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 |
1,232.2 |
1,214.0 |
-18.2 |
-1.5% |
1,186.5 |
High |
1,232.2 |
1,229.1 |
-3.1 |
-0.3% |
1,225.0 |
Low |
1,219.2 |
1,207.0 |
-12.2 |
-1.0% |
1,185.8 |
Close |
1,226.8 |
1,214.0 |
-12.8 |
-1.0% |
1,219.0 |
Range |
13.0 |
22.1 |
9.1 |
70.0% |
39.2 |
ATR |
19.8 |
20.0 |
0.2 |
0.8% |
0.0 |
Volume |
1,910 |
1,731 |
-179 |
-9.4% |
33,238 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.0 |
1,270.6 |
1,226.2 |
|
R3 |
1,260.9 |
1,248.5 |
1,220.1 |
|
R2 |
1,238.8 |
1,238.8 |
1,218.1 |
|
R1 |
1,226.4 |
1,226.4 |
1,216.0 |
1,225.1 |
PP |
1,216.7 |
1,216.7 |
1,216.7 |
1,216.0 |
S1 |
1,204.3 |
1,204.3 |
1,212.0 |
1,203.0 |
S2 |
1,194.6 |
1,194.6 |
1,209.9 |
|
S3 |
1,172.5 |
1,182.2 |
1,207.9 |
|
S4 |
1,150.4 |
1,160.1 |
1,201.8 |
|
|
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 |
1,207.0 |
27.2 |
2.2% |
15.9 |
1.3% |
26% |
False |
True |
5,096 |
10 |
1,234.2 |
1,172.0 |
62.2 |
5.1% |
17.4 |
1.4% |
68% |
False |
False |
5,317 |
20 |
1,255.1 |
1,172.0 |
83.1 |
6.8% |
22.3 |
1.8% |
51% |
False |
False |
5,375 |
40 |
1,255.1 |
1,127.8 |
127.3 |
10.5% |
18.6 |
1.5% |
68% |
False |
False |
3,721 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.6% |
17.4 |
1.4% |
75% |
False |
False |
2,909 |
80 |
1,255.1 |
1,068.4 |
186.7 |
15.4% |
17.6 |
1.4% |
78% |
False |
False |
2,684 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.2 |
1.5% |
80% |
False |
False |
2,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.0 |
2.618 |
1,287.0 |
1.618 |
1,264.9 |
1.000 |
1,251.2 |
0.618 |
1,242.8 |
HIGH |
1,229.1 |
0.618 |
1,220.7 |
0.500 |
1,218.1 |
0.382 |
1,215.4 |
LOW |
1,207.0 |
0.618 |
1,193.3 |
1.000 |
1,184.9 |
1.618 |
1,171.2 |
2.618 |
1,149.1 |
4.250 |
1,113.1 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,218.1 |
1,220.6 |
PP |
1,216.7 |
1,218.4 |
S1 |
1,215.4 |
1,216.2 |
|