Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,234 |
10,126 |
-108 |
-1.1% |
10,168 |
High |
10,277 |
10,211 |
-66 |
-0.6% |
10,277 |
Low |
10,083 |
9,972 |
-111 |
-1.1% |
9,757 |
Close |
10,126 |
10,019 |
-107 |
-1.1% |
10,126 |
Range |
194 |
239 |
45 |
23.2% |
520 |
ATR |
252 |
251 |
-1 |
-0.4% |
0 |
Volume |
156,254 |
147,205 |
-9,049 |
-5.8% |
906,853 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,784 |
10,641 |
10,151 |
|
R3 |
10,545 |
10,402 |
10,085 |
|
R2 |
10,306 |
10,306 |
10,063 |
|
R1 |
10,163 |
10,163 |
10,041 |
10,115 |
PP |
10,067 |
10,067 |
10,067 |
10,044 |
S1 |
9,924 |
9,924 |
9,997 |
9,876 |
S2 |
9,828 |
9,828 |
9,975 |
|
S3 |
9,589 |
9,685 |
9,953 |
|
S4 |
9,350 |
9,446 |
9,888 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,613 |
11,390 |
10,412 |
|
R3 |
11,093 |
10,870 |
10,269 |
|
R2 |
10,573 |
10,573 |
10,221 |
|
R1 |
10,350 |
10,350 |
10,174 |
10,202 |
PP |
10,053 |
10,053 |
10,053 |
9,979 |
S1 |
9,830 |
9,830 |
10,078 |
9,682 |
S2 |
9,533 |
9,533 |
10,031 |
|
S3 |
9,013 |
9,310 |
9,983 |
|
S4 |
8,493 |
8,790 |
9,840 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,277 |
9,757 |
520 |
5.2% |
277 |
2.8% |
50% |
False |
False |
162,852 |
10 |
10,698 |
9,757 |
941 |
9.4% |
269 |
2.7% |
28% |
False |
False |
195,924 |
20 |
11,115 |
9,757 |
1,358 |
13.6% |
302 |
3.0% |
19% |
False |
False |
200,687 |
40 |
11,206 |
9,757 |
1,449 |
14.5% |
211 |
2.1% |
18% |
False |
False |
164,320 |
60 |
11,206 |
9,757 |
1,449 |
14.5% |
171 |
1.7% |
18% |
False |
False |
136,912 |
80 |
11,206 |
9,731 |
1,475 |
14.7% |
161 |
1.6% |
20% |
False |
False |
102,772 |
100 |
11,206 |
9,731 |
1,475 |
14.7% |
159 |
1.6% |
20% |
False |
False |
82,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,227 |
2.618 |
10,837 |
1.618 |
10,598 |
1.000 |
10,450 |
0.618 |
10,359 |
HIGH |
10,211 |
0.618 |
10,120 |
0.500 |
10,092 |
0.382 |
10,063 |
LOW |
9,972 |
0.618 |
9,824 |
1.000 |
9,733 |
1.618 |
9,585 |
2.618 |
9,346 |
4.250 |
8,956 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,092 |
10,053 |
PP |
10,067 |
10,041 |
S1 |
10,043 |
10,030 |
|