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 |
1,088.00 |
1,064.00 |
-24.00 |
-2.2% |
1,080.25 |
High |
1,091.50 |
1,094.00 |
2.50 |
0.2% |
1,102.75 |
Low |
1,064.25 |
1,062.50 |
-1.75 |
-0.2% |
1,032.75 |
Close |
1,065.25 |
1,092.50 |
27.25 |
2.6% |
1,084.25 |
Range |
27.25 |
31.50 |
4.25 |
15.6% |
70.00 |
ATR |
30.41 |
30.49 |
0.08 |
0.3% |
0.00 |
Volume |
21,138 |
18,177 |
-2,961 |
-14.0% |
107,910 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.50 |
1,166.50 |
1,109.75 |
|
R3 |
1,146.00 |
1,135.00 |
1,101.25 |
|
R2 |
1,114.50 |
1,114.50 |
1,098.25 |
|
R1 |
1,103.50 |
1,103.50 |
1,095.50 |
1,109.00 |
PP |
1,083.00 |
1,083.00 |
1,083.00 |
1,085.75 |
S1 |
1,072.00 |
1,072.00 |
1,089.50 |
1,077.50 |
S2 |
1,051.50 |
1,051.50 |
1,086.75 |
|
S3 |
1,020.00 |
1,040.50 |
1,083.75 |
|
S4 |
988.50 |
1,009.00 |
1,075.25 |
|
|
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 |
1,045.00 |
57.75 |
5.3% |
33.00 |
3.0% |
82% |
False |
False |
26,332 |
10 |
1,118.50 |
1,032.75 |
85.75 |
7.8% |
33.00 |
3.0% |
70% |
False |
False |
16,565 |
20 |
1,170.25 |
1,032.75 |
137.50 |
12.6% |
36.00 |
3.3% |
43% |
False |
False |
11,760 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.4% |
26.00 |
2.4% |
33% |
False |
False |
6,882 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.4% |
21.00 |
1.9% |
33% |
False |
False |
4,834 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.4% |
18.75 |
1.7% |
33% |
False |
False |
3,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.00 |
2.618 |
1,176.50 |
1.618 |
1,145.00 |
1.000 |
1,125.50 |
0.618 |
1,113.50 |
HIGH |
1,094.00 |
0.618 |
1,082.00 |
0.500 |
1,078.25 |
0.382 |
1,074.50 |
LOW |
1,062.50 |
0.618 |
1,043.00 |
1.000 |
1,031.00 |
1.618 |
1,011.50 |
2.618 |
980.00 |
4.250 |
928.50 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,087.75 |
1,089.25 |
PP |
1,083.00 |
1,086.00 |
S1 |
1,078.25 |
1,082.50 |
|