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 |
10,019 |
10,229 |
210 |
2.1% |
10,168 |
High |
10,246 |
10,307 |
61 |
0.6% |
10,277 |
Low |
10,001 |
10,164 |
163 |
1.6% |
9,757 |
Close |
10,232 |
10,258 |
26 |
0.3% |
10,126 |
Range |
245 |
143 |
-102 |
-41.6% |
520 |
ATR |
251 |
243 |
-8 |
-3.1% |
0 |
Volume |
163,785 |
129,149 |
-34,636 |
-21.1% |
906,853 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,672 |
10,608 |
10,337 |
|
R3 |
10,529 |
10,465 |
10,297 |
|
R2 |
10,386 |
10,386 |
10,284 |
|
R1 |
10,322 |
10,322 |
10,271 |
10,354 |
PP |
10,243 |
10,243 |
10,243 |
10,259 |
S1 |
10,179 |
10,179 |
10,245 |
10,211 |
S2 |
10,100 |
10,100 |
10,232 |
|
S3 |
9,957 |
10,036 |
10,219 |
|
S4 |
9,814 |
9,893 |
10,179 |
|
|
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 |
10,307 |
9,828 |
479 |
4.7% |
249 |
2.4% |
90% |
True |
False |
152,969 |
10 |
10,456 |
9,757 |
699 |
6.8% |
264 |
2.6% |
72% |
False |
False |
185,270 |
20 |
10,917 |
9,757 |
1,160 |
11.3% |
300 |
2.9% |
43% |
False |
False |
199,088 |
40 |
11,206 |
9,757 |
1,449 |
14.1% |
216 |
2.1% |
35% |
False |
False |
168,044 |
60 |
11,206 |
9,757 |
1,449 |
14.1% |
173 |
1.7% |
35% |
False |
False |
141,751 |
80 |
11,206 |
9,757 |
1,449 |
14.1% |
162 |
1.6% |
35% |
False |
False |
106,430 |
100 |
11,206 |
9,731 |
1,475 |
14.4% |
161 |
1.6% |
36% |
False |
False |
85,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,915 |
2.618 |
10,681 |
1.618 |
10,538 |
1.000 |
10,450 |
0.618 |
10,395 |
HIGH |
10,307 |
0.618 |
10,252 |
0.500 |
10,236 |
0.382 |
10,219 |
LOW |
10,164 |
0.618 |
10,076 |
1.000 |
10,021 |
1.618 |
9,933 |
2.618 |
9,790 |
4.250 |
9,556 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,251 |
10,219 |
PP |
10,243 |
10,179 |
S1 |
10,236 |
10,140 |
|