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 |
1,055.50 |
1,050.75 |
-4.75 |
-0.5% |
1,088.00 |
High |
1,073.00 |
1,083.50 |
10.50 |
1.0% |
1,103.00 |
Low |
1,047.25 |
1,047.75 |
0.50 |
0.0% |
1,055.25 |
Close |
1,051.25 |
1,079.50 |
28.25 |
2.7% |
1,061.75 |
Range |
25.75 |
35.75 |
10.00 |
38.8% |
47.75 |
ATR |
29.25 |
29.72 |
0.46 |
1.6% |
0.00 |
Volume |
139,432 |
364,444 |
225,012 |
161.4% |
137,446 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.50 |
1,164.25 |
1,099.25 |
|
R3 |
1,141.75 |
1,128.50 |
1,089.25 |
|
R2 |
1,106.00 |
1,106.00 |
1,086.00 |
|
R1 |
1,092.75 |
1,092.75 |
1,082.75 |
1,099.50 |
PP |
1,070.25 |
1,070.25 |
1,070.25 |
1,073.50 |
S1 |
1,057.00 |
1,057.00 |
1,076.25 |
1,063.50 |
S2 |
1,034.50 |
1,034.50 |
1,073.00 |
|
S3 |
998.75 |
1,021.25 |
1,069.75 |
|
S4 |
963.00 |
985.50 |
1,059.75 |
|
|
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 |
6.1% |
31.00 |
2.9% |
64% |
False |
False |
146,013 |
10 |
1,103.00 |
1,037.00 |
66.00 |
6.1% |
30.50 |
2.8% |
64% |
False |
False |
85,055 |
20 |
1,170.00 |
1,032.75 |
137.25 |
12.7% |
30.75 |
2.8% |
34% |
False |
False |
46,987 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.6% |
28.75 |
2.7% |
26% |
False |
False |
25,401 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.6% |
22.75 |
2.1% |
26% |
False |
False |
17,336 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.6% |
19.75 |
1.8% |
26% |
False |
False |
13,022 |
100 |
1,211.50 |
1,032.25 |
179.25 |
16.6% |
18.50 |
1.7% |
26% |
False |
False |
10,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.50 |
2.618 |
1,177.00 |
1.618 |
1,141.25 |
1.000 |
1,119.25 |
0.618 |
1,105.50 |
HIGH |
1,083.50 |
0.618 |
1,069.75 |
0.500 |
1,065.50 |
0.382 |
1,061.50 |
LOW |
1,047.75 |
0.618 |
1,025.75 |
1.000 |
1,012.00 |
1.618 |
990.00 |
2.618 |
954.25 |
4.250 |
895.75 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.00 |
1,073.00 |
PP |
1,070.25 |
1,066.75 |
S1 |
1,065.50 |
1,060.25 |
|