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 |
1,213.4 |
1,216.7 |
3.3 |
0.3% |
1,178.9 |
High |
1,217.3 |
1,230.6 |
13.3 |
1.1% |
1,220.6 |
Low |
1,203.8 |
1,211.6 |
7.8 |
0.6% |
1,178.6 |
Close |
1,215.0 |
1,226.9 |
11.9 |
1.0% |
1,215.0 |
Range |
13.5 |
19.0 |
5.5 |
40.7% |
42.0 |
ATR |
20.9 |
20.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
138,265 |
96,000 |
-42,265 |
-30.6% |
510,353 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.0 |
1,272.5 |
1,237.4 |
|
R3 |
1,261.0 |
1,253.5 |
1,232.1 |
|
R2 |
1,242.0 |
1,242.0 |
1,230.4 |
|
R1 |
1,234.5 |
1,234.5 |
1,228.6 |
1,238.3 |
PP |
1,223.0 |
1,223.0 |
1,223.0 |
1,224.9 |
S1 |
1,215.5 |
1,215.5 |
1,225.2 |
1,219.3 |
S2 |
1,204.0 |
1,204.0 |
1,223.4 |
|
S3 |
1,185.0 |
1,196.5 |
1,221.7 |
|
S4 |
1,166.0 |
1,177.5 |
1,216.5 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.7 |
1,314.9 |
1,238.1 |
|
R3 |
1,288.7 |
1,272.9 |
1,226.6 |
|
R2 |
1,246.7 |
1,246.7 |
1,222.7 |
|
R1 |
1,230.9 |
1,230.9 |
1,218.9 |
1,238.8 |
PP |
1,204.7 |
1,204.7 |
1,204.7 |
1,208.7 |
S1 |
1,188.9 |
1,188.9 |
1,211.2 |
1,196.8 |
S2 |
1,162.7 |
1,162.7 |
1,207.3 |
|
S3 |
1,120.7 |
1,146.9 |
1,203.5 |
|
S4 |
1,078.7 |
1,104.9 |
1,191.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,230.6 |
1,186.9 |
43.7 |
3.6% |
16.2 |
1.3% |
92% |
True |
False |
115,568 |
10 |
1,231.1 |
1,168.0 |
63.1 |
5.1% |
21.0 |
1.7% |
93% |
False |
False |
70,901 |
20 |
1,251.4 |
1,157.6 |
93.8 |
7.6% |
23.5 |
1.9% |
74% |
False |
False |
44,612 |
40 |
1,251.4 |
1,125.9 |
125.5 |
10.2% |
19.1 |
1.6% |
80% |
False |
False |
23,698 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.3% |
17.7 |
1.4% |
85% |
False |
False |
16,395 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.7 |
1.4% |
88% |
False |
False |
12,701 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.6 |
1.4% |
88% |
False |
False |
10,348 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.1 |
1.4% |
88% |
False |
False |
8,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.4 |
2.618 |
1,280.3 |
1.618 |
1,261.3 |
1.000 |
1,249.6 |
0.618 |
1,242.3 |
HIGH |
1,230.6 |
0.618 |
1,223.3 |
0.500 |
1,221.1 |
0.382 |
1,218.9 |
LOW |
1,211.6 |
0.618 |
1,199.9 |
1.000 |
1,192.6 |
1.618 |
1,180.9 |
2.618 |
1,161.9 |
4.250 |
1,130.9 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,225.0 |
1,223.7 |
PP |
1,223.0 |
1,220.4 |
S1 |
1,221.1 |
1,217.2 |
|