Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,088.50 |
1,069.25 |
-19.25 |
-1.8% |
1,085.50 |
High |
1,096.00 |
1,098.25 |
2.25 |
0.2% |
1,106.75 |
Low |
1,068.50 |
1,067.25 |
-1.25 |
-0.1% |
1,036.75 |
Close |
1,069.50 |
1,096.75 |
27.25 |
2.5% |
1,088.50 |
Range |
27.50 |
31.00 |
3.50 |
12.7% |
70.00 |
ATR |
30.40 |
30.44 |
0.04 |
0.1% |
0.00 |
Volume |
2,368,730 |
2,593,945 |
225,215 |
9.5% |
15,232,869 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.50 |
1,169.50 |
1,113.75 |
|
R3 |
1,149.50 |
1,138.50 |
1,105.25 |
|
R2 |
1,118.50 |
1,118.50 |
1,102.50 |
|
R1 |
1,107.50 |
1,107.50 |
1,099.50 |
1,113.00 |
PP |
1,087.50 |
1,087.50 |
1,087.50 |
1,090.00 |
S1 |
1,076.50 |
1,076.50 |
1,094.00 |
1,082.00 |
S2 |
1,056.50 |
1,056.50 |
1,091.00 |
|
S3 |
1,025.50 |
1,045.50 |
1,088.25 |
|
S4 |
994.50 |
1,014.50 |
1,079.75 |
|
|
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 |
1,055.50 |
51.25 |
4.7% |
31.75 |
2.9% |
80% |
False |
False |
2,787,839 |
10 |
1,122.75 |
1,036.75 |
86.00 |
7.8% |
32.50 |
3.0% |
70% |
False |
False |
3,125,304 |
20 |
1,175.00 |
1,036.75 |
138.25 |
12.6% |
36.00 |
3.3% |
43% |
False |
False |
3,248,170 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.4% |
26.50 |
2.4% |
33% |
False |
False |
2,680,023 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.4% |
21.25 |
1.9% |
33% |
False |
False |
2,290,069 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.4% |
19.50 |
1.8% |
33% |
False |
False |
1,720,422 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.5% |
19.50 |
1.8% |
34% |
False |
False |
1,376,680 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.5% |
18.00 |
1.6% |
34% |
False |
False |
1,147,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,230.00 |
2.618 |
1,179.50 |
1.618 |
1,148.50 |
1.000 |
1,129.25 |
0.618 |
1,117.50 |
HIGH |
1,098.25 |
0.618 |
1,086.50 |
0.500 |
1,082.75 |
0.382 |
1,079.00 |
LOW |
1,067.25 |
0.618 |
1,048.00 |
1.000 |
1,036.25 |
1.618 |
1,017.00 |
2.618 |
986.00 |
4.250 |
935.50 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,092.00 |
1,093.50 |
PP |
1,087.50 |
1,090.25 |
S1 |
1,082.75 |
1,087.00 |
|