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 |
4,354.0 |
4,318.0 |
-36.0 |
-0.8% |
4,441.0 |
High |
4,354.0 |
4,397.0 |
43.0 |
1.0% |
4,496.0 |
Low |
4,303.0 |
4,318.0 |
15.0 |
0.3% |
4,371.0 |
Close |
4,337.0 |
4,393.0 |
56.0 |
1.3% |
4,467.0 |
Range |
51.0 |
79.0 |
28.0 |
54.9% |
125.0 |
ATR |
92.0 |
91.0 |
-0.9 |
-1.0% |
0.0 |
Volume |
42,890 |
42,302 |
-588 |
-1.4% |
160,309 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.3 |
4,578.7 |
4,436.5 |
|
R3 |
4,527.3 |
4,499.7 |
4,414.7 |
|
R2 |
4,448.3 |
4,448.3 |
4,407.5 |
|
R1 |
4,420.7 |
4,420.7 |
4,400.2 |
4,434.5 |
PP |
4,369.3 |
4,369.3 |
4,369.3 |
4,376.3 |
S1 |
4,341.7 |
4,341.7 |
4,385.8 |
4,355.5 |
S2 |
4,290.3 |
4,290.3 |
4,378.5 |
|
S3 |
4,211.3 |
4,262.7 |
4,371.3 |
|
S4 |
4,132.3 |
4,183.7 |
4,349.6 |
|
|
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 |
4.4% |
56.2 |
1.3% |
47% |
False |
False |
36,688 |
10 |
4,496.0 |
4,289.0 |
207.0 |
4.7% |
58.7 |
1.3% |
50% |
False |
False |
36,273 |
20 |
4,673.0 |
4,183.0 |
490.0 |
11.2% |
70.5 |
1.6% |
43% |
False |
False |
38,428 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
62.8 |
1.4% |
25% |
False |
False |
34,475 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
53.2 |
1.2% |
25% |
False |
False |
31,731 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
46.6 |
1.1% |
25% |
False |
False |
23,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,732.8 |
2.618 |
4,603.8 |
1.618 |
4,524.8 |
1.000 |
4,476.0 |
0.618 |
4,445.8 |
HIGH |
4,397.0 |
0.618 |
4,366.8 |
0.500 |
4,357.5 |
0.382 |
4,348.2 |
LOW |
4,318.0 |
0.618 |
4,269.2 |
1.000 |
4,239.0 |
1.618 |
4,190.2 |
2.618 |
4,111.2 |
4.250 |
3,982.3 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,381.2 |
4,391.0 |
PP |
4,369.3 |
4,389.0 |
S1 |
4,357.5 |
4,387.0 |
|