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 |
1,225.2 |
1,208.5 |
-16.7 |
-1.4% |
1,216.7 |
High |
1,226.5 |
1,221.7 |
-4.8 |
-0.4% |
1,230.6 |
Low |
1,202.4 |
1,198.1 |
-4.3 |
-0.4% |
1,198.1 |
Close |
1,210.0 |
1,217.7 |
7.7 |
0.6% |
1,217.7 |
Range |
24.1 |
23.6 |
-0.5 |
-2.1% |
32.5 |
ATR |
20.6 |
20.8 |
0.2 |
1.1% |
0.0 |
Volume |
90,250 |
115,426 |
25,176 |
27.9% |
409,085 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.3 |
1,274.1 |
1,230.7 |
|
R3 |
1,259.7 |
1,250.5 |
1,224.2 |
|
R2 |
1,236.1 |
1,236.1 |
1,222.0 |
|
R1 |
1,226.9 |
1,226.9 |
1,219.9 |
1,231.5 |
PP |
1,212.5 |
1,212.5 |
1,212.5 |
1,214.8 |
S1 |
1,203.3 |
1,203.3 |
1,215.5 |
1,207.9 |
S2 |
1,188.9 |
1,188.9 |
1,213.4 |
|
S3 |
1,165.3 |
1,179.7 |
1,211.2 |
|
S4 |
1,141.7 |
1,156.1 |
1,204.7 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.0 |
1,297.8 |
1,235.6 |
|
R3 |
1,280.5 |
1,265.3 |
1,226.6 |
|
R2 |
1,248.0 |
1,248.0 |
1,223.7 |
|
R1 |
1,232.8 |
1,232.8 |
1,220.7 |
1,240.4 |
PP |
1,215.5 |
1,215.5 |
1,215.5 |
1,219.3 |
S1 |
1,200.3 |
1,200.3 |
1,214.7 |
1,207.9 |
S2 |
1,183.0 |
1,183.0 |
1,211.7 |
|
S3 |
1,150.5 |
1,167.8 |
1,208.8 |
|
S4 |
1,118.0 |
1,135.3 |
1,199.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,230.6 |
1,198.1 |
32.5 |
2.7% |
18.8 |
1.5% |
60% |
False |
True |
109,470 |
10 |
1,230.6 |
1,168.0 |
62.6 |
5.1% |
18.5 |
1.5% |
79% |
False |
False |
95,068 |
20 |
1,251.4 |
1,168.0 |
83.4 |
6.8% |
22.0 |
1.8% |
60% |
False |
False |
59,275 |
40 |
1,251.4 |
1,125.9 |
125.5 |
10.3% |
19.5 |
1.6% |
73% |
False |
False |
31,413 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.4% |
17.8 |
1.5% |
79% |
False |
False |
21,459 |
80 |
1,251.4 |
1,066.0 |
185.4 |
15.2% |
18.0 |
1.5% |
82% |
False |
False |
16,548 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.5% |
17.8 |
1.5% |
83% |
False |
False |
13,442 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.5% |
17.2 |
1.4% |
83% |
False |
False |
11,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.0 |
2.618 |
1,283.5 |
1.618 |
1,259.9 |
1.000 |
1,245.3 |
0.618 |
1,236.3 |
HIGH |
1,221.7 |
0.618 |
1,212.7 |
0.500 |
1,209.9 |
0.382 |
1,207.1 |
LOW |
1,198.1 |
0.618 |
1,183.5 |
1.000 |
1,174.5 |
1.618 |
1,159.9 |
2.618 |
1,136.3 |
4.250 |
1,097.8 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,215.1 |
1,216.3 |
PP |
1,212.5 |
1,214.9 |
S1 |
1,209.9 |
1,213.5 |
|