Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,214.0 |
1,211.5 |
-2.5 |
-0.2% |
1,231.1 |
High |
1,229.1 |
1,226.0 |
-3.1 |
-0.3% |
1,234.2 |
Low |
1,207.0 |
1,202.0 |
-5.0 |
-0.4% |
1,202.0 |
Close |
1,214.0 |
1,221.8 |
7.8 |
0.6% |
1,221.8 |
Range |
22.1 |
24.0 |
1.9 |
8.6% |
32.2 |
ATR |
20.0 |
20.3 |
0.3 |
1.4% |
0.0 |
Volume |
1,731 |
4,091 |
2,360 |
136.3% |
13,324 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.6 |
1,279.2 |
1,235.0 |
|
R3 |
1,264.6 |
1,255.2 |
1,228.4 |
|
R2 |
1,240.6 |
1,240.6 |
1,226.2 |
|
R1 |
1,231.2 |
1,231.2 |
1,224.0 |
1,235.9 |
PP |
1,216.6 |
1,216.6 |
1,216.6 |
1,219.0 |
S1 |
1,207.2 |
1,207.2 |
1,219.6 |
1,211.9 |
S2 |
1,192.6 |
1,192.6 |
1,217.4 |
|
S3 |
1,168.6 |
1,183.2 |
1,215.2 |
|
S4 |
1,144.6 |
1,159.2 |
1,208.6 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.9 |
1,301.1 |
1,239.5 |
|
R3 |
1,283.7 |
1,268.9 |
1,230.7 |
|
R2 |
1,251.5 |
1,251.5 |
1,227.7 |
|
R1 |
1,236.7 |
1,236.7 |
1,224.8 |
1,228.0 |
PP |
1,219.3 |
1,219.3 |
1,219.3 |
1,215.0 |
S1 |
1,204.5 |
1,204.5 |
1,218.8 |
1,195.8 |
S2 |
1,187.1 |
1,187.1 |
1,215.9 |
|
S3 |
1,154.9 |
1,172.3 |
1,212.9 |
|
S4 |
1,122.7 |
1,140.1 |
1,204.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.2 |
1,202.0 |
32.2 |
2.6% |
18.1 |
1.5% |
61% |
False |
True |
3,749 |
10 |
1,234.2 |
1,172.0 |
62.2 |
5.1% |
17.6 |
1.4% |
80% |
False |
False |
5,226 |
20 |
1,255.1 |
1,172.0 |
83.1 |
6.8% |
21.6 |
1.8% |
60% |
False |
False |
5,377 |
40 |
1,255.1 |
1,127.8 |
127.3 |
10.4% |
19.0 |
1.6% |
74% |
False |
False |
3,788 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.5% |
17.4 |
1.4% |
80% |
False |
False |
2,958 |
80 |
1,255.1 |
1,068.4 |
186.7 |
15.3% |
17.6 |
1.4% |
82% |
False |
False |
2,696 |
100 |
1,255.1 |
1,048.2 |
206.9 |
16.9% |
18.2 |
1.5% |
84% |
False |
False |
2,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.0 |
2.618 |
1,288.8 |
1.618 |
1,264.8 |
1.000 |
1,250.0 |
0.618 |
1,240.8 |
HIGH |
1,226.0 |
0.618 |
1,216.8 |
0.500 |
1,214.0 |
0.382 |
1,211.2 |
LOW |
1,202.0 |
0.618 |
1,187.2 |
1.000 |
1,178.0 |
1.618 |
1,163.2 |
2.618 |
1,139.2 |
4.250 |
1,100.0 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,219.2 |
1,220.2 |
PP |
1,216.6 |
1,218.7 |
S1 |
1,214.0 |
1,217.1 |
|