Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,243.4 |
1,238.4 |
-5.0 |
-0.4% |
1,231.1 |
High |
1,246.5 |
1,239.6 |
-6.9 |
-0.6% |
1,234.2 |
Low |
1,227.3 |
1,220.5 |
-6.8 |
-0.6% |
1,202.0 |
Close |
1,234.0 |
1,226.3 |
-7.7 |
-0.6% |
1,221.8 |
Range |
19.2 |
19.1 |
-0.1 |
-0.5% |
32.2 |
ATR |
21.1 |
21.0 |
-0.1 |
-0.7% |
0.0 |
Volume |
6,019 |
3,872 |
-2,147 |
-35.7% |
13,324 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.1 |
1,275.3 |
1,236.8 |
|
R3 |
1,267.0 |
1,256.2 |
1,231.6 |
|
R2 |
1,247.9 |
1,247.9 |
1,229.8 |
|
R1 |
1,237.1 |
1,237.1 |
1,228.1 |
1,233.0 |
PP |
1,228.8 |
1,228.8 |
1,228.8 |
1,226.7 |
S1 |
1,218.0 |
1,218.0 |
1,224.5 |
1,213.9 |
S2 |
1,209.7 |
1,209.7 |
1,222.8 |
|
S3 |
1,190.6 |
1,198.9 |
1,221.0 |
|
S4 |
1,171.5 |
1,179.8 |
1,215.8 |
|
|
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% |
22.8 |
1.9% |
43% |
False |
False |
4,643 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.4 |
1.6% |
43% |
False |
False |
4,870 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.1% |
21.0 |
1.7% |
62% |
False |
False |
5,039 |
40 |
1,259.0 |
1,127.8 |
131.2 |
10.7% |
20.1 |
1.6% |
75% |
False |
False |
4,043 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.8% |
18.0 |
1.5% |
81% |
False |
False |
3,191 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.8% |
17.7 |
1.4% |
81% |
False |
False |
2,796 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.2% |
18.3 |
1.5% |
84% |
False |
False |
2,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.8 |
2.618 |
1,289.6 |
1.618 |
1,270.5 |
1.000 |
1,258.7 |
0.618 |
1,251.4 |
HIGH |
1,239.6 |
0.618 |
1,232.3 |
0.500 |
1,230.1 |
0.382 |
1,227.8 |
LOW |
1,220.5 |
0.618 |
1,208.7 |
1.000 |
1,201.4 |
1.618 |
1,189.6 |
2.618 |
1,170.5 |
4.250 |
1,139.3 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,230.1 |
1,239.8 |
PP |
1,228.8 |
1,235.3 |
S1 |
1,227.6 |
1,230.8 |
|