 |
4,378.7 |
S1 |
4,328.5 |
4,357.8 |
|