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 |
1,099.25 |
1,059.50 |
-39.75 |
-3.6% |
1,088.00 |
High |
1,103.00 |
1,066.50 |
-36.50 |
-3.3% |
1,103.00 |
Low |
1,055.25 |
1,043.25 |
-12.00 |
-1.1% |
1,055.25 |
Close |
1,061.75 |
1,043.75 |
-18.00 |
-1.7% |
1,061.75 |
Range |
47.75 |
23.25 |
-24.50 |
-51.3% |
47.75 |
ATR |
30.63 |
30.10 |
-0.53 |
-1.7% |
0.00 |
Volume |
77,343 |
62,763 |
-14,580 |
-18.9% |
137,446 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.00 |
1,105.50 |
1,056.50 |
|
R3 |
1,097.75 |
1,082.25 |
1,050.25 |
|
R2 |
1,074.50 |
1,074.50 |
1,048.00 |
|
R1 |
1,059.00 |
1,059.00 |
1,046.00 |
1,055.00 |
PP |
1,051.25 |
1,051.25 |
1,051.25 |
1,049.25 |
S1 |
1,035.75 |
1,035.75 |
1,041.50 |
1,032.00 |
S2 |
1,028.00 |
1,028.00 |
1,039.50 |
|
S3 |
1,004.75 |
1,012.50 |
1,037.25 |
|
S4 |
981.50 |
989.25 |
1,031.00 |
|
|
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 |
1,043.25 |
59.75 |
5.7% |
28.75 |
2.8% |
1% |
False |
True |
40,041 |
10 |
1,103.00 |
1,032.75 |
70.25 |
6.7% |
30.50 |
2.9% |
16% |
False |
False |
30,811 |
20 |
1,170.00 |
1,032.75 |
137.25 |
13.1% |
31.25 |
3.0% |
8% |
False |
False |
18,971 |
40 |
1,211.50 |
1,032.75 |
178.75 |
17.1% |
27.25 |
2.6% |
6% |
False |
False |
10,744 |
60 |
1,211.50 |
1,032.75 |
178.75 |
17.1% |
21.75 |
2.1% |
6% |
False |
False |
7,513 |
80 |
1,211.50 |
1,032.75 |
178.75 |
17.1% |
19.25 |
1.8% |
6% |
False |
False |
5,649 |
100 |
1,211.50 |
1,032.25 |
179.25 |
17.2% |
18.00 |
1.7% |
6% |
False |
False |
4,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.25 |
2.618 |
1,127.25 |
1.618 |
1,104.00 |
1.000 |
1,089.75 |
0.618 |
1,080.75 |
HIGH |
1,066.50 |
0.618 |
1,057.50 |
0.500 |
1,055.00 |
0.382 |
1,052.25 |
LOW |
1,043.25 |
0.618 |
1,029.00 |
1.000 |
1,020.00 |
1.618 |
1,005.75 |
2.618 |
982.50 |
4.250 |
944.50 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,055.00 |
1,073.00 |
PP |
1,051.25 |
1,063.25 |
S1 |
1,047.50 |
1,053.50 |
|