Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,237.1 |
1,234.4 |
-2.7 |
-0.2% |
1,216.7 |
High |
1,242.6 |
1,236.0 |
-6.6 |
-0.5% |
1,230.6 |
Low |
1,223.1 |
1,216.2 |
-6.9 |
-0.6% |
1,198.1 |
Close |
1,229.9 |
1,222.2 |
-7.7 |
-0.6% |
1,217.7 |
Range |
19.5 |
19.8 |
0.3 |
1.5% |
32.5 |
ATR |
21.7 |
21.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
143,916 |
125,493 |
-18,423 |
-12.8% |
409,085 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.2 |
1,273.0 |
1,233.1 |
|
R3 |
1,264.4 |
1,253.2 |
1,227.6 |
|
R2 |
1,244.6 |
1,244.6 |
1,225.8 |
|
R1 |
1,233.4 |
1,233.4 |
1,224.0 |
1,229.1 |
PP |
1,224.8 |
1,224.8 |
1,224.8 |
1,222.7 |
S1 |
1,213.6 |
1,213.6 |
1,220.4 |
1,209.3 |
S2 |
1,205.0 |
1,205.0 |
1,218.6 |
|
S3 |
1,185.2 |
1,193.8 |
1,216.8 |
|
S4 |
1,165.4 |
1,174.0 |
1,211.3 |
|
|
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% |
23.4 |
1.9% |
43% |
False |
False |
135,949 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
20.1 |
1.6% |
43% |
False |
False |
126,734 |
20 |
1,254.5 |
1,168.0 |
86.5 |
7.1% |
21.8 |
1.8% |
63% |
False |
False |
82,518 |
40 |
1,254.5 |
1,125.9 |
128.6 |
10.5% |
20.6 |
1.7% |
75% |
False |
False |
45,293 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.4 |
1.5% |
81% |
False |
False |
30,704 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.1 |
1.5% |
81% |
False |
False |
23,506 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.7% |
18.0 |
1.5% |
84% |
False |
False |
19,024 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.7% |
17.5 |
1.4% |
84% |
False |
False |
16,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.2 |
2.618 |
1,287.8 |
1.618 |
1,268.0 |
1.000 |
1,255.8 |
0.618 |
1,248.2 |
HIGH |
1,236.0 |
0.618 |
1,228.4 |
0.500 |
1,226.1 |
0.382 |
1,223.8 |
LOW |
1,216.2 |
0.618 |
1,204.0 |
1.000 |
1,196.4 |
1.618 |
1,184.2 |
2.618 |
1,164.4 |
4.250 |
1,132.1 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,226.1 |
1,235.4 |
PP |
1,224.8 |
1,231.0 |
S1 |
1,223.5 |
1,226.6 |
|