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 |
1,043.25 |
1,055.50 |
12.25 |
1.2% |
1,088.00 |
High |
1,059.00 |
1,073.00 |
14.00 |
1.3% |
1,103.00 |
Low |
1,037.00 |
1,047.25 |
10.25 |
1.0% |
1,055.25 |
Close |
1,055.00 |
1,051.25 |
-3.75 |
-0.4% |
1,061.75 |
Range |
22.00 |
25.75 |
3.75 |
17.0% |
47.75 |
ATR |
29.52 |
29.25 |
-0.27 |
-0.9% |
0.00 |
Volume |
86,084 |
139,432 |
53,348 |
62.0% |
137,446 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.50 |
1,118.50 |
1,065.50 |
|
R3 |
1,108.75 |
1,092.75 |
1,058.25 |
|
R2 |
1,083.00 |
1,083.00 |
1,056.00 |
|
R1 |
1,067.00 |
1,067.00 |
1,053.50 |
1,062.00 |
PP |
1,057.25 |
1,057.25 |
1,057.25 |
1,054.75 |
S1 |
1,041.25 |
1,041.25 |
1,049.00 |
1,036.50 |
S2 |
1,031.50 |
1,031.50 |
1,046.50 |
|
S3 |
1,005.75 |
1,015.50 |
1,044.25 |
|
S4 |
980.00 |
989.75 |
1,037.00 |
|
|
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 |
1,037.00 |
66.00 |
6.3% |
26.50 |
2.5% |
22% |
False |
False |
77,282 |
10 |
1,103.00 |
1,037.00 |
66.00 |
6.3% |
29.75 |
2.8% |
22% |
False |
False |
51,807 |
20 |
1,170.00 |
1,032.75 |
137.25 |
13.1% |
30.25 |
2.9% |
13% |
False |
False |
29,291 |
40 |
1,211.50 |
1,032.75 |
178.75 |
17.0% |
28.00 |
2.7% |
10% |
False |
False |
16,302 |
60 |
1,211.50 |
1,032.75 |
178.75 |
17.0% |
22.25 |
2.1% |
10% |
False |
False |
11,266 |
80 |
1,211.50 |
1,032.75 |
178.75 |
17.0% |
19.50 |
1.8% |
10% |
False |
False |
8,468 |
100 |
1,211.50 |
1,032.25 |
179.25 |
17.1% |
18.25 |
1.7% |
11% |
False |
False |
6,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.50 |
2.618 |
1,140.50 |
1.618 |
1,114.75 |
1.000 |
1,098.75 |
0.618 |
1,089.00 |
HIGH |
1,073.00 |
0.618 |
1,063.25 |
0.500 |
1,060.00 |
0.382 |
1,057.00 |
LOW |
1,047.25 |
0.618 |
1,031.25 |
1.000 |
1,021.50 |
1.618 |
1,005.50 |
2.618 |
979.75 |
4.250 |
937.75 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,060.00 |
1,055.00 |
PP |
1,057.25 |
1,053.75 |
S1 |
1,054.25 |
1,052.50 |
|