Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,225.8 |
1,247.1 |
21.3 |
1.7% |
1,231.1 |
High |
1,251.0 |
1,259.0 |
8.0 |
0.6% |
1,234.2 |
Low |
1,218.5 |
1,239.7 |
21.2 |
1.7% |
1,202.0 |
Close |
1,245.2 |
1,250.0 |
4.8 |
0.4% |
1,221.8 |
Range |
32.5 |
19.3 |
-13.2 |
-40.6% |
32.2 |
ATR |
21.1 |
21.0 |
-0.1 |
-0.6% |
0.0 |
Volume |
3,929 |
5,306 |
1,377 |
35.0% |
13,324 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,298.0 |
1,260.6 |
|
R3 |
1,288.2 |
1,278.7 |
1,255.3 |
|
R2 |
1,268.9 |
1,268.9 |
1,253.5 |
|
R1 |
1,259.4 |
1,259.4 |
1,251.8 |
1,264.2 |
PP |
1,249.6 |
1,249.6 |
1,249.6 |
1,251.9 |
S1 |
1,240.1 |
1,240.1 |
1,248.2 |
1,244.9 |
S2 |
1,230.3 |
1,230.3 |
1,246.5 |
|
S3 |
1,211.0 |
1,220.8 |
1,244.7 |
|
S4 |
1,191.7 |
1,201.5 |
1,239.4 |
|
|
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 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
22.2 |
1.8% |
84% |
True |
False |
3,393 |
10 |
1,259.0 |
1,192.0 |
67.0 |
5.4% |
18.9 |
1.5% |
87% |
True |
False |
5,182 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.0% |
21.8 |
1.7% |
90% |
True |
False |
5,187 |
40 |
1,259.0 |
1,127.8 |
131.2 |
10.5% |
19.6 |
1.6% |
93% |
True |
False |
3,912 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.5% |
17.8 |
1.4% |
95% |
True |
False |
3,049 |
80 |
1,259.0 |
1,082.8 |
176.2 |
14.1% |
17.8 |
1.4% |
95% |
True |
False |
2,751 |
100 |
1,259.0 |
1,048.2 |
210.8 |
16.9% |
18.2 |
1.5% |
96% |
True |
False |
2,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.0 |
2.618 |
1,309.5 |
1.618 |
1,290.2 |
1.000 |
1,278.3 |
0.618 |
1,270.9 |
HIGH |
1,259.0 |
0.618 |
1,251.6 |
0.500 |
1,249.4 |
0.382 |
1,247.1 |
LOW |
1,239.7 |
0.618 |
1,227.8 |
1.000 |
1,220.4 |
1.618 |
1,208.5 |
2.618 |
1,189.2 |
4.250 |
1,157.7 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,249.8 |
1,243.5 |
PP |
1,249.6 |
1,237.0 |
S1 |
1,249.4 |
1,230.5 |
|