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 |
10,249.61 |
9,931.75 |
-317.86 |
-3.1% |
10,133.94 |
High |
10,249.69 |
9,982.38 |
-267.31 |
-2.6% |
10,315.21 |
Low |
9,889.88 |
9,810.30 |
-79.58 |
-0.8% |
9,889.88 |
Close |
9,931.97 |
9,816.49 |
-115.48 |
-1.2% |
9,931.97 |
Range |
359.81 |
172.08 |
-187.73 |
-52.2% |
425.33 |
ATR |
230.94 |
226.73 |
-4.20 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,385.96 |
10,273.31 |
9,911.13 |
|
R3 |
10,213.88 |
10,101.23 |
9,863.81 |
|
R2 |
10,041.80 |
10,041.80 |
9,848.04 |
|
R1 |
9,929.15 |
9,929.15 |
9,832.26 |
9,899.44 |
PP |
9,869.72 |
9,869.72 |
9,869.72 |
9,854.87 |
S1 |
9,757.07 |
9,757.07 |
9,800.72 |
9,727.36 |
S2 |
9,697.64 |
9,697.64 |
9,784.94 |
|
S3 |
9,525.56 |
9,584.99 |
9,769.17 |
|
S4 |
9,353.48 |
9,412.91 |
9,721.85 |
|
|
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 |
9,810.30 |
504.91 |
5.1% |
221.02 |
2.3% |
1% |
False |
True |
|
10 |
10,315.21 |
9,774.48 |
540.73 |
5.5% |
221.70 |
2.3% |
8% |
False |
False |
|
20 |
10,920.27 |
9,774.48 |
1,145.79 |
11.7% |
236.41 |
2.4% |
4% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
15.1% |
210.23 |
2.1% |
3% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
15.1% |
168.39 |
1.7% |
3% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
15.1% |
152.64 |
1.6% |
3% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
15.1% |
153.76 |
1.6% |
3% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
15.1% |
141.81 |
1.4% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,713.72 |
2.618 |
10,432.89 |
1.618 |
10,260.81 |
1.000 |
10,154.46 |
0.618 |
10,088.73 |
HIGH |
9,982.38 |
0.618 |
9,916.65 |
0.500 |
9,896.34 |
0.382 |
9,876.03 |
LOW |
9,810.30 |
0.618 |
9,703.95 |
1.000 |
9,638.22 |
1.618 |
9,531.87 |
2.618 |
9,359.79 |
4.250 |
9,078.96 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,896.34 |
10,062.76 |
PP |
9,869.72 |
9,980.67 |
S1 |
9,843.11 |
9,898.58 |
|