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 |
10,126 |
10,019 |
-107 |
-1.1% |
10,168 |
High |
10,211 |
10,246 |
35 |
0.3% |
10,277 |
Low |
9,972 |
10,001 |
29 |
0.3% |
9,757 |
Close |
10,019 |
10,232 |
213 |
2.1% |
10,126 |
Range |
239 |
245 |
6 |
2.5% |
520 |
ATR |
251 |
251 |
0 |
-0.2% |
0 |
Volume |
147,205 |
163,785 |
16,580 |
11.3% |
906,853 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,895 |
10,808 |
10,367 |
|
R3 |
10,650 |
10,563 |
10,300 |
|
R2 |
10,405 |
10,405 |
10,277 |
|
R1 |
10,318 |
10,318 |
10,255 |
10,362 |
PP |
10,160 |
10,160 |
10,160 |
10,181 |
S1 |
10,073 |
10,073 |
10,210 |
10,117 |
S2 |
9,915 |
9,915 |
10,187 |
|
S3 |
9,670 |
9,828 |
10,165 |
|
S4 |
9,425 |
9,583 |
10,097 |
|
|
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 |
9,828 |
449 |
4.4% |
269 |
2.6% |
90% |
False |
False |
167,105 |
10 |
10,507 |
9,757 |
750 |
7.3% |
270 |
2.6% |
63% |
False |
False |
192,462 |
20 |
10,917 |
9,757 |
1,160 |
11.3% |
300 |
2.9% |
41% |
False |
False |
203,104 |
40 |
11,206 |
9,757 |
1,449 |
14.2% |
216 |
2.1% |
33% |
False |
False |
166,767 |
60 |
11,206 |
9,757 |
1,449 |
14.2% |
173 |
1.7% |
33% |
False |
False |
139,620 |
80 |
11,206 |
9,757 |
1,449 |
14.2% |
162 |
1.6% |
33% |
False |
False |
104,818 |
100 |
11,206 |
9,731 |
1,475 |
14.4% |
161 |
1.6% |
34% |
False |
False |
83,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,287 |
2.618 |
10,888 |
1.618 |
10,643 |
1.000 |
10,491 |
0.618 |
10,398 |
HIGH |
10,246 |
0.618 |
10,153 |
0.500 |
10,124 |
0.382 |
10,095 |
LOW |
10,001 |
0.618 |
9,850 |
1.000 |
9,756 |
1.618 |
9,605 |
2.618 |
9,360 |
4.250 |
8,960 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,196 |
10,196 |
PP |
10,160 |
10,160 |
S1 |
10,124 |
10,125 |
|