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 |
1,221.1 |
1,242.6 |
21.5 |
1.8% |
1,216.7 |
High |
1,246.7 |
1,254.5 |
7.8 |
0.6% |
1,230.6 |
Low |
1,212.1 |
1,235.0 |
22.9 |
1.9% |
1,198.1 |
Close |
1,240.8 |
1,245.6 |
4.8 |
0.4% |
1,217.7 |
Range |
34.6 |
19.5 |
-15.1 |
-43.6% |
32.5 |
ATR |
21.8 |
21.6 |
-0.2 |
-0.7% |
0.0 |
Volume |
139,929 |
154,985 |
15,056 |
10.8% |
409,085 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.5 |
1,294.1 |
1,256.3 |
|
R3 |
1,284.0 |
1,274.6 |
1,251.0 |
|
R2 |
1,264.5 |
1,264.5 |
1,249.2 |
|
R1 |
1,255.1 |
1,255.1 |
1,247.4 |
1,259.8 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,247.4 |
S1 |
1,235.6 |
1,235.6 |
1,243.8 |
1,240.3 |
S2 |
1,225.5 |
1,225.5 |
1,242.0 |
|
S3 |
1,206.0 |
1,216.1 |
1,240.2 |
|
S4 |
1,186.5 |
1,196.6 |
1,234.9 |
|
|
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 |
1,254.5 |
1,198.1 |
56.4 |
4.5% |
23.1 |
1.9% |
84% |
True |
False |
121,599 |
10 |
1,254.5 |
1,186.9 |
67.6 |
5.4% |
19.7 |
1.6% |
87% |
True |
False |
118,584 |
20 |
1,254.5 |
1,168.0 |
86.5 |
6.9% |
22.6 |
1.8% |
90% |
True |
False |
71,071 |
40 |
1,254.5 |
1,125.9 |
128.6 |
10.3% |
20.1 |
1.6% |
93% |
True |
False |
38,640 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.4% |
18.2 |
1.5% |
95% |
True |
False |
26,252 |
80 |
1,254.5 |
1,080.4 |
174.1 |
14.0% |
18.2 |
1.5% |
95% |
True |
False |
20,182 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.4% |
17.9 |
1.4% |
96% |
True |
False |
16,355 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.4% |
17.4 |
1.4% |
96% |
True |
False |
13,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.4 |
2.618 |
1,305.6 |
1.618 |
1,286.1 |
1.000 |
1,274.0 |
0.618 |
1,266.6 |
HIGH |
1,254.5 |
0.618 |
1,247.1 |
0.500 |
1,244.8 |
0.382 |
1,242.4 |
LOW |
1,235.0 |
0.618 |
1,222.9 |
1.000 |
1,215.5 |
1.618 |
1,203.4 |
2.618 |
1,183.9 |
4.250 |
1,152.1 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,245.3 |
1,239.2 |
PP |
1,245.0 |
1,232.7 |
S1 |
1,244.8 |
1,226.3 |
|