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 |
1,852.00 |
1,832.00 |
-20.00 |
-1.1% |
1,821.25 |
High |
1,878.00 |
1,879.25 |
1.25 |
0.1% |
1,874.25 |
Low |
1,824.25 |
1,828.50 |
4.25 |
0.2% |
1,754.25 |
Close |
1,831.00 |
1,879.00 |
48.00 |
2.6% |
1,852.00 |
Range |
53.75 |
50.75 |
-3.00 |
-5.6% |
120.00 |
ATR |
56.88 |
56.45 |
-0.44 |
-0.8% |
0.00 |
Volume |
315,745 |
368,555 |
52,810 |
16.7% |
1,976,757 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.50 |
1,997.50 |
1,907.00 |
|
R3 |
1,963.75 |
1,946.75 |
1,893.00 |
|
R2 |
1,913.00 |
1,913.00 |
1,888.25 |
|
R1 |
1,896.00 |
1,896.00 |
1,883.75 |
1,904.50 |
PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,866.50 |
S1 |
1,845.25 |
1,845.25 |
1,874.25 |
1,853.75 |
S2 |
1,811.50 |
1,811.50 |
1,869.75 |
|
S3 |
1,760.75 |
1,794.50 |
1,865.00 |
|
S4 |
1,710.00 |
1,743.75 |
1,851.00 |
|
|
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 |
1,879.25 |
1,781.75 |
97.50 |
5.2% |
57.50 |
3.1% |
100% |
True |
False |
365,548 |
10 |
1,893.75 |
1,754.25 |
139.50 |
7.4% |
59.00 |
3.1% |
89% |
False |
False |
407,735 |
20 |
1,981.50 |
1,730.25 |
251.25 |
13.4% |
68.00 |
3.6% |
59% |
False |
False |
438,556 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.5% |
49.25 |
2.6% |
45% |
False |
False |
361,100 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.5% |
40.00 |
2.1% |
45% |
False |
False |
307,950 |
80 |
2,058.75 |
1,728.50 |
330.25 |
17.6% |
36.25 |
1.9% |
46% |
False |
False |
231,142 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.6% |
36.25 |
1.9% |
49% |
False |
False |
185,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,095.00 |
2.618 |
2,012.00 |
1.618 |
1,961.25 |
1.000 |
1,930.00 |
0.618 |
1,910.50 |
HIGH |
1,879.25 |
0.618 |
1,859.75 |
0.500 |
1,854.00 |
0.382 |
1,848.00 |
LOW |
1,828.50 |
0.618 |
1,797.25 |
1.000 |
1,777.75 |
1.618 |
1,746.50 |
2.618 |
1,695.75 |
4.250 |
1,612.75 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,870.50 |
1,870.00 |
PP |
1,862.25 |
1,860.75 |
S1 |
1,854.00 |
1,851.75 |
|