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 |
1,862.25 |
1,852.00 |
-10.25 |
-0.6% |
1,821.25 |
High |
1,874.25 |
1,878.00 |
3.75 |
0.2% |
1,874.25 |
Low |
1,835.50 |
1,824.25 |
-11.25 |
-0.6% |
1,754.25 |
Close |
1,852.00 |
1,831.00 |
-21.00 |
-1.1% |
1,852.00 |
Range |
38.75 |
53.75 |
15.00 |
38.7% |
120.00 |
ATR |
57.13 |
56.88 |
-0.24 |
-0.4% |
0.00 |
Volume |
326,868 |
315,745 |
-11,123 |
-3.4% |
1,976,757 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.75 |
1,972.00 |
1,860.50 |
|
R3 |
1,952.00 |
1,918.25 |
1,845.75 |
|
R2 |
1,898.25 |
1,898.25 |
1,840.75 |
|
R1 |
1,864.50 |
1,864.50 |
1,836.00 |
1,854.50 |
PP |
1,844.50 |
1,844.50 |
1,844.50 |
1,839.50 |
S1 |
1,810.75 |
1,810.75 |
1,826.00 |
1,800.75 |
S2 |
1,790.75 |
1,790.75 |
1,821.25 |
|
S3 |
1,737.00 |
1,757.00 |
1,816.25 |
|
S4 |
1,683.25 |
1,703.25 |
1,801.50 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,186.75 |
2,139.50 |
1,918.00 |
|
R3 |
2,066.75 |
2,019.50 |
1,885.00 |
|
R2 |
1,946.75 |
1,946.75 |
1,874.00 |
|
R1 |
1,899.50 |
1,899.50 |
1,863.00 |
1,923.00 |
PP |
1,826.75 |
1,826.75 |
1,826.75 |
1,838.75 |
S1 |
1,779.50 |
1,779.50 |
1,841.00 |
1,803.00 |
S2 |
1,706.75 |
1,706.75 |
1,830.00 |
|
S3 |
1,586.75 |
1,659.50 |
1,819.00 |
|
S4 |
1,466.75 |
1,539.50 |
1,786.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.00 |
1,754.25 |
123.75 |
6.8% |
60.25 |
3.3% |
62% |
True |
False |
355,688 |
10 |
1,932.00 |
1,754.25 |
177.75 |
9.7% |
59.50 |
3.2% |
43% |
False |
False |
407,182 |
20 |
2,028.50 |
1,730.25 |
298.25 |
16.3% |
69.25 |
3.8% |
34% |
False |
False |
432,950 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.9% |
48.50 |
2.7% |
31% |
False |
False |
356,890 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.9% |
39.50 |
2.2% |
31% |
False |
False |
301,859 |
80 |
2,058.75 |
1,708.50 |
350.25 |
19.1% |
36.00 |
2.0% |
35% |
False |
False |
226,537 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.1% |
36.00 |
2.0% |
35% |
False |
False |
181,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,106.50 |
2.618 |
2,018.75 |
1.618 |
1,965.00 |
1.000 |
1,931.75 |
0.618 |
1,911.25 |
HIGH |
1,878.00 |
0.618 |
1,857.50 |
0.500 |
1,851.00 |
0.382 |
1,844.75 |
LOW |
1,824.25 |
0.618 |
1,791.00 |
1.000 |
1,770.50 |
1.618 |
1,737.25 |
2.618 |
1,683.50 |
4.250 |
1,595.75 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,851.00 |
1,830.50 |
PP |
1,844.50 |
1,830.25 |
S1 |
1,837.75 |
1,830.00 |
|