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 |
1,217.0 |
1,224.9 |
7.9 |
0.6% |
1,178.1 |
High |
1,228.2 |
1,225.8 |
-2.4 |
-0.2% |
1,218.5 |
Low |
1,209.3 |
1,213.2 |
3.9 |
0.3% |
1,176.8 |
Close |
1,224.8 |
1,220.6 |
-4.2 |
-0.3% |
1,212.2 |
Range |
18.9 |
12.6 |
-6.3 |
-33.3% |
41.7 |
ATR |
20.8 |
20.2 |
-0.6 |
-2.8% |
0.0 |
Volume |
12,895 |
4,547 |
-8,348 |
-64.7% |
911,833 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.7 |
1,251.7 |
1,227.5 |
|
R3 |
1,245.1 |
1,239.1 |
1,224.1 |
|
R2 |
1,232.5 |
1,232.5 |
1,222.9 |
|
R1 |
1,226.5 |
1,226.5 |
1,221.8 |
1,223.2 |
PP |
1,219.9 |
1,219.9 |
1,219.9 |
1,218.2 |
S1 |
1,213.9 |
1,213.9 |
1,219.4 |
1,210.6 |
S2 |
1,207.3 |
1,207.3 |
1,218.3 |
|
S3 |
1,194.7 |
1,201.3 |
1,217.1 |
|
S4 |
1,182.1 |
1,188.7 |
1,213.7 |
|
|
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 |
1,201.0 |
27.2 |
2.2% |
14.8 |
1.2% |
72% |
False |
False |
116,571 |
10 |
1,228.2 |
1,166.0 |
62.2 |
5.1% |
19.7 |
1.6% |
88% |
False |
False |
155,879 |
20 |
1,249.7 |
1,156.2 |
93.5 |
7.7% |
22.6 |
1.9% |
69% |
False |
False |
180,896 |
40 |
1,249.7 |
1,124.3 |
125.4 |
10.3% |
19.4 |
1.6% |
77% |
False |
False |
156,001 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.4% |
18.4 |
1.5% |
82% |
False |
False |
118,498 |
80 |
1,249.7 |
1,063.2 |
186.5 |
15.3% |
18.6 |
1.5% |
84% |
False |
False |
90,457 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.7% |
19.3 |
1.6% |
86% |
False |
False |
73,147 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.7% |
19.3 |
1.6% |
86% |
False |
False |
61,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.4 |
2.618 |
1,258.8 |
1.618 |
1,246.2 |
1.000 |
1,238.4 |
0.618 |
1,233.6 |
HIGH |
1,225.8 |
0.618 |
1,221.0 |
0.500 |
1,219.5 |
0.382 |
1,218.0 |
LOW |
1,213.2 |
0.618 |
1,205.4 |
1.000 |
1,200.6 |
1.618 |
1,192.8 |
2.618 |
1,180.2 |
4.250 |
1,159.7 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,220.2 |
1,218.6 |
PP |
1,219.9 |
1,216.6 |
S1 |
1,219.5 |
1,214.7 |
|