Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
19,799 |
19,770 |
-29 |
-0.1% |
19,555 |
High |
19,894 |
19,823 |
-71 |
-0.4% |
19,894 |
Low |
19,715 |
19,639 |
-76 |
-0.4% |
19,345 |
Close |
19,799 |
19,814 |
15 |
0.1% |
19,814 |
Range |
179 |
184 |
5 |
2.8% |
549 |
ATR |
404 |
388 |
-16 |
-3.9% |
0 |
Volume |
69,155 |
56,299 |
-12,856 |
-18.6% |
302,787 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,311 |
20,246 |
19,915 |
|
R3 |
20,127 |
20,062 |
19,865 |
|
R2 |
19,943 |
19,943 |
19,848 |
|
R1 |
19,878 |
19,878 |
19,831 |
19,911 |
PP |
19,759 |
19,759 |
19,759 |
19,775 |
S1 |
19,694 |
19,694 |
19,797 |
19,727 |
S2 |
19,575 |
19,575 |
19,780 |
|
S3 |
19,391 |
19,510 |
19,763 |
|
S4 |
19,207 |
19,326 |
19,713 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,331 |
21,122 |
20,116 |
|
R3 |
20,782 |
20,573 |
19,965 |
|
R2 |
20,233 |
20,233 |
19,915 |
|
R1 |
20,024 |
20,024 |
19,864 |
20,129 |
PP |
19,684 |
19,684 |
19,684 |
19,737 |
S1 |
19,475 |
19,475 |
19,764 |
19,580 |
S2 |
19,135 |
19,135 |
19,713 |
|
S3 |
18,586 |
18,926 |
19,663 |
|
S4 |
18,037 |
18,377 |
19,512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,894 |
19,345 |
549 |
2.8% |
257 |
1.3% |
85% |
False |
False |
77,352 |
10 |
19,894 |
18,899 |
995 |
5.0% |
333 |
1.7% |
92% |
False |
False |
52,601 |
20 |
20,347 |
18,899 |
1,448 |
7.3% |
352 |
1.8% |
63% |
False |
False |
27,427 |
40 |
22,500 |
18,899 |
3,601 |
18.2% |
302 |
1.5% |
25% |
False |
False |
14,030 |
60 |
22,500 |
18,899 |
3,601 |
18.2% |
281 |
1.4% |
25% |
False |
False |
9,522 |
80 |
22,500 |
18,899 |
3,601 |
18.2% |
280 |
1.4% |
25% |
False |
False |
7,203 |
100 |
22,500 |
18,899 |
3,601 |
18.2% |
287 |
1.4% |
25% |
False |
False |
5,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,605 |
2.618 |
20,305 |
1.618 |
20,121 |
1.000 |
20,007 |
0.618 |
19,937 |
HIGH |
19,823 |
0.618 |
19,753 |
0.500 |
19,731 |
0.382 |
19,709 |
LOW |
19,639 |
0.618 |
19,525 |
1.000 |
19,455 |
1.618 |
19,341 |
2.618 |
19,157 |
4.250 |
18,857 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,786 |
19,749 |
PP |
19,759 |
19,684 |
S1 |
19,731 |
19,620 |
|