Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,100.25 |
1,088.50 |
-11.75 |
-1.1% |
1,085.50 |
High |
1,106.75 |
1,096.00 |
-10.75 |
-1.0% |
1,106.75 |
Low |
1,083.25 |
1,068.50 |
-14.75 |
-1.4% |
1,036.75 |
Close |
1,088.50 |
1,069.50 |
-19.00 |
-1.7% |
1,088.50 |
Range |
23.50 |
27.50 |
4.00 |
17.0% |
70.00 |
ATR |
30.62 |
30.40 |
-0.22 |
-0.7% |
0.00 |
Volume |
2,613,372 |
2,368,730 |
-244,642 |
-9.4% |
15,232,869 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.50 |
1,142.50 |
1,084.50 |
|
R3 |
1,133.00 |
1,115.00 |
1,077.00 |
|
R2 |
1,105.50 |
1,105.50 |
1,074.50 |
|
R1 |
1,087.50 |
1,087.50 |
1,072.00 |
1,082.75 |
PP |
1,078.00 |
1,078.00 |
1,078.00 |
1,075.50 |
S1 |
1,060.00 |
1,060.00 |
1,067.00 |
1,055.25 |
S2 |
1,050.50 |
1,050.50 |
1,064.50 |
|
S3 |
1,023.00 |
1,032.50 |
1,062.00 |
|
S4 |
995.50 |
1,005.00 |
1,054.50 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.25 |
1,258.00 |
1,127.00 |
|
R3 |
1,217.25 |
1,188.00 |
1,107.75 |
|
R2 |
1,147.25 |
1,147.25 |
1,101.25 |
|
R1 |
1,118.00 |
1,118.00 |
1,095.00 |
1,132.50 |
PP |
1,077.25 |
1,077.25 |
1,077.25 |
1,084.75 |
S1 |
1,048.00 |
1,048.00 |
1,082.00 |
1,062.50 |
S2 |
1,007.25 |
1,007.25 |
1,075.75 |
|
S3 |
937.25 |
978.00 |
1,069.25 |
|
S4 |
867.25 |
908.00 |
1,050.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.75 |
1,036.75 |
70.00 |
6.5% |
33.00 |
3.1% |
47% |
False |
False |
2,715,398 |
10 |
1,147.50 |
1,036.75 |
110.75 |
10.4% |
32.75 |
3.1% |
30% |
False |
False |
3,171,182 |
20 |
1,199.75 |
1,036.75 |
163.00 |
15.2% |
36.25 |
3.4% |
20% |
False |
False |
3,208,336 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.8% |
26.00 |
2.4% |
18% |
False |
False |
2,640,822 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.8% |
21.00 |
2.0% |
18% |
False |
False |
2,247,456 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
19.50 |
1.8% |
18% |
False |
False |
1,688,021 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
19.25 |
1.8% |
18% |
False |
False |
1,350,752 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
18.00 |
1.7% |
18% |
False |
False |
1,125,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.00 |
2.618 |
1,168.00 |
1.618 |
1,140.50 |
1.000 |
1,123.50 |
0.618 |
1,113.00 |
HIGH |
1,096.00 |
0.618 |
1,085.50 |
0.500 |
1,082.25 |
0.382 |
1,079.00 |
LOW |
1,068.50 |
0.618 |
1,051.50 |
1.000 |
1,041.00 |
1.618 |
1,024.00 |
2.618 |
996.50 |
4.250 |
951.50 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,082.25 |
1,081.00 |
PP |
1,078.00 |
1,077.25 |
S1 |
1,073.75 |
1,073.50 |
|