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 |
4,318.0 |
4,400.0 |
82.0 |
1.9% |
4,441.0 |
High |
4,397.0 |
4,413.0 |
16.0 |
0.4% |
4,496.0 |
Low |
4,318.0 |
4,357.0 |
39.0 |
0.9% |
4,371.0 |
Close |
4,393.0 |
4,402.0 |
9.0 |
0.2% |
4,467.0 |
Range |
79.0 |
56.0 |
-23.0 |
-29.1% |
125.0 |
ATR |
91.0 |
88.5 |
-2.5 |
-2.7% |
0.0 |
Volume |
42,302 |
29,501 |
-12,801 |
-30.3% |
160,309 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.7 |
4,536.3 |
4,432.8 |
|
R3 |
4,502.7 |
4,480.3 |
4,417.4 |
|
R2 |
4,446.7 |
4,446.7 |
4,412.3 |
|
R1 |
4,424.3 |
4,424.3 |
4,407.1 |
4,435.5 |
PP |
4,390.7 |
4,390.7 |
4,390.7 |
4,396.3 |
S1 |
4,368.3 |
4,368.3 |
4,396.9 |
4,379.5 |
S2 |
4,334.7 |
4,334.7 |
4,391.7 |
|
S3 |
4,278.7 |
4,312.3 |
4,386.6 |
|
S4 |
4,222.7 |
4,256.3 |
4,371.2 |
|
|
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% |
55.2 |
1.3% |
51% |
False |
False |
34,607 |
10 |
4,496.0 |
4,289.0 |
207.0 |
4.7% |
56.3 |
1.3% |
55% |
False |
False |
35,058 |
20 |
4,673.0 |
4,183.0 |
490.0 |
11.1% |
70.0 |
1.6% |
45% |
False |
False |
38,003 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
63.4 |
1.4% |
26% |
False |
False |
34,676 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
53.8 |
1.2% |
26% |
False |
False |
32,137 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.4% |
46.9 |
1.1% |
26% |
False |
False |
24,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.0 |
2.618 |
4,559.6 |
1.618 |
4,503.6 |
1.000 |
4,469.0 |
0.618 |
4,447.6 |
HIGH |
4,413.0 |
0.618 |
4,391.6 |
0.500 |
4,385.0 |
0.382 |
4,378.4 |
LOW |
4,357.0 |
0.618 |
4,322.4 |
1.000 |
4,301.0 |
1.618 |
4,266.4 |
2.618 |
4,210.4 |
4.250 |
4,119.0 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,396.3 |
4,387.3 |
PP |
4,390.7 |
4,372.7 |
S1 |
4,385.0 |
4,358.0 |
|