Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,069.25 |
1,097.00 |
27.75 |
2.6% |
1,085.50 |
High |
1,098.25 |
1,105.25 |
7.00 |
0.6% |
1,106.75 |
Low |
1,067.25 |
1,090.75 |
23.50 |
2.2% |
1,036.75 |
Close |
1,096.75 |
1,103.50 |
6.75 |
0.6% |
1,088.50 |
Range |
31.00 |
14.50 |
-16.50 |
-53.2% |
70.00 |
ATR |
30.44 |
29.30 |
-1.14 |
-3.7% |
0.00 |
Volume |
2,593,945 |
2,214,865 |
-379,080 |
-14.6% |
15,232,869 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.25 |
1,138.00 |
1,111.50 |
|
R3 |
1,128.75 |
1,123.50 |
1,107.50 |
|
R2 |
1,114.25 |
1,114.25 |
1,106.25 |
|
R1 |
1,109.00 |
1,109.00 |
1,104.75 |
1,111.50 |
PP |
1,099.75 |
1,099.75 |
1,099.75 |
1,101.25 |
S1 |
1,094.50 |
1,094.50 |
1,102.25 |
1,097.00 |
S2 |
1,085.25 |
1,085.25 |
1,100.75 |
|
S3 |
1,070.75 |
1,080.00 |
1,099.50 |
|
S4 |
1,056.25 |
1,065.50 |
1,095.50 |
|
|
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 |
1,055.50 |
51.25 |
4.6% |
28.75 |
2.6% |
94% |
False |
False |
2,544,029 |
10 |
1,116.50 |
1,036.75 |
79.75 |
7.2% |
31.75 |
2.9% |
84% |
False |
False |
3,037,513 |
20 |
1,174.75 |
1,036.75 |
138.00 |
12.5% |
35.75 |
3.2% |
48% |
False |
False |
3,181,246 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.3% |
26.50 |
2.4% |
37% |
False |
False |
2,700,510 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.3% |
21.50 |
1.9% |
37% |
False |
False |
2,326,145 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.3% |
19.50 |
1.8% |
37% |
False |
False |
1,748,069 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.4% |
19.50 |
1.8% |
37% |
False |
False |
1,398,817 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.4% |
18.00 |
1.6% |
37% |
False |
False |
1,165,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.00 |
2.618 |
1,143.25 |
1.618 |
1,128.75 |
1.000 |
1,119.75 |
0.618 |
1,114.25 |
HIGH |
1,105.25 |
0.618 |
1,099.75 |
0.500 |
1,098.00 |
0.382 |
1,096.25 |
LOW |
1,090.75 |
0.618 |
1,081.75 |
1.000 |
1,076.25 |
1.618 |
1,067.25 |
2.618 |
1,052.75 |
4.250 |
1,029.00 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.75 |
1,097.75 |
PP |
1,099.75 |
1,092.00 |
S1 |
1,098.00 |
1,086.25 |
|