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 |
1,064.00 |
1,093.75 |
29.75 |
2.8% |
1,080.25 |
High |
1,094.00 |
1,100.75 |
6.75 |
0.6% |
1,102.75 |
Low |
1,062.50 |
1,086.75 |
24.25 |
2.3% |
1,032.75 |
Close |
1,092.50 |
1,099.25 |
6.75 |
0.6% |
1,084.25 |
Range |
31.50 |
14.00 |
-17.50 |
-55.6% |
70.00 |
ATR |
30.49 |
29.31 |
-1.18 |
-3.9% |
0.00 |
Volume |
18,177 |
20,788 |
2,611 |
14.4% |
107,910 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.50 |
1,132.50 |
1,107.00 |
|
R3 |
1,123.50 |
1,118.50 |
1,103.00 |
|
R2 |
1,109.50 |
1,109.50 |
1,101.75 |
|
R1 |
1,104.50 |
1,104.50 |
1,100.50 |
1,107.00 |
PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,097.00 |
S1 |
1,090.50 |
1,090.50 |
1,098.00 |
1,093.00 |
S2 |
1,081.50 |
1,081.50 |
1,096.75 |
|
S3 |
1,067.50 |
1,076.50 |
1,095.50 |
|
S4 |
1,053.50 |
1,062.50 |
1,091.50 |
|
|
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% |
30.00 |
2.7% |
94% |
False |
False |
24,098 |
10 |
1,112.50 |
1,032.75 |
79.75 |
7.3% |
32.00 |
2.9% |
83% |
False |
False |
18,089 |
20 |
1,170.00 |
1,032.75 |
137.25 |
12.5% |
35.75 |
3.2% |
48% |
False |
False |
12,549 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.3% |
26.25 |
2.4% |
37% |
False |
False |
7,348 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.3% |
21.00 |
1.9% |
37% |
False |
False |
5,180 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.3% |
18.75 |
1.7% |
37% |
False |
False |
3,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.25 |
2.618 |
1,137.50 |
1.618 |
1,123.50 |
1.000 |
1,114.75 |
0.618 |
1,109.50 |
HIGH |
1,100.75 |
0.618 |
1,095.50 |
0.500 |
1,093.75 |
0.382 |
1,092.00 |
LOW |
1,086.75 |
0.618 |
1,078.00 |
1.000 |
1,072.75 |
1.618 |
1,064.00 |
2.618 |
1,050.00 |
4.250 |
1,027.25 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,097.50 |
1,093.50 |
PP |
1,095.50 |
1,087.50 |
S1 |
1,093.75 |
1,081.50 |
|