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 |
1,832.00 |
1,877.00 |
45.00 |
2.5% |
1,821.25 |
High |
1,879.25 |
1,899.25 |
20.00 |
1.1% |
1,874.25 |
Low |
1,828.50 |
1,871.00 |
42.50 |
2.3% |
1,754.25 |
Close |
1,879.00 |
1,897.75 |
18.75 |
1.0% |
1,852.00 |
Range |
50.75 |
28.25 |
-22.50 |
-44.3% |
120.00 |
ATR |
56.45 |
54.43 |
-2.01 |
-3.6% |
0.00 |
Volume |
368,555 |
307,154 |
-61,401 |
-16.7% |
1,976,757 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.00 |
1,964.25 |
1,913.25 |
|
R3 |
1,945.75 |
1,936.00 |
1,905.50 |
|
R2 |
1,917.50 |
1,917.50 |
1,903.00 |
|
R1 |
1,907.75 |
1,907.75 |
1,900.25 |
1,912.50 |
PP |
1,889.25 |
1,889.25 |
1,889.25 |
1,891.75 |
S1 |
1,879.50 |
1,879.50 |
1,895.25 |
1,884.50 |
S2 |
1,861.00 |
1,861.00 |
1,892.50 |
|
S3 |
1,832.75 |
1,851.25 |
1,890.00 |
|
S4 |
1,804.50 |
1,823.00 |
1,882.25 |
|
|
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 |
1,899.25 |
1,781.75 |
117.50 |
6.2% |
50.75 |
2.7% |
99% |
True |
False |
341,876 |
10 |
1,899.25 |
1,754.25 |
145.00 |
7.6% |
57.50 |
3.0% |
99% |
True |
False |
397,951 |
20 |
1,981.50 |
1,730.25 |
251.25 |
13.2% |
67.50 |
3.6% |
67% |
False |
False |
428,148 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
49.50 |
2.6% |
51% |
False |
False |
364,013 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
40.00 |
2.1% |
51% |
False |
False |
312,989 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
36.25 |
1.9% |
51% |
False |
False |
234,978 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.5% |
36.25 |
1.9% |
54% |
False |
False |
188,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.25 |
2.618 |
1,973.25 |
1.618 |
1,945.00 |
1.000 |
1,927.50 |
0.618 |
1,916.75 |
HIGH |
1,899.25 |
0.618 |
1,888.50 |
0.500 |
1,885.00 |
0.382 |
1,881.75 |
LOW |
1,871.00 |
0.618 |
1,853.50 |
1.000 |
1,842.75 |
1.618 |
1,825.25 |
2.618 |
1,797.00 |
4.250 |
1,751.00 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,893.50 |
1,885.75 |
PP |
1,889.25 |
1,873.75 |
S1 |
1,885.00 |
1,861.75 |
|