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 |
1,210.4 |
1,217.0 |
6.6 |
0.5% |
1,178.1 |
High |
1,214.8 |
1,228.2 |
13.4 |
1.1% |
1,218.5 |
Low |
1,201.1 |
1,209.3 |
8.2 |
0.7% |
1,176.8 |
Close |
1,212.2 |
1,224.8 |
12.6 |
1.0% |
1,212.2 |
Range |
13.7 |
18.9 |
5.2 |
38.0% |
41.7 |
ATR |
21.0 |
20.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
109,434 |
12,895 |
-96,539 |
-88.2% |
911,833 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.5 |
1,270.0 |
1,235.2 |
|
R3 |
1,258.6 |
1,251.1 |
1,230.0 |
|
R2 |
1,239.7 |
1,239.7 |
1,228.3 |
|
R1 |
1,232.2 |
1,232.2 |
1,226.5 |
1,236.0 |
PP |
1,220.8 |
1,220.8 |
1,220.8 |
1,222.6 |
S1 |
1,213.3 |
1,213.3 |
1,223.1 |
1,217.1 |
S2 |
1,201.9 |
1,201.9 |
1,221.3 |
|
S3 |
1,183.0 |
1,194.4 |
1,219.6 |
|
S4 |
1,164.1 |
1,175.5 |
1,214.4 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,311.6 |
1,235.1 |
|
R3 |
1,285.9 |
1,269.9 |
1,223.7 |
|
R2 |
1,244.2 |
1,244.2 |
1,219.8 |
|
R1 |
1,228.2 |
1,228.2 |
1,216.0 |
1,236.2 |
PP |
1,202.5 |
1,202.5 |
1,202.5 |
1,206.5 |
S1 |
1,186.5 |
1,186.5 |
1,208.4 |
1,194.5 |
S2 |
1,160.8 |
1,160.8 |
1,204.6 |
|
S3 |
1,119.1 |
1,144.8 |
1,200.7 |
|
S4 |
1,077.4 |
1,103.1 |
1,189.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,228.2 |
1,185.2 |
43.0 |
3.5% |
15.4 |
1.3% |
92% |
True |
False |
151,983 |
10 |
1,229.6 |
1,166.0 |
63.6 |
5.2% |
20.7 |
1.7% |
92% |
False |
False |
172,100 |
20 |
1,249.7 |
1,156.2 |
93.5 |
7.6% |
23.3 |
1.9% |
73% |
False |
False |
185,037 |
40 |
1,249.7 |
1,123.5 |
126.2 |
10.3% |
19.5 |
1.6% |
80% |
False |
False |
157,779 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.4% |
18.5 |
1.5% |
85% |
False |
False |
118,682 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.7% |
18.8 |
1.5% |
88% |
False |
False |
90,490 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.7% |
19.3 |
1.6% |
88% |
False |
False |
73,168 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.7% |
19.6 |
1.6% |
88% |
False |
False |
61,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.5 |
2.618 |
1,277.7 |
1.618 |
1,258.8 |
1.000 |
1,247.1 |
0.618 |
1,239.9 |
HIGH |
1,228.2 |
0.618 |
1,221.0 |
0.500 |
1,218.8 |
0.382 |
1,216.5 |
LOW |
1,209.3 |
0.618 |
1,197.6 |
1.000 |
1,190.4 |
1.618 |
1,178.7 |
2.618 |
1,159.8 |
4.250 |
1,129.0 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,222.8 |
1,221.4 |
PP |
1,220.8 |
1,218.0 |
S1 |
1,218.8 |
1,214.7 |
|