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 |
1,048.25 |
1,044.50 |
-3.75 |
-0.4% |
1,079.00 |
High |
1,068.25 |
1,078.50 |
10.25 |
1.0% |
1,098.50 |
Low |
1,043.25 |
1,044.00 |
0.75 |
0.1% |
1,051.25 |
Close |
1,046.75 |
1,075.00 |
28.25 |
2.7% |
1,057.50 |
Range |
25.00 |
34.50 |
9.50 |
38.0% |
47.25 |
ATR |
27.44 |
27.94 |
0.50 |
1.8% |
0.00 |
Volume |
58 |
73 |
15 |
25.9% |
160 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.25 |
1,156.75 |
1,094.00 |
|
R3 |
1,134.75 |
1,122.25 |
1,084.50 |
|
R2 |
1,100.25 |
1,100.25 |
1,081.25 |
|
R1 |
1,087.75 |
1,087.75 |
1,078.25 |
1,094.00 |
PP |
1,065.75 |
1,065.75 |
1,065.75 |
1,069.00 |
S1 |
1,053.25 |
1,053.25 |
1,071.75 |
1,059.50 |
S2 |
1,031.25 |
1,031.25 |
1,068.75 |
|
S3 |
996.75 |
1,018.75 |
1,065.50 |
|
S4 |
962.25 |
984.25 |
1,056.00 |
|
|
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 |
1,033.25 |
65.25 |
6.1% |
30.00 |
2.8% |
64% |
False |
False |
80 |
10 |
1,098.50 |
1,033.25 |
65.25 |
6.1% |
28.50 |
2.7% |
64% |
False |
False |
61 |
20 |
1,164.75 |
1,029.25 |
135.50 |
12.6% |
29.25 |
2.7% |
34% |
False |
False |
87 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
26.75 |
2.5% |
26% |
False |
False |
117 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
20.75 |
1.9% |
26% |
False |
False |
83 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
16.75 |
1.6% |
26% |
False |
False |
85 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
15.25 |
1.4% |
26% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.00 |
2.618 |
1,168.75 |
1.618 |
1,134.25 |
1.000 |
1,113.00 |
0.618 |
1,099.75 |
HIGH |
1,078.50 |
0.618 |
1,065.25 |
0.500 |
1,061.25 |
0.382 |
1,057.25 |
LOW |
1,044.00 |
0.618 |
1,022.75 |
1.000 |
1,009.50 |
1.618 |
988.25 |
2.618 |
953.75 |
4.250 |
897.50 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,070.50 |
1,068.50 |
PP |
1,065.75 |
1,062.25 |
S1 |
1,061.25 |
1,056.00 |
|