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 |
9,610 |
9,815 |
205 |
2.1% |
9,830 |
High |
9,835 |
10,000 |
165 |
1.7% |
9,870 |
Low |
9,575 |
9,795 |
220 |
2.3% |
9,290 |
Close |
9,815 |
9,920 |
105 |
1.1% |
9,650 |
Range |
260 |
205 |
-55 |
-21.2% |
580 |
ATR |
295 |
289 |
-6 |
-2.2% |
0 |
Volume |
11,415 |
11,154 |
-261 |
-2.3% |
83,086 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,520 |
10,425 |
10,033 |
|
R3 |
10,315 |
10,220 |
9,977 |
|
R2 |
10,110 |
10,110 |
9,958 |
|
R1 |
10,015 |
10,015 |
9,939 |
10,063 |
PP |
9,905 |
9,905 |
9,905 |
9,929 |
S1 |
9,810 |
9,810 |
9,901 |
9,858 |
S2 |
9,700 |
9,700 |
9,883 |
|
S3 |
9,495 |
9,605 |
9,864 |
|
S4 |
9,290 |
9,400 |
9,807 |
|
|
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 |
10,000 |
9,420 |
580 |
5.8% |
277 |
2.8% |
86% |
True |
False |
13,586 |
10 |
10,170 |
9,290 |
880 |
8.9% |
299 |
3.0% |
72% |
False |
False |
16,537 |
20 |
10,805 |
9,290 |
1,515 |
15.3% |
350 |
3.5% |
42% |
False |
False |
18,870 |
40 |
11,390 |
9,290 |
2,100 |
21.2% |
271 |
2.7% |
30% |
False |
False |
15,554 |
60 |
11,450 |
9,290 |
2,160 |
21.8% |
220 |
2.2% |
29% |
False |
False |
13,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,871 |
2.618 |
10,537 |
1.618 |
10,332 |
1.000 |
10,205 |
0.618 |
10,127 |
HIGH |
10,000 |
0.618 |
9,922 |
0.500 |
9,898 |
0.382 |
9,873 |
LOW |
9,795 |
0.618 |
9,668 |
1.000 |
9,590 |
1.618 |
9,463 |
2.618 |
9,258 |
4.250 |
8,924 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,913 |
9,873 |
PP |
9,905 |
9,827 |
S1 |
9,898 |
9,780 |
|