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 |
19,577 |
19,799 |
222 |
1.1% |
19,341 |
High |
19,686 |
19,894 |
208 |
1.1% |
19,892 |
Low |
19,345 |
19,715 |
370 |
1.9% |
18,899 |
Close |
19,484 |
19,799 |
315 |
1.6% |
19,716 |
Range |
341 |
179 |
-162 |
-47.5% |
993 |
ATR |
403 |
404 |
0 |
0.1% |
0 |
Volume |
89,722 |
69,155 |
-20,567 |
-22.9% |
219,295 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,340 |
20,248 |
19,897 |
|
R3 |
20,161 |
20,069 |
19,848 |
|
R2 |
19,982 |
19,982 |
19,832 |
|
R1 |
19,890 |
19,890 |
19,815 |
19,889 |
PP |
19,803 |
19,803 |
19,803 |
19,802 |
S1 |
19,711 |
19,711 |
19,783 |
19,710 |
S2 |
19,624 |
19,624 |
19,766 |
|
S3 |
19,445 |
19,532 |
19,750 |
|
S4 |
19,266 |
19,353 |
19,701 |
|
|
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 |
19,894 |
18,928 |
966 |
4.9% |
337 |
1.7% |
90% |
True |
False |
77,788 |
10 |
19,894 |
18,899 |
995 |
5.0% |
350 |
1.8% |
90% |
True |
False |
47,444 |
20 |
20,347 |
18,899 |
1,448 |
7.3% |
353 |
1.8% |
62% |
False |
False |
24,666 |
40 |
22,500 |
18,899 |
3,601 |
18.2% |
302 |
1.5% |
25% |
False |
False |
12,631 |
60 |
22,500 |
18,899 |
3,601 |
18.2% |
285 |
1.4% |
25% |
False |
False |
8,588 |
80 |
22,500 |
18,899 |
3,601 |
18.2% |
282 |
1.4% |
25% |
False |
False |
6,501 |
100 |
22,500 |
18,899 |
3,601 |
18.2% |
286 |
1.4% |
25% |
False |
False |
5,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,655 |
2.618 |
20,363 |
1.618 |
20,184 |
1.000 |
20,073 |
0.618 |
20,005 |
HIGH |
19,894 |
0.618 |
19,826 |
0.500 |
19,805 |
0.382 |
19,783 |
LOW |
19,715 |
0.618 |
19,604 |
1.000 |
19,536 |
1.618 |
19,425 |
2.618 |
19,246 |
4.250 |
18,954 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,805 |
19,739 |
PP |
19,803 |
19,679 |
S1 |
19,801 |
19,620 |
|