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 |
1,227.7 |
1,225.2 |
-2.5 |
-0.2% |
1,178.9 |
High |
1,228.9 |
1,226.5 |
-2.4 |
-0.2% |
1,220.6 |
Low |
1,215.0 |
1,202.4 |
-12.6 |
-1.0% |
1,178.6 |
Close |
1,222.6 |
1,210.0 |
-12.6 |
-1.0% |
1,215.0 |
Range |
13.9 |
24.1 |
10.2 |
73.4% |
42.0 |
ATR |
20.3 |
20.6 |
0.3 |
1.3% |
0.0 |
Volume |
107,409 |
90,250 |
-17,159 |
-16.0% |
510,353 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,271.7 |
1,223.3 |
|
R3 |
1,261.2 |
1,247.6 |
1,216.6 |
|
R2 |
1,237.1 |
1,237.1 |
1,214.4 |
|
R1 |
1,223.5 |
1,223.5 |
1,212.2 |
1,218.3 |
PP |
1,213.0 |
1,213.0 |
1,213.0 |
1,210.3 |
S1 |
1,199.4 |
1,199.4 |
1,207.8 |
1,194.2 |
S2 |
1,188.9 |
1,188.9 |
1,205.6 |
|
S3 |
1,164.8 |
1,175.3 |
1,203.4 |
|
S4 |
1,140.7 |
1,151.2 |
1,196.7 |
|
|
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 |
1,202.4 |
28.2 |
2.3% |
16.7 |
1.4% |
27% |
False |
True |
117,518 |
10 |
1,230.6 |
1,168.0 |
62.6 |
5.2% |
18.4 |
1.5% |
67% |
False |
False |
86,651 |
20 |
1,251.4 |
1,168.0 |
83.4 |
6.9% |
23.1 |
1.9% |
50% |
False |
False |
54,041 |
40 |
1,251.4 |
1,125.9 |
125.5 |
10.4% |
19.1 |
1.6% |
67% |
False |
False |
28,554 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.5% |
17.8 |
1.5% |
75% |
False |
False |
19,587 |
80 |
1,251.4 |
1,066.0 |
185.4 |
15.3% |
17.9 |
1.5% |
78% |
False |
False |
15,133 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.8 |
1.5% |
79% |
False |
False |
12,306 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.0 |
1.4% |
79% |
False |
False |
10,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.9 |
2.618 |
1,289.6 |
1.618 |
1,265.5 |
1.000 |
1,250.6 |
0.618 |
1,241.4 |
HIGH |
1,226.5 |
0.618 |
1,217.3 |
0.500 |
1,214.5 |
0.382 |
1,211.6 |
LOW |
1,202.4 |
0.618 |
1,187.5 |
1.000 |
1,178.3 |
1.618 |
1,163.4 |
2.618 |
1,139.3 |
4.250 |
1,100.0 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,214.5 |
1,216.5 |
PP |
1,213.0 |
1,214.3 |
S1 |
1,211.5 |
1,212.2 |
|