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 |
107.20 |
105.57 |
-1.63 |
-1.5% |
108.35 |
High |
107.61 |
106.83 |
-0.78 |
-0.7% |
111.06 |
Low |
105.41 |
104.65 |
-0.76 |
-0.7% |
106.47 |
Close |
105.49 |
106.62 |
1.13 |
1.1% |
106.82 |
Range |
2.20 |
2.18 |
-0.02 |
-0.9% |
4.60 |
ATR |
2.76 |
2.72 |
-0.04 |
-1.5% |
0.00 |
Volume |
264,302,565 |
357,539,060 |
93,236,495 |
35.3% |
1,139,492,717 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.57 |
111.78 |
107.82 |
|
R3 |
110.39 |
109.60 |
107.22 |
|
R2 |
108.21 |
108.21 |
107.02 |
|
R1 |
107.42 |
107.42 |
106.82 |
107.82 |
PP |
106.03 |
106.03 |
106.03 |
106.23 |
S1 |
105.24 |
105.24 |
106.42 |
105.64 |
S2 |
103.85 |
103.85 |
106.22 |
|
S3 |
101.67 |
103.06 |
106.02 |
|
S4 |
99.49 |
100.88 |
105.42 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.90 |
118.96 |
109.35 |
|
R3 |
117.31 |
114.36 |
108.08 |
|
R2 |
112.71 |
112.71 |
107.66 |
|
R1 |
109.77 |
109.77 |
107.24 |
108.94 |
PP |
108.12 |
108.12 |
108.12 |
107.70 |
S1 |
105.17 |
105.17 |
106.40 |
104.35 |
S2 |
103.52 |
103.52 |
105.98 |
|
S3 |
98.93 |
100.58 |
105.56 |
|
S4 |
94.33 |
95.98 |
104.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.06 |
104.65 |
6.41 |
6.0% |
2.31 |
2.2% |
31% |
False |
True |
296,778,818 |
10 |
111.06 |
104.38 |
6.68 |
6.3% |
2.41 |
2.3% |
34% |
False |
False |
310,412,478 |
20 |
117.68 |
104.38 |
13.30 |
12.5% |
2.45 |
2.3% |
17% |
False |
False |
330,639,814 |
40 |
122.12 |
104.38 |
17.74 |
16.6% |
2.34 |
2.2% |
13% |
False |
False |
304,920,363 |
60 |
122.12 |
104.38 |
17.74 |
16.6% |
1.92 |
1.8% |
13% |
False |
False |
258,456,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.10 |
2.618 |
112.54 |
1.618 |
110.36 |
1.000 |
109.01 |
0.618 |
108.18 |
HIGH |
106.83 |
0.618 |
106.00 |
0.500 |
105.74 |
0.382 |
105.48 |
LOW |
104.65 |
0.618 |
103.30 |
1.000 |
102.47 |
1.618 |
101.12 |
2.618 |
98.94 |
4.250 |
95.39 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
106.33 |
106.99 |
PP |
106.03 |
106.87 |
S1 |
105.74 |
106.74 |
|