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 |
1,231.1 |
1,232.2 |
1.1 |
0.1% |
1,186.5 |
High |
1,234.2 |
1,232.2 |
-2.0 |
-0.2% |
1,225.0 |
Low |
1,216.2 |
1,219.2 |
3.0 |
0.2% |
1,185.8 |
Close |
1,231.1 |
1,226.8 |
-4.3 |
-0.3% |
1,219.0 |
Range |
18.0 |
13.0 |
-5.0 |
-27.8% |
39.2 |
ATR |
20.3 |
19.8 |
-0.5 |
-2.6% |
0.0 |
Volume |
5,592 |
1,910 |
-3,682 |
-65.8% |
33,238 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.1 |
1,258.9 |
1,234.0 |
|
R3 |
1,252.1 |
1,245.9 |
1,230.4 |
|
R2 |
1,239.1 |
1,239.1 |
1,229.2 |
|
R1 |
1,232.9 |
1,232.9 |
1,228.0 |
1,229.5 |
PP |
1,226.1 |
1,226.1 |
1,226.1 |
1,224.4 |
S1 |
1,219.9 |
1,219.9 |
1,225.6 |
1,216.5 |
S2 |
1,213.1 |
1,213.1 |
1,224.4 |
|
S3 |
1,200.1 |
1,206.9 |
1,223.2 |
|
S4 |
1,187.1 |
1,193.9 |
1,219.7 |
|
|
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 |
1,207.5 |
26.7 |
2.2% |
14.6 |
1.2% |
72% |
False |
False |
6,770 |
10 |
1,234.2 |
1,172.0 |
62.2 |
5.1% |
19.2 |
1.6% |
88% |
False |
False |
5,448 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.7% |
22.1 |
1.8% |
70% |
False |
False |
5,494 |
40 |
1,255.1 |
1,127.8 |
127.3 |
10.4% |
18.6 |
1.5% |
78% |
False |
False |
3,717 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.5% |
17.3 |
1.4% |
83% |
False |
False |
2,903 |
80 |
1,255.1 |
1,066.7 |
188.4 |
15.4% |
17.4 |
1.4% |
85% |
False |
False |
2,703 |
100 |
1,255.1 |
1,048.2 |
206.9 |
16.9% |
18.2 |
1.5% |
86% |
False |
False |
2,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.5 |
2.618 |
1,266.2 |
1.618 |
1,253.2 |
1.000 |
1,245.2 |
0.618 |
1,240.2 |
HIGH |
1,232.2 |
0.618 |
1,227.2 |
0.500 |
1,225.7 |
0.382 |
1,224.2 |
LOW |
1,219.2 |
0.618 |
1,211.2 |
1.000 |
1,206.2 |
1.618 |
1,198.2 |
2.618 |
1,185.2 |
4.250 |
1,164.0 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,226.4 |
1,224.9 |
PP |
1,226.1 |
1,223.0 |
S1 |
1,225.7 |
1,221.1 |
|