Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4,441.0 |
4,419.0 |
-22.0 |
-0.5% |
4,325.0 |
High |
4,459.0 |
4,427.0 |
-32.0 |
-0.7% |
4,474.0 |
Low |
4,420.0 |
4,385.0 |
-35.0 |
-0.8% |
4,263.0 |
Close |
4,437.0 |
4,410.0 |
-27.0 |
-0.6% |
4,467.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
211.0 |
ATR |
92.4 |
89.5 |
-2.9 |
-3.1% |
0.0 |
Volume |
29,033 |
33,025 |
3,992 |
13.7% |
211,869 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,533.3 |
4,513.7 |
4,433.1 |
|
R3 |
4,491.3 |
4,471.7 |
4,421.6 |
|
R2 |
4,449.3 |
4,449.3 |
4,417.7 |
|
R1 |
4,429.7 |
4,429.7 |
4,413.9 |
4,418.5 |
PP |
4,407.3 |
4,407.3 |
4,407.3 |
4,401.8 |
S1 |
4,387.7 |
4,387.7 |
4,406.2 |
4,376.5 |
S2 |
4,365.3 |
4,365.3 |
4,402.3 |
|
S3 |
4,323.3 |
4,345.7 |
4,398.5 |
|
S4 |
4,281.3 |
4,303.7 |
4,386.9 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,034.3 |
4,961.7 |
4,583.1 |
|
R3 |
4,823.3 |
4,750.7 |
4,525.0 |
|
R2 |
4,612.3 |
4,612.3 |
4,505.7 |
|
R1 |
4,539.7 |
4,539.7 |
4,486.3 |
4,576.0 |
PP |
4,401.3 |
4,401.3 |
4,401.3 |
4,419.5 |
S1 |
4,328.7 |
4,328.7 |
4,447.7 |
4,365.0 |
S2 |
4,190.3 |
4,190.3 |
4,428.3 |
|
S3 |
3,979.3 |
4,117.7 |
4,409.0 |
|
S4 |
3,768.3 |
3,906.7 |
4,351.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,474.0 |
4,289.0 |
185.0 |
4.2% |
61.2 |
1.4% |
65% |
False |
False |
35,857 |
10 |
4,474.0 |
4,183.0 |
291.0 |
6.6% |
80.6 |
1.8% |
78% |
False |
False |
41,856 |
20 |
4,693.0 |
4,183.0 |
510.0 |
11.6% |
83.7 |
1.9% |
45% |
False |
False |
41,337 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.3% |
58.4 |
1.3% |
27% |
False |
False |
32,190 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.3% |
50.9 |
1.2% |
27% |
False |
False |
28,800 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.3% |
45.4 |
1.0% |
27% |
False |
False |
21,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.5 |
2.618 |
4,537.0 |
1.618 |
4,495.0 |
1.000 |
4,469.0 |
0.618 |
4,453.0 |
HIGH |
4,427.0 |
0.618 |
4,411.0 |
0.500 |
4,406.0 |
0.382 |
4,401.0 |
LOW |
4,385.0 |
0.618 |
4,359.0 |
1.000 |
4,343.0 |
1.618 |
4,317.0 |
2.618 |
4,275.0 |
4.250 |
4,206.5 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,408.7 |
4,429.5 |
PP |
4,407.3 |
4,423.0 |
S1 |
4,406.0 |
4,416.5 |
|