Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,800 |
9,665 |
-135 |
-1.4% |
9,830 |
High |
9,870 |
9,825 |
-45 |
-0.5% |
9,870 |
Low |
9,630 |
9,560 |
-70 |
-0.7% |
9,290 |
Close |
9,650 |
9,630 |
-20 |
-0.2% |
9,650 |
Range |
240 |
265 |
25 |
10.4% |
580 |
ATR |
300 |
298 |
-3 |
-0.8% |
0 |
Volume |
14,656 |
15,803 |
1,147 |
7.8% |
83,086 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,467 |
10,313 |
9,776 |
|
R3 |
10,202 |
10,048 |
9,703 |
|
R2 |
9,937 |
9,937 |
9,679 |
|
R1 |
9,783 |
9,783 |
9,654 |
9,728 |
PP |
9,672 |
9,672 |
9,672 |
9,644 |
S1 |
9,518 |
9,518 |
9,606 |
9,463 |
S2 |
9,407 |
9,407 |
9,582 |
|
S3 |
9,142 |
9,253 |
9,557 |
|
S4 |
8,877 |
8,988 |
9,484 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,343 |
11,077 |
9,969 |
|
R3 |
10,763 |
10,497 |
9,810 |
|
R2 |
10,183 |
10,183 |
9,756 |
|
R1 |
9,917 |
9,917 |
9,703 |
9,760 |
PP |
9,603 |
9,603 |
9,603 |
9,525 |
S1 |
9,337 |
9,337 |
9,597 |
9,180 |
S2 |
9,023 |
9,023 |
9,544 |
|
S3 |
8,443 |
8,757 |
9,491 |
|
S4 |
7,863 |
8,177 |
9,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,870 |
9,290 |
580 |
6.0% |
306 |
3.2% |
59% |
False |
False |
15,466 |
10 |
10,395 |
9,290 |
1,105 |
11.5% |
299 |
3.1% |
31% |
False |
False |
17,092 |
20 |
11,125 |
9,290 |
1,835 |
19.1% |
358 |
3.7% |
19% |
False |
False |
19,267 |
40 |
11,450 |
9,290 |
2,160 |
22.4% |
266 |
2.8% |
16% |
False |
False |
15,254 |
60 |
11,450 |
9,290 |
2,160 |
22.4% |
216 |
2.2% |
16% |
False |
False |
13,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,951 |
2.618 |
10,519 |
1.618 |
10,254 |
1.000 |
10,090 |
0.618 |
9,989 |
HIGH |
9,825 |
0.618 |
9,724 |
0.500 |
9,693 |
0.382 |
9,661 |
LOW |
9,560 |
0.618 |
9,396 |
1.000 |
9,295 |
1.618 |
9,131 |
2.618 |
8,866 |
4.250 |
8,434 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,693 |
9,645 |
PP |
9,672 |
9,640 |
S1 |
9,651 |
9,635 |
|