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 |
5,967.5 |
5,921.0 |
-46.5 |
-0.8% |
5,818.5 |
High |
5,996.0 |
6,040.0 |
44.0 |
0.7% |
5,982.0 |
Low |
5,931.5 |
5,868.0 |
-63.5 |
-1.1% |
5,608.0 |
Close |
5,962.5 |
5,983.5 |
21.0 |
0.4% |
5,942.5 |
Range |
64.5 |
172.0 |
107.5 |
166.7% |
374.0 |
ATR |
159.7 |
160.6 |
0.9 |
0.5% |
0.0 |
Volume |
0 |
166,544 |
166,544 |
|
925,322 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,479.8 |
6,403.7 |
6,078.1 |
|
R3 |
6,307.8 |
6,231.7 |
6,030.8 |
|
R2 |
6,135.8 |
6,135.8 |
6,015.0 |
|
R1 |
6,059.7 |
6,059.7 |
5,999.3 |
6,097.8 |
PP |
5,963.8 |
5,963.8 |
5,963.8 |
5,982.9 |
S1 |
5,887.7 |
5,887.7 |
5,967.7 |
5,925.8 |
S2 |
5,791.8 |
5,791.8 |
5,952.0 |
|
S3 |
5,619.8 |
5,715.7 |
5,936.2 |
|
S4 |
5,447.8 |
5,543.7 |
5,888.9 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,966.2 |
6,828.3 |
6,148.2 |
|
R3 |
6,592.2 |
6,454.3 |
6,045.4 |
|
R2 |
6,218.2 |
6,218.2 |
6,011.1 |
|
R1 |
6,080.3 |
6,080.3 |
5,976.8 |
6,149.3 |
PP |
5,844.2 |
5,844.2 |
5,844.2 |
5,878.6 |
S1 |
5,706.3 |
5,706.3 |
5,908.2 |
5,775.3 |
S2 |
5,470.2 |
5,470.2 |
5,873.9 |
|
S3 |
5,096.2 |
5,332.3 |
5,839.7 |
|
S4 |
4,722.2 |
4,958.3 |
5,736.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,040.0 |
5,695.5 |
344.5 |
5.8% |
136.9 |
2.3% |
84% |
True |
False |
142,544 |
10 |
6,128.0 |
5,608.0 |
520.0 |
8.7% |
158.3 |
2.6% |
72% |
False |
False |
198,212 |
20 |
6,280.0 |
5,557.0 |
723.0 |
12.1% |
176.7 |
3.0% |
59% |
False |
False |
227,393 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
139.5 |
2.3% |
54% |
False |
False |
200,386 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
114.2 |
1.9% |
54% |
False |
False |
162,243 |
80 |
6,347.0 |
5,433.0 |
914.0 |
15.3% |
107.4 |
1.8% |
60% |
False |
False |
121,845 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
109.3 |
1.8% |
62% |
False |
False |
97,561 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
102.5 |
1.7% |
62% |
False |
False |
81,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,771.0 |
2.618 |
6,490.3 |
1.618 |
6,318.3 |
1.000 |
6,212.0 |
0.618 |
6,146.3 |
HIGH |
6,040.0 |
0.618 |
5,974.3 |
0.500 |
5,954.0 |
0.382 |
5,933.7 |
LOW |
5,868.0 |
0.618 |
5,761.7 |
1.000 |
5,696.0 |
1.618 |
5,589.7 |
2.618 |
5,417.7 |
4.250 |
5,137.0 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,973.7 |
5,973.7 |
PP |
5,963.8 |
5,963.8 |
S1 |
5,954.0 |
5,954.0 |
|