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 |
5,903.0 |
5,892.5 |
-10.5 |
-0.2% |
5,967.5 |
High |
5,935.0 |
5,999.0 |
64.0 |
1.1% |
6,116.0 |
Low |
5,807.0 |
5,840.5 |
33.5 |
0.6% |
5,839.0 |
Close |
5,860.0 |
5,996.5 |
136.5 |
2.3% |
5,935.5 |
Range |
128.0 |
158.5 |
30.5 |
23.8% |
277.0 |
ATR |
154.3 |
154.6 |
0.3 |
0.2% |
0.0 |
Volume |
1,606 |
2,750 |
1,144 |
71.2% |
3,707 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,420.8 |
6,367.2 |
6,083.7 |
|
R3 |
6,262.3 |
6,208.7 |
6,040.1 |
|
R2 |
6,103.8 |
6,103.8 |
6,025.6 |
|
R1 |
6,050.2 |
6,050.2 |
6,011.0 |
6,077.0 |
PP |
5,945.3 |
5,945.3 |
5,945.3 |
5,958.8 |
S1 |
5,891.7 |
5,891.7 |
5,982.0 |
5,918.5 |
S2 |
5,786.8 |
5,786.8 |
5,967.4 |
|
S3 |
5,628.3 |
5,733.2 |
5,952.9 |
|
S4 |
5,469.8 |
5,574.7 |
5,909.3 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,794.5 |
6,642.0 |
6,087.9 |
|
R3 |
6,517.5 |
6,365.0 |
6,011.7 |
|
R2 |
6,240.5 |
6,240.5 |
5,986.3 |
|
R1 |
6,088.0 |
6,088.0 |
5,960.9 |
6,025.8 |
PP |
5,963.5 |
5,963.5 |
5,963.5 |
5,932.4 |
S1 |
5,811.0 |
5,811.0 |
5,910.1 |
5,748.8 |
S2 |
5,686.5 |
5,686.5 |
5,884.7 |
|
S3 |
5,409.5 |
5,534.0 |
5,859.3 |
|
S4 |
5,132.5 |
5,257.0 |
5,783.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,116.0 |
5,807.0 |
309.0 |
5.2% |
144.4 |
2.4% |
61% |
False |
False |
2,215 |
10 |
6,116.0 |
5,765.5 |
350.5 |
5.8% |
140.9 |
2.3% |
66% |
False |
False |
1,534 |
20 |
6,285.0 |
5,615.0 |
670.0 |
11.2% |
146.5 |
2.4% |
57% |
False |
False |
1,175 |
40 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
144.6 |
2.4% |
53% |
False |
False |
817 |
60 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
116.4 |
1.9% |
53% |
False |
False |
1,005 |
80 |
6,348.5 |
5,536.5 |
812.0 |
13.5% |
103.7 |
1.7% |
57% |
False |
False |
856 |
100 |
6,348.5 |
5,419.0 |
929.5 |
15.5% |
99.9 |
1.7% |
62% |
False |
False |
702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,672.6 |
2.618 |
6,414.0 |
1.618 |
6,255.5 |
1.000 |
6,157.5 |
0.618 |
6,097.0 |
HIGH |
5,999.0 |
0.618 |
5,938.5 |
0.500 |
5,919.8 |
0.382 |
5,901.0 |
LOW |
5,840.5 |
0.618 |
5,742.5 |
1.000 |
5,682.0 |
1.618 |
5,584.0 |
2.618 |
5,425.5 |
4.250 |
5,166.9 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,970.9 |
5,965.3 |
PP |
5,945.3 |
5,934.2 |
S1 |
5,919.8 |
5,903.0 |
|