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 |
1,224.9 |
1,223.7 |
-1.2 |
-0.1% |
1,178.1 |
High |
1,225.8 |
1,224.0 |
-1.8 |
-0.1% |
1,218.5 |
Low |
1,213.2 |
1,201.0 |
-12.2 |
-1.0% |
1,176.8 |
Close |
1,220.6 |
1,208.3 |
-12.3 |
-1.0% |
1,212.2 |
Range |
12.6 |
23.0 |
10.4 |
82.5% |
41.7 |
ATR |
20.2 |
20.4 |
0.2 |
1.0% |
0.0 |
Volume |
4,547 |
2,799 |
-1,748 |
-38.4% |
911,833 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.1 |
1,267.2 |
1,221.0 |
|
R3 |
1,257.1 |
1,244.2 |
1,214.6 |
|
R2 |
1,234.1 |
1,234.1 |
1,212.5 |
|
R1 |
1,221.2 |
1,221.2 |
1,210.4 |
1,216.2 |
PP |
1,211.1 |
1,211.1 |
1,211.1 |
1,208.6 |
S1 |
1,198.2 |
1,198.2 |
1,206.2 |
1,193.2 |
S2 |
1,188.1 |
1,188.1 |
1,204.1 |
|
S3 |
1,165.1 |
1,175.2 |
1,202.0 |
|
S4 |
1,142.1 |
1,152.2 |
1,195.7 |
|
|
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 |
2.3% |
16.3 |
1.3% |
27% |
False |
True |
73,434 |
10 |
1,228.2 |
1,166.0 |
62.2 |
5.1% |
17.8 |
1.5% |
68% |
False |
False |
137,562 |
20 |
1,249.7 |
1,166.0 |
83.7 |
6.9% |
22.7 |
1.9% |
51% |
False |
False |
171,529 |
40 |
1,249.7 |
1,124.3 |
125.4 |
10.4% |
19.4 |
1.6% |
67% |
False |
False |
152,905 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.5 |
1.5% |
75% |
False |
False |
118,348 |
80 |
1,249.7 |
1,064.3 |
185.4 |
15.3% |
18.8 |
1.6% |
78% |
False |
False |
90,416 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.9% |
19.3 |
1.6% |
80% |
False |
False |
73,161 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.9% |
19.3 |
1.6% |
80% |
False |
False |
61,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.8 |
2.618 |
1,284.2 |
1.618 |
1,261.2 |
1.000 |
1,247.0 |
0.618 |
1,238.2 |
HIGH |
1,224.0 |
0.618 |
1,215.2 |
0.500 |
1,212.5 |
0.382 |
1,209.8 |
LOW |
1,201.0 |
0.618 |
1,186.8 |
1.000 |
1,178.0 |
1.618 |
1,163.8 |
2.618 |
1,140.8 |
4.250 |
1,103.3 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,212.5 |
1,214.6 |
PP |
1,211.1 |
1,212.5 |
S1 |
1,209.7 |
1,210.4 |
|