Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,250.67 |
10,249.61 |
-1.06 |
0.0% |
10,133.94 |
High |
10,315.21 |
10,249.69 |
-65.52 |
-0.6% |
10,315.21 |
Low |
10,175.02 |
9,889.88 |
-285.14 |
-2.8% |
9,889.88 |
Close |
10,255.28 |
9,931.97 |
-323.31 |
-3.2% |
9,931.97 |
Range |
140.19 |
359.81 |
219.62 |
156.7% |
425.33 |
ATR |
220.59 |
230.94 |
10.34 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,103.28 |
10,877.43 |
10,129.87 |
|
R3 |
10,743.47 |
10,517.62 |
10,030.92 |
|
R2 |
10,383.66 |
10,383.66 |
9,997.94 |
|
R1 |
10,157.81 |
10,157.81 |
9,964.95 |
10,090.83 |
PP |
10,023.85 |
10,023.85 |
10,023.85 |
9,990.36 |
S1 |
9,798.00 |
9,798.00 |
9,898.99 |
9,731.02 |
S2 |
9,664.04 |
9,664.04 |
9,866.00 |
|
S3 |
9,304.23 |
9,438.19 |
9,833.02 |
|
S4 |
8,944.42 |
9,078.38 |
9,734.07 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,321.68 |
11,052.15 |
10,165.90 |
|
R3 |
10,896.35 |
10,626.82 |
10,048.94 |
|
R2 |
10,471.02 |
10,471.02 |
10,009.95 |
|
R1 |
10,201.49 |
10,201.49 |
9,970.96 |
10,123.59 |
PP |
10,045.69 |
10,045.69 |
10,045.69 |
10,006.74 |
S1 |
9,776.16 |
9,776.16 |
9,892.98 |
9,698.26 |
S2 |
9,620.36 |
9,620.36 |
9,853.99 |
|
S3 |
9,195.03 |
9,350.83 |
9,815.00 |
|
S4 |
8,769.70 |
8,925.50 |
9,698.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,315.21 |
9,889.88 |
425.33 |
4.3% |
219.03 |
2.2% |
10% |
False |
True |
|
10 |
10,315.21 |
9,774.48 |
540.73 |
5.4% |
232.46 |
2.3% |
29% |
False |
False |
|
20 |
10,920.27 |
9,774.48 |
1,145.79 |
11.5% |
244.70 |
2.5% |
14% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
207.78 |
2.1% |
11% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
167.27 |
1.7% |
11% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
152.02 |
1.5% |
11% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
152.98 |
1.5% |
11% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
141.07 |
1.4% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,778.88 |
2.618 |
11,191.67 |
1.618 |
10,831.86 |
1.000 |
10,609.50 |
0.618 |
10,472.05 |
HIGH |
10,249.69 |
0.618 |
10,112.24 |
0.500 |
10,069.79 |
0.382 |
10,027.33 |
LOW |
9,889.88 |
0.618 |
9,667.52 |
1.000 |
9,530.07 |
1.618 |
9,307.71 |
2.618 |
8,947.90 |
4.250 |
8,360.69 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,069.79 |
10,102.55 |
PP |
10,023.85 |
10,045.69 |
S1 |
9,977.91 |
9,988.83 |
|