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 |
9,665 |
9,610 |
-55 |
-0.6% |
9,830 |
High |
9,825 |
9,835 |
10 |
0.1% |
9,870 |
Low |
9,560 |
9,575 |
15 |
0.2% |
9,290 |
Close |
9,630 |
9,815 |
185 |
1.9% |
9,650 |
Range |
265 |
260 |
-5 |
-1.9% |
580 |
ATR |
298 |
295 |
-3 |
-0.9% |
0 |
Volume |
15,803 |
11,415 |
-4,388 |
-27.8% |
83,086 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,522 |
10,428 |
9,958 |
|
R3 |
10,262 |
10,168 |
9,887 |
|
R2 |
10,002 |
10,002 |
9,863 |
|
R1 |
9,908 |
9,908 |
9,839 |
9,955 |
PP |
9,742 |
9,742 |
9,742 |
9,765 |
S1 |
9,648 |
9,648 |
9,791 |
9,695 |
S2 |
9,482 |
9,482 |
9,767 |
|
S3 |
9,222 |
9,388 |
9,744 |
|
S4 |
8,962 |
9,128 |
9,672 |
|
|
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 |
9,420 |
450 |
4.6% |
279 |
2.8% |
88% |
False |
False |
15,407 |
10 |
10,195 |
9,290 |
905 |
9.2% |
300 |
3.1% |
58% |
False |
False |
16,901 |
20 |
10,805 |
9,290 |
1,515 |
15.4% |
349 |
3.6% |
35% |
False |
False |
19,425 |
40 |
11,390 |
9,290 |
2,100 |
21.4% |
268 |
2.7% |
25% |
False |
False |
15,466 |
60 |
11,450 |
9,290 |
2,160 |
22.0% |
219 |
2.2% |
24% |
False |
False |
13,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,940 |
2.618 |
10,516 |
1.618 |
10,256 |
1.000 |
10,095 |
0.618 |
9,996 |
HIGH |
9,835 |
0.618 |
9,736 |
0.500 |
9,705 |
0.382 |
9,674 |
LOW |
9,575 |
0.618 |
9,414 |
1.000 |
9,315 |
1.618 |
9,154 |
2.618 |
8,894 |
4.250 |
8,470 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,778 |
9,782 |
PP |
9,742 |
9,748 |
S1 |
9,705 |
9,715 |
|