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 |
1,794.75 |
1,792.75 |
-2.00 |
-0.1% |
1,859.25 |
High |
1,815.75 |
1,821.50 |
5.75 |
0.3% |
1,902.25 |
Low |
1,768.50 |
1,772.25 |
3.75 |
0.2% |
1,823.00 |
Close |
1,789.75 |
1,780.50 |
-9.25 |
-0.5% |
1,832.50 |
Range |
47.25 |
49.25 |
2.00 |
4.2% |
79.25 |
ATR |
54.10 |
53.75 |
-0.35 |
-0.6% |
0.00 |
Volume |
5,454 |
9,226 |
3,772 |
69.2% |
5,284 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.25 |
1,909.00 |
1,807.50 |
|
R3 |
1,890.00 |
1,859.75 |
1,794.00 |
|
R2 |
1,840.75 |
1,840.75 |
1,789.50 |
|
R1 |
1,810.50 |
1,810.50 |
1,785.00 |
1,801.00 |
PP |
1,791.50 |
1,791.50 |
1,791.50 |
1,786.50 |
S1 |
1,761.25 |
1,761.25 |
1,776.00 |
1,751.75 |
S2 |
1,742.25 |
1,742.25 |
1,771.50 |
|
S3 |
1,693.00 |
1,712.00 |
1,767.00 |
|
S4 |
1,643.75 |
1,662.75 |
1,753.50 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.25 |
2,040.75 |
1,876.00 |
|
R3 |
2,011.00 |
1,961.50 |
1,854.25 |
|
R2 |
1,931.75 |
1,931.75 |
1,847.00 |
|
R1 |
1,882.25 |
1,882.25 |
1,839.75 |
1,867.50 |
PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,845.25 |
S1 |
1,803.00 |
1,803.00 |
1,825.25 |
1,788.00 |
S2 |
1,773.25 |
1,773.25 |
1,818.00 |
|
S3 |
1,694.00 |
1,723.75 |
1,810.75 |
|
S4 |
1,614.75 |
1,644.50 |
1,789.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.25 |
1,768.50 |
133.75 |
7.5% |
50.50 |
2.8% |
9% |
False |
False |
3,597 |
10 |
1,902.25 |
1,768.50 |
133.75 |
7.5% |
53.50 |
3.0% |
9% |
False |
False |
2,336 |
20 |
1,980.00 |
1,753.75 |
226.25 |
12.7% |
55.00 |
3.1% |
12% |
False |
False |
1,288 |
40 |
2,056.00 |
1,730.75 |
325.25 |
18.3% |
52.75 |
3.0% |
15% |
False |
False |
778 |
60 |
2,056.00 |
1,730.75 |
325.25 |
18.3% |
41.75 |
2.3% |
15% |
False |
False |
537 |
80 |
2,056.00 |
1,730.75 |
325.25 |
18.3% |
31.75 |
1.8% |
15% |
False |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.75 |
2.618 |
1,950.50 |
1.618 |
1,901.25 |
1.000 |
1,870.75 |
0.618 |
1,852.00 |
HIGH |
1,821.50 |
0.618 |
1,802.75 |
0.500 |
1,797.00 |
0.382 |
1,791.00 |
LOW |
1,772.25 |
0.618 |
1,741.75 |
1.000 |
1,723.00 |
1.618 |
1,692.50 |
2.618 |
1,643.25 |
4.250 |
1,563.00 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,797.00 |
1,806.00 |
PP |
1,791.50 |
1,797.50 |
S1 |
1,786.00 |
1,789.00 |
|