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 |
1,217.4 |
1,231.1 |
13.7 |
1.1% |
1,186.5 |
High |
1,221.3 |
1,234.2 |
12.9 |
1.1% |
1,225.0 |
Low |
1,207.9 |
1,216.2 |
8.3 |
0.7% |
1,185.8 |
Close |
1,219.0 |
1,231.1 |
12.1 |
1.0% |
1,219.0 |
Range |
13.4 |
18.0 |
4.6 |
34.3% |
39.2 |
ATR |
20.5 |
20.3 |
-0.2 |
-0.9% |
0.0 |
Volume |
5,422 |
5,592 |
170 |
3.1% |
33,238 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.2 |
1,274.1 |
1,241.0 |
|
R3 |
1,263.2 |
1,256.1 |
1,236.1 |
|
R2 |
1,245.2 |
1,245.2 |
1,234.4 |
|
R1 |
1,238.1 |
1,238.1 |
1,232.8 |
1,240.1 |
PP |
1,227.2 |
1,227.2 |
1,227.2 |
1,228.2 |
S1 |
1,220.1 |
1,220.1 |
1,229.5 |
1,222.1 |
S2 |
1,209.2 |
1,209.2 |
1,227.8 |
|
S3 |
1,191.2 |
1,202.1 |
1,226.2 |
|
S4 |
1,173.2 |
1,184.1 |
1,221.2 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.5 |
1,312.5 |
1,240.6 |
|
R3 |
1,288.3 |
1,273.3 |
1,229.8 |
|
R2 |
1,249.1 |
1,249.1 |
1,226.2 |
|
R1 |
1,234.1 |
1,234.1 |
1,222.6 |
1,241.6 |
PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,213.7 |
S1 |
1,194.9 |
1,194.9 |
1,215.4 |
1,202.4 |
S2 |
1,170.7 |
1,170.7 |
1,211.8 |
|
S3 |
1,131.5 |
1,155.7 |
1,208.2 |
|
S4 |
1,092.3 |
1,116.5 |
1,197.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.2 |
1,192.0 |
42.2 |
3.4% |
15.7 |
1.3% |
93% |
True |
False |
6,972 |
10 |
1,234.2 |
1,172.0 |
62.2 |
5.1% |
20.0 |
1.6% |
95% |
True |
False |
5,647 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.6% |
22.8 |
1.8% |
74% |
False |
False |
5,449 |
40 |
1,255.1 |
1,127.8 |
127.3 |
10.3% |
18.6 |
1.5% |
81% |
False |
False |
3,688 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.4% |
17.4 |
1.4% |
85% |
False |
False |
2,908 |
80 |
1,255.1 |
1,048.2 |
206.9 |
16.8% |
17.6 |
1.4% |
88% |
False |
False |
2,712 |
100 |
1,255.1 |
1,048.2 |
206.9 |
16.8% |
18.1 |
1.5% |
88% |
False |
False |
2,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.7 |
2.618 |
1,281.3 |
1.618 |
1,263.3 |
1.000 |
1,252.2 |
0.618 |
1,245.3 |
HIGH |
1,234.2 |
0.618 |
1,227.3 |
0.500 |
1,225.2 |
0.382 |
1,223.1 |
LOW |
1,216.2 |
0.618 |
1,205.1 |
1.000 |
1,198.2 |
1.618 |
1,187.1 |
2.618 |
1,169.1 |
4.250 |
1,139.7 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,229.1 |
1,227.8 |
PP |
1,227.2 |
1,224.4 |
S1 |
1,225.2 |
1,221.1 |
|