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 |
1,208.5 |
1,221.1 |
12.6 |
1.0% |
1,216.7 |
High |
1,221.7 |
1,246.7 |
25.0 |
2.0% |
1,230.6 |
Low |
1,198.1 |
1,212.1 |
14.0 |
1.2% |
1,198.1 |
Close |
1,217.7 |
1,240.8 |
23.1 |
1.9% |
1,217.7 |
Range |
23.6 |
34.6 |
11.0 |
46.6% |
32.5 |
ATR |
20.8 |
21.8 |
1.0 |
4.7% |
0.0 |
Volume |
115,426 |
139,929 |
24,503 |
21.2% |
409,085 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.0 |
1,323.5 |
1,259.8 |
|
R3 |
1,302.4 |
1,288.9 |
1,250.3 |
|
R2 |
1,267.8 |
1,267.8 |
1,247.1 |
|
R1 |
1,254.3 |
1,254.3 |
1,244.0 |
1,261.1 |
PP |
1,233.2 |
1,233.2 |
1,233.2 |
1,236.6 |
S1 |
1,219.7 |
1,219.7 |
1,237.6 |
1,226.5 |
S2 |
1,198.6 |
1,198.6 |
1,234.5 |
|
S3 |
1,164.0 |
1,185.1 |
1,231.3 |
|
S4 |
1,129.4 |
1,150.5 |
1,221.8 |
|
|
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 |
1,246.7 |
1,198.1 |
48.6 |
3.9% |
23.0 |
1.9% |
88% |
True |
False |
109,802 |
10 |
1,246.7 |
1,178.6 |
68.1 |
5.5% |
19.8 |
1.6% |
91% |
True |
False |
105,936 |
20 |
1,251.4 |
1,168.0 |
83.4 |
6.7% |
22.7 |
1.8% |
87% |
False |
False |
65,517 |
40 |
1,251.4 |
1,125.9 |
125.5 |
10.1% |
20.0 |
1.6% |
92% |
False |
False |
34,869 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.2% |
18.2 |
1.5% |
94% |
False |
False |
23,727 |
80 |
1,251.4 |
1,075.8 |
175.6 |
14.2% |
18.2 |
1.5% |
94% |
False |
False |
18,279 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.2% |
17.9 |
1.4% |
95% |
False |
False |
14,821 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.2% |
17.3 |
1.4% |
95% |
False |
False |
12,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.8 |
2.618 |
1,337.3 |
1.618 |
1,302.7 |
1.000 |
1,281.3 |
0.618 |
1,268.1 |
HIGH |
1,246.7 |
0.618 |
1,233.5 |
0.500 |
1,229.4 |
0.382 |
1,225.3 |
LOW |
1,212.1 |
0.618 |
1,190.7 |
1.000 |
1,177.5 |
1.618 |
1,156.1 |
2.618 |
1,121.5 |
4.250 |
1,065.1 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,237.0 |
1,234.7 |
PP |
1,233.2 |
1,228.5 |
S1 |
1,229.4 |
1,222.4 |
|