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 |
19,555 |
19,577 |
22 |
0.1% |
19,341 |
High |
19,771 |
19,686 |
-85 |
-0.4% |
19,892 |
Low |
19,430 |
19,345 |
-85 |
-0.4% |
18,899 |
Close |
19,451 |
19,484 |
33 |
0.2% |
19,716 |
Range |
341 |
341 |
0 |
0.0% |
993 |
ATR |
408 |
403 |
-5 |
-1.2% |
0 |
Volume |
87,611 |
89,722 |
2,111 |
2.4% |
219,295 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,528 |
20,347 |
19,672 |
|
R3 |
20,187 |
20,006 |
19,578 |
|
R2 |
19,846 |
19,846 |
19,547 |
|
R1 |
19,665 |
19,665 |
19,515 |
19,585 |
PP |
19,505 |
19,505 |
19,505 |
19,465 |
S1 |
19,324 |
19,324 |
19,453 |
19,244 |
S2 |
19,164 |
19,164 |
19,421 |
|
S3 |
18,823 |
18,983 |
19,390 |
|
S4 |
18,482 |
18,642 |
19,296 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,481 |
22,092 |
20,262 |
|
R3 |
21,488 |
21,099 |
19,989 |
|
R2 |
20,495 |
20,495 |
19,898 |
|
R1 |
20,106 |
20,106 |
19,807 |
20,301 |
PP |
19,502 |
19,502 |
19,502 |
19,600 |
S1 |
19,113 |
19,113 |
19,625 |
19,308 |
S2 |
18,509 |
18,509 |
19,534 |
|
S3 |
17,516 |
18,120 |
19,443 |
|
S4 |
16,523 |
17,127 |
19,170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,892 |
18,928 |
964 |
4.9% |
345 |
1.8% |
58% |
False |
False |
72,557 |
10 |
19,892 |
18,899 |
993 |
5.1% |
365 |
1.9% |
59% |
False |
False |
40,743 |
20 |
20,735 |
18,899 |
1,836 |
9.4% |
358 |
1.8% |
32% |
False |
False |
21,256 |
40 |
22,500 |
18,899 |
3,601 |
18.5% |
304 |
1.6% |
16% |
False |
False |
10,911 |
60 |
22,500 |
18,899 |
3,601 |
18.5% |
285 |
1.5% |
16% |
False |
False |
7,445 |
80 |
22,500 |
18,899 |
3,601 |
18.5% |
284 |
1.5% |
16% |
False |
False |
5,638 |
100 |
22,500 |
18,899 |
3,601 |
18.5% |
287 |
1.5% |
16% |
False |
False |
4,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,135 |
2.618 |
20,579 |
1.618 |
20,238 |
1.000 |
20,027 |
0.618 |
19,897 |
HIGH |
19,686 |
0.618 |
19,556 |
0.500 |
19,516 |
0.382 |
19,475 |
LOW |
19,345 |
0.618 |
19,134 |
1.000 |
19,004 |
1.618 |
18,793 |
2.618 |
18,452 |
4.250 |
17,896 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,516 |
19,619 |
PP |
19,505 |
19,574 |
S1 |
19,495 |
19,529 |
|