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 |
1,242.6 |
1,237.1 |
-5.5 |
-0.4% |
1,216.7 |
High |
1,254.5 |
1,242.6 |
-11.9 |
-0.9% |
1,230.6 |
Low |
1,235.0 |
1,223.1 |
-11.9 |
-1.0% |
1,198.1 |
Close |
1,245.6 |
1,229.9 |
-15.7 |
-1.3% |
1,217.7 |
Range |
19.5 |
19.5 |
0.0 |
0.0% |
32.5 |
ATR |
21.6 |
21.7 |
0.1 |
0.3% |
0.0 |
Volume |
154,985 |
143,916 |
-11,069 |
-7.1% |
409,085 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.4 |
1,279.6 |
1,240.6 |
|
R3 |
1,270.9 |
1,260.1 |
1,235.3 |
|
R2 |
1,251.4 |
1,251.4 |
1,233.5 |
|
R1 |
1,240.6 |
1,240.6 |
1,231.7 |
1,236.3 |
PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,229.7 |
S1 |
1,221.1 |
1,221.1 |
1,228.1 |
1,216.8 |
S2 |
1,212.4 |
1,212.4 |
1,226.3 |
|
S3 |
1,192.9 |
1,201.6 |
1,224.5 |
|
S4 |
1,173.4 |
1,182.1 |
1,219.2 |
|
|
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 |
4.6% |
24.3 |
2.0% |
56% |
False |
False |
128,901 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
19.7 |
1.6% |
56% |
False |
False |
123,736 |
20 |
1,254.5 |
1,168.0 |
86.5 |
7.0% |
21.9 |
1.8% |
72% |
False |
False |
77,206 |
40 |
1,254.5 |
1,125.9 |
128.6 |
10.5% |
20.3 |
1.7% |
81% |
False |
False |
42,197 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.4 |
1.5% |
85% |
False |
False |
28,625 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.2 |
1.5% |
85% |
False |
False |
21,955 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.9 |
1.5% |
88% |
False |
False |
17,783 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.4 |
1.4% |
88% |
False |
False |
14,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.5 |
2.618 |
1,293.7 |
1.618 |
1,274.2 |
1.000 |
1,262.1 |
0.618 |
1,254.7 |
HIGH |
1,242.6 |
0.618 |
1,235.2 |
0.500 |
1,232.9 |
0.382 |
1,230.5 |
LOW |
1,223.1 |
0.618 |
1,211.0 |
1.000 |
1,203.6 |
1.618 |
1,191.5 |
2.618 |
1,172.0 |
4.250 |
1,140.2 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,232.9 |
1,233.3 |
PP |
1,231.9 |
1,232.2 |
S1 |
1,230.9 |
1,231.0 |
|