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 |
1,247.1 |
1,243.4 |
-3.7 |
-0.3% |
1,231.1 |
High |
1,259.0 |
1,246.5 |
-12.5 |
-1.0% |
1,234.2 |
Low |
1,239.7 |
1,227.3 |
-12.4 |
-1.0% |
1,202.0 |
Close |
1,250.0 |
1,234.0 |
-16.0 |
-1.3% |
1,221.8 |
Range |
19.3 |
19.2 |
-0.1 |
-0.5% |
32.2 |
ATR |
21.0 |
21.1 |
0.1 |
0.6% |
0.0 |
Volume |
5,306 |
6,019 |
713 |
13.4% |
13,324 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.5 |
1,283.0 |
1,244.6 |
|
R3 |
1,274.3 |
1,263.8 |
1,239.3 |
|
R2 |
1,255.1 |
1,255.1 |
1,237.5 |
|
R1 |
1,244.6 |
1,244.6 |
1,235.8 |
1,240.3 |
PP |
1,235.9 |
1,235.9 |
1,235.9 |
1,233.8 |
S1 |
1,225.4 |
1,225.4 |
1,232.2 |
1,221.1 |
S2 |
1,216.7 |
1,216.7 |
1,230.5 |
|
S3 |
1,197.5 |
1,206.2 |
1,228.7 |
|
S4 |
1,178.3 |
1,187.0 |
1,223.4 |
|
|
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% |
23.4 |
1.9% |
56% |
False |
False |
4,215 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.0 |
1.5% |
56% |
False |
False |
5,492 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.1% |
21.1 |
1.7% |
71% |
False |
False |
5,195 |
40 |
1,259.0 |
1,127.8 |
131.2 |
10.6% |
19.8 |
1.6% |
81% |
False |
False |
3,992 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
18.0 |
1.5% |
85% |
False |
False |
3,142 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.8 |
1.4% |
85% |
False |
False |
2,783 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.1% |
18.3 |
1.5% |
88% |
False |
False |
2,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.1 |
2.618 |
1,296.8 |
1.618 |
1,277.6 |
1.000 |
1,265.7 |
0.618 |
1,258.4 |
HIGH |
1,246.5 |
0.618 |
1,239.2 |
0.500 |
1,236.9 |
0.382 |
1,234.6 |
LOW |
1,227.3 |
0.618 |
1,215.4 |
1.000 |
1,208.1 |
1.618 |
1,196.2 |
2.618 |
1,177.0 |
4.250 |
1,145.7 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,236.9 |
1,238.8 |
PP |
1,235.9 |
1,237.2 |
S1 |
1,235.0 |
1,235.6 |
|