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 |
4,419.0 |
4,380.0 |
-39.0 |
-0.9% |
4,325.0 |
High |
4,427.0 |
4,432.0 |
5.0 |
0.1% |
4,474.0 |
Low |
4,385.0 |
4,371.0 |
-14.0 |
-0.3% |
4,263.0 |
Close |
4,410.0 |
4,384.0 |
-26.0 |
-0.6% |
4,467.0 |
Range |
42.0 |
61.0 |
19.0 |
45.2% |
211.0 |
ATR |
89.5 |
87.5 |
-2.0 |
-2.3% |
0.0 |
Volume |
33,025 |
39,908 |
6,883 |
20.8% |
211,869 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,578.7 |
4,542.3 |
4,417.6 |
|
R3 |
4,517.7 |
4,481.3 |
4,400.8 |
|
R2 |
4,456.7 |
4,456.7 |
4,395.2 |
|
R1 |
4,420.3 |
4,420.3 |
4,389.6 |
4,438.5 |
PP |
4,395.7 |
4,395.7 |
4,395.7 |
4,404.8 |
S1 |
4,359.3 |
4,359.3 |
4,378.4 |
4,377.5 |
S2 |
4,334.7 |
4,334.7 |
4,372.8 |
|
S3 |
4,273.7 |
4,298.3 |
4,367.2 |
|
S4 |
4,212.7 |
4,237.3 |
4,350.5 |
|
|
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% |
57.4 |
1.3% |
51% |
False |
False |
35,509 |
10 |
4,474.0 |
4,183.0 |
291.0 |
6.6% |
80.8 |
1.8% |
69% |
False |
False |
41,474 |
20 |
4,673.0 |
4,183.0 |
490.0 |
11.2% |
84.0 |
1.9% |
41% |
False |
False |
41,585 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
59.2 |
1.4% |
24% |
False |
False |
32,655 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
51.7 |
1.2% |
24% |
False |
False |
29,457 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
45.9 |
1.0% |
24% |
False |
False |
22,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,691.3 |
2.618 |
4,591.7 |
1.618 |
4,530.7 |
1.000 |
4,493.0 |
0.618 |
4,469.7 |
HIGH |
4,432.0 |
0.618 |
4,408.7 |
0.500 |
4,401.5 |
0.382 |
4,394.3 |
LOW |
4,371.0 |
0.618 |
4,333.3 |
1.000 |
4,310.0 |
1.618 |
4,272.3 |
2.618 |
4,211.3 |
4.250 |
4,111.8 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,401.5 |
4,415.0 |
PP |
4,395.7 |
4,404.7 |
S1 |
4,389.8 |
4,394.3 |
|