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 |
5,153.0 |
5,082.5 |
-70.5 |
-1.4% |
5,066.0 |
High |
5,168.0 |
5,216.0 |
48.0 |
0.9% |
5,228.5 |
Low |
5,049.0 |
5,070.5 |
21.5 |
0.4% |
4,883.5 |
Close |
5,147.5 |
5,145.0 |
-2.5 |
0.0% |
5,187.0 |
Range |
119.0 |
145.5 |
26.5 |
22.3% |
345.0 |
ATR |
146.0 |
146.0 |
0.0 |
0.0% |
0.0 |
Volume |
0 |
162,294 |
162,294 |
|
864,797 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,580.5 |
5,508.0 |
5,225.0 |
|
R3 |
5,435.0 |
5,362.5 |
5,185.0 |
|
R2 |
5,289.5 |
5,289.5 |
5,171.5 |
|
R1 |
5,217.0 |
5,217.0 |
5,158.5 |
5,253.0 |
PP |
5,144.0 |
5,144.0 |
5,144.0 |
5,162.0 |
S1 |
5,071.5 |
5,071.5 |
5,131.5 |
5,108.0 |
S2 |
4,998.5 |
4,998.5 |
5,118.5 |
|
S3 |
4,853.0 |
4,926.0 |
5,105.0 |
|
S4 |
4,707.5 |
4,780.5 |
5,065.0 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,134.5 |
6,006.0 |
5,377.0 |
|
R3 |
5,789.5 |
5,661.0 |
5,282.0 |
|
R2 |
5,444.5 |
5,444.5 |
5,250.0 |
|
R1 |
5,316.0 |
5,316.0 |
5,218.5 |
5,380.0 |
PP |
5,099.5 |
5,099.5 |
5,099.5 |
5,132.0 |
S1 |
4,971.0 |
4,971.0 |
5,155.5 |
5,035.0 |
S2 |
4,754.5 |
4,754.5 |
5,124.0 |
|
S3 |
4,409.5 |
4,626.0 |
5,092.0 |
|
S4 |
4,064.5 |
4,281.0 |
4,997.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,228.5 |
4,962.0 |
266.5 |
5.2% |
127.5 |
2.5% |
69% |
False |
False |
128,913 |
10 |
5,252.5 |
4,883.5 |
369.0 |
7.2% |
137.0 |
2.7% |
71% |
False |
False |
158,672 |
20 |
5,432.0 |
4,801.0 |
631.0 |
12.3% |
160.0 |
3.1% |
55% |
False |
False |
180,855 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
122.0 |
2.4% |
34% |
False |
False |
140,633 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
99.5 |
1.9% |
34% |
False |
False |
125,641 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
90.0 |
1.7% |
34% |
False |
False |
94,316 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
77.0 |
1.5% |
34% |
False |
False |
75,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,834.5 |
2.618 |
5,597.0 |
1.618 |
5,451.5 |
1.000 |
5,361.5 |
0.618 |
5,306.0 |
HIGH |
5,216.0 |
0.618 |
5,160.5 |
0.500 |
5,143.0 |
0.382 |
5,126.0 |
LOW |
5,070.5 |
0.618 |
4,980.5 |
1.000 |
4,925.0 |
1.618 |
4,835.0 |
2.618 |
4,689.5 |
4.250 |
4,452.0 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,144.5 |
5,143.0 |
PP |
5,144.0 |
5,141.0 |
S1 |
5,143.0 |
5,139.0 |
|