Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,093.25 |
1,054.25 |
-39.00 |
-3.6% |
1,079.00 |
High |
1,098.50 |
1,061.50 |
-37.00 |
-3.4% |
1,098.50 |
Low |
1,051.25 |
1,039.25 |
-12.00 |
-1.1% |
1,051.25 |
Close |
1,057.50 |
1,039.25 |
-18.25 |
-1.7% |
1,057.50 |
Range |
47.25 |
22.25 |
-25.00 |
-52.9% |
47.25 |
ATR |
28.61 |
28.15 |
-0.45 |
-1.6% |
0.00 |
Volume |
42 |
35 |
-7 |
-16.7% |
160 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.50 |
1,098.50 |
1,051.50 |
|
R3 |
1,091.25 |
1,076.25 |
1,045.25 |
|
R2 |
1,069.00 |
1,069.00 |
1,043.25 |
|
R1 |
1,054.00 |
1,054.00 |
1,041.25 |
1,050.50 |
PP |
1,046.75 |
1,046.75 |
1,046.75 |
1,044.75 |
S1 |
1,031.75 |
1,031.75 |
1,037.25 |
1,028.00 |
S2 |
1,024.50 |
1,024.50 |
1,035.25 |
|
S3 |
1,002.25 |
1,009.50 |
1,033.25 |
|
S4 |
980.00 |
987.25 |
1,027.00 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,210.75 |
1,181.50 |
1,083.50 |
|
R3 |
1,163.50 |
1,134.25 |
1,070.50 |
|
R2 |
1,116.25 |
1,116.25 |
1,066.25 |
|
R1 |
1,087.00 |
1,087.00 |
1,061.75 |
1,078.00 |
PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,064.50 |
S1 |
1,039.75 |
1,039.75 |
1,053.25 |
1,030.75 |
S2 |
1,021.75 |
1,021.75 |
1,048.75 |
|
S3 |
974.50 |
992.50 |
1,044.50 |
|
S4 |
927.25 |
945.25 |
1,031.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.50 |
1,039.25 |
59.25 |
5.7% |
27.50 |
2.7% |
0% |
False |
True |
39 |
10 |
1,098.50 |
1,029.25 |
69.25 |
6.7% |
28.75 |
2.8% |
14% |
False |
False |
46 |
20 |
1,164.75 |
1,029.25 |
135.50 |
13.0% |
30.00 |
2.9% |
7% |
False |
False |
109 |
40 |
1,208.00 |
1,029.25 |
178.75 |
17.2% |
25.50 |
2.5% |
6% |
False |
False |
113 |
60 |
1,208.00 |
1,029.25 |
178.75 |
17.2% |
20.00 |
1.9% |
6% |
False |
False |
90 |
80 |
1,208.00 |
1,029.25 |
178.75 |
17.2% |
16.00 |
1.5% |
6% |
False |
False |
81 |
100 |
1,208.00 |
1,029.25 |
178.75 |
17.2% |
14.50 |
1.4% |
6% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.00 |
2.618 |
1,119.75 |
1.618 |
1,097.50 |
1.000 |
1,083.75 |
0.618 |
1,075.25 |
HIGH |
1,061.50 |
0.618 |
1,053.00 |
0.500 |
1,050.50 |
0.382 |
1,047.75 |
LOW |
1,039.25 |
0.618 |
1,025.50 |
1.000 |
1,017.00 |
1.618 |
1,003.25 |
2.618 |
981.00 |
4.250 |
944.75 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,050.50 |
1,069.00 |
PP |
1,046.75 |
1,059.00 |
S1 |
1,043.00 |
1,049.00 |
|