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 |
1,098.43 |
1,065.84 |
-32.59 |
-3.0% |
1,087.30 |
High |
1,098.43 |
1,071.36 |
-27.07 |
-2.5% |
1,105.67 |
Low |
1,060.50 |
1,049.86 |
-10.64 |
-1.0% |
1,060.50 |
Close |
1,064.88 |
1,050.47 |
-14.41 |
-1.4% |
1,064.88 |
Range |
37.93 |
21.50 |
-16.43 |
-43.3% |
45.17 |
ATR |
27.01 |
26.61 |
-0.39 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.73 |
1,107.60 |
1,062.30 |
|
R3 |
1,100.23 |
1,086.10 |
1,056.38 |
|
R2 |
1,078.73 |
1,078.73 |
1,054.41 |
|
R1 |
1,064.60 |
1,064.60 |
1,052.44 |
1,060.92 |
PP |
1,057.23 |
1,057.23 |
1,057.23 |
1,055.39 |
S1 |
1,043.10 |
1,043.10 |
1,048.50 |
1,039.42 |
S2 |
1,035.73 |
1,035.73 |
1,046.53 |
|
S3 |
1,014.23 |
1,021.60 |
1,044.56 |
|
S4 |
992.73 |
1,000.10 |
1,038.65 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.53 |
1,183.87 |
1,089.72 |
|
R3 |
1,167.36 |
1,138.70 |
1,077.30 |
|
R2 |
1,122.19 |
1,122.19 |
1,073.16 |
|
R1 |
1,093.53 |
1,093.53 |
1,069.02 |
1,085.28 |
PP |
1,077.02 |
1,077.02 |
1,077.02 |
1,072.89 |
S1 |
1,048.36 |
1,048.36 |
1,060.74 |
1,040.11 |
S2 |
1,031.85 |
1,031.85 |
1,056.60 |
|
S3 |
986.68 |
1,003.19 |
1,052.46 |
|
S4 |
941.51 |
958.02 |
1,040.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,105.67 |
1,049.86 |
55.81 |
5.3% |
24.94 |
2.4% |
1% |
False |
True |
|
10 |
1,105.67 |
1,040.78 |
64.89 |
6.2% |
24.81 |
2.4% |
15% |
False |
False |
|
20 |
1,173.57 |
1,040.78 |
132.79 |
12.6% |
26.52 |
2.5% |
7% |
False |
False |
|
40 |
1,219.80 |
1,040.78 |
179.02 |
17.0% |
23.75 |
2.3% |
5% |
False |
False |
|
60 |
1,219.80 |
1,040.78 |
179.02 |
17.0% |
19.24 |
1.8% |
5% |
False |
False |
|
80 |
1,219.80 |
1,040.78 |
179.02 |
17.0% |
17.22 |
1.6% |
5% |
False |
False |
|
100 |
1,219.80 |
1,040.78 |
179.02 |
17.0% |
17.35 |
1.7% |
5% |
False |
False |
|
120 |
1,219.80 |
1,040.78 |
179.02 |
17.0% |
15.88 |
1.5% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.74 |
2.618 |
1,127.65 |
1.618 |
1,106.15 |
1.000 |
1,092.86 |
0.618 |
1,084.65 |
HIGH |
1,071.36 |
0.618 |
1,063.15 |
0.500 |
1,060.61 |
0.382 |
1,058.07 |
LOW |
1,049.86 |
0.618 |
1,036.57 |
1.000 |
1,028.36 |
1.618 |
1,015.07 |
2.618 |
993.57 |
4.250 |
958.49 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,060.61 |
1,077.77 |
PP |
1,057.23 |
1,068.67 |
S1 |
1,053.85 |
1,059.57 |
|