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 |
4,380.0 |
4,465.0 |
85.0 |
1.9% |
4,325.0 |
High |
4,432.0 |
4,496.0 |
64.0 |
1.4% |
4,474.0 |
Low |
4,371.0 |
4,440.0 |
69.0 |
1.6% |
4,263.0 |
Close |
4,384.0 |
4,487.0 |
103.0 |
2.3% |
4,467.0 |
Range |
61.0 |
56.0 |
-5.0 |
-8.2% |
211.0 |
ATR |
87.5 |
89.2 |
1.8 |
2.0% |
0.0 |
Volume |
39,908 |
29,931 |
-9,977 |
-25.0% |
211,869 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.3 |
4,620.7 |
4,517.8 |
|
R3 |
4,586.3 |
4,564.7 |
4,502.4 |
|
R2 |
4,530.3 |
4,530.3 |
4,497.3 |
|
R1 |
4,508.7 |
4,508.7 |
4,492.1 |
4,519.5 |
PP |
4,474.3 |
4,474.3 |
4,474.3 |
4,479.8 |
S1 |
4,452.7 |
4,452.7 |
4,481.9 |
4,463.5 |
S2 |
4,418.3 |
4,418.3 |
4,476.7 |
|
S3 |
4,362.3 |
4,396.7 |
4,471.6 |
|
S4 |
4,306.3 |
4,340.7 |
4,456.2 |
|
|
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 |
4,496.0 |
4,371.0 |
125.0 |
2.8% |
48.4 |
1.1% |
93% |
True |
False |
33,155 |
10 |
4,496.0 |
4,183.0 |
313.0 |
7.0% |
76.1 |
1.7% |
97% |
True |
False |
39,710 |
20 |
4,673.0 |
4,183.0 |
490.0 |
10.9% |
83.1 |
1.9% |
62% |
False |
False |
41,115 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.0% |
60.2 |
1.3% |
36% |
False |
False |
32,946 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.0% |
51.9 |
1.2% |
36% |
False |
False |
29,939 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.0% |
46.2 |
1.0% |
36% |
False |
False |
22,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,734.0 |
2.618 |
4,642.6 |
1.618 |
4,586.6 |
1.000 |
4,552.0 |
0.618 |
4,530.6 |
HIGH |
4,496.0 |
0.618 |
4,474.6 |
0.500 |
4,468.0 |
0.382 |
4,461.4 |
LOW |
4,440.0 |
0.618 |
4,405.4 |
1.000 |
4,384.0 |
1.618 |
4,349.4 |
2.618 |
4,293.4 |
4.250 |
4,202.0 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,480.7 |
4,469.2 |
PP |
4,474.3 |
4,451.3 |
S1 |
4,468.0 |
4,433.5 |
|