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 |
1,093.75 |
1,099.25 |
5.50 |
0.5% |
1,088.00 |
High |
1,100.75 |
1,103.00 |
2.25 |
0.2% |
1,103.00 |
Low |
1,086.75 |
1,055.25 |
-31.50 |
-2.9% |
1,055.25 |
Close |
1,099.25 |
1,061.75 |
-37.50 |
-3.4% |
1,061.75 |
Range |
14.00 |
47.75 |
33.75 |
241.1% |
47.75 |
ATR |
29.31 |
30.63 |
1.32 |
4.5% |
0.00 |
Volume |
20,788 |
77,343 |
56,555 |
272.1% |
137,446 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.50 |
1,187.00 |
1,088.00 |
|
R3 |
1,168.75 |
1,139.25 |
1,075.00 |
|
R2 |
1,121.00 |
1,121.00 |
1,070.50 |
|
R1 |
1,091.50 |
1,091.50 |
1,066.25 |
1,082.50 |
PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,068.75 |
S1 |
1,043.75 |
1,043.75 |
1,057.25 |
1,034.50 |
S2 |
1,025.50 |
1,025.50 |
1,053.00 |
|
S3 |
977.75 |
996.00 |
1,048.50 |
|
S4 |
930.00 |
948.25 |
1,035.50 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.50 |
1,187.00 |
1,088.00 |
|
R3 |
1,168.75 |
1,139.25 |
1,075.00 |
|
R2 |
1,121.00 |
1,121.00 |
1,070.50 |
|
R1 |
1,091.50 |
1,091.50 |
1,066.25 |
1,082.50 |
PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,068.75 |
S1 |
1,043.75 |
1,043.75 |
1,057.25 |
1,034.50 |
S2 |
1,025.50 |
1,025.50 |
1,053.00 |
|
S3 |
977.75 |
996.00 |
1,048.50 |
|
S4 |
930.00 |
948.25 |
1,035.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.00 |
1,055.25 |
47.75 |
4.5% |
28.75 |
2.7% |
14% |
True |
True |
35,027 |
10 |
1,103.00 |
1,032.75 |
70.25 |
6.6% |
32.00 |
3.0% |
41% |
True |
False |
25,381 |
20 |
1,170.00 |
1,032.75 |
137.25 |
12.9% |
32.50 |
3.1% |
21% |
False |
False |
16,208 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
27.00 |
2.5% |
16% |
False |
False |
9,196 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
21.50 |
2.0% |
16% |
False |
False |
6,468 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
19.25 |
1.8% |
16% |
False |
False |
4,865 |
100 |
1,211.50 |
1,032.25 |
179.25 |
16.9% |
17.75 |
1.7% |
16% |
False |
False |
3,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.00 |
2.618 |
1,228.00 |
1.618 |
1,180.25 |
1.000 |
1,150.75 |
0.618 |
1,132.50 |
HIGH |
1,103.00 |
0.618 |
1,084.75 |
0.500 |
1,079.00 |
0.382 |
1,073.50 |
LOW |
1,055.25 |
0.618 |
1,025.75 |
1.000 |
1,007.50 |
1.618 |
978.00 |
2.618 |
930.25 |
4.250 |
852.25 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,079.00 |
1,079.00 |
PP |
1,073.25 |
1,073.25 |
S1 |
1,067.50 |
1,067.50 |
|