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 |
1,095.50 |
1,088.00 |
-7.50 |
-0.7% |
1,080.25 |
High |
1,102.75 |
1,091.50 |
-11.25 |
-1.0% |
1,102.75 |
Low |
1,079.25 |
1,064.25 |
-15.00 |
-1.4% |
1,032.75 |
Close |
1,084.25 |
1,065.25 |
-19.00 |
-1.8% |
1,084.25 |
Range |
23.50 |
27.25 |
3.75 |
16.0% |
70.00 |
ATR |
30.65 |
30.41 |
-0.24 |
-0.8% |
0.00 |
Volume |
37,691 |
21,138 |
-16,553 |
-43.9% |
107,910 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.50 |
1,137.50 |
1,080.25 |
|
R3 |
1,128.25 |
1,110.25 |
1,072.75 |
|
R2 |
1,101.00 |
1,101.00 |
1,070.25 |
|
R1 |
1,083.00 |
1,083.00 |
1,067.75 |
1,078.50 |
PP |
1,073.75 |
1,073.75 |
1,073.75 |
1,071.25 |
S1 |
1,055.75 |
1,055.75 |
1,062.75 |
1,051.00 |
S2 |
1,046.50 |
1,046.50 |
1,060.25 |
|
S3 |
1,019.25 |
1,028.50 |
1,057.75 |
|
S4 |
992.00 |
1,001.25 |
1,050.25 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.25 |
1,253.75 |
1,122.75 |
|
R3 |
1,213.25 |
1,183.75 |
1,103.50 |
|
R2 |
1,143.25 |
1,143.25 |
1,097.00 |
|
R1 |
1,113.75 |
1,113.75 |
1,090.75 |
1,128.50 |
PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,080.50 |
S1 |
1,043.75 |
1,043.75 |
1,077.75 |
1,058.50 |
S2 |
1,003.25 |
1,003.25 |
1,071.50 |
|
S3 |
933.25 |
973.75 |
1,065.00 |
|
S4 |
863.25 |
903.75 |
1,045.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,102.75 |
1,032.75 |
70.00 |
6.6% |
34.25 |
3.2% |
46% |
False |
False |
24,155 |
10 |
1,142.75 |
1,032.75 |
110.00 |
10.3% |
33.00 |
3.1% |
30% |
False |
False |
15,847 |
20 |
1,194.75 |
1,032.75 |
162.00 |
15.2% |
36.25 |
3.4% |
20% |
False |
False |
10,913 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
25.50 |
2.4% |
18% |
False |
False |
6,475 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
20.50 |
1.9% |
18% |
False |
False |
4,531 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.8% |
18.50 |
1.7% |
18% |
False |
False |
3,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.25 |
2.618 |
1,162.75 |
1.618 |
1,135.50 |
1.000 |
1,118.75 |
0.618 |
1,108.25 |
HIGH |
1,091.50 |
0.618 |
1,081.00 |
0.500 |
1,078.00 |
0.382 |
1,074.75 |
LOW |
1,064.25 |
0.618 |
1,047.50 |
1.000 |
1,037.00 |
1.618 |
1,020.25 |
2.618 |
993.00 |
4.250 |
948.50 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,078.00 |
1,074.00 |
PP |
1,073.75 |
1,071.00 |
S1 |
1,069.50 |
1,068.00 |
|