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 |
108.35 |
108.08 |
-0.27 |
-0.2% |
108.52 |
High |
109.95 |
110.34 |
0.39 |
0.4% |
110.80 |
Low |
107.37 |
107.51 |
0.14 |
0.1% |
104.38 |
Close |
107.53 |
110.33 |
2.80 |
2.6% |
109.37 |
Range |
2.58 |
2.83 |
0.25 |
9.7% |
6.42 |
ATR |
2.79 |
2.79 |
0.00 |
0.1% |
0.00 |
Volume |
277,440,250 |
240,017,261 |
-37,422,989 |
-13.5% |
1,611,872,120 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.89 |
116.94 |
111.89 |
|
R3 |
115.05 |
114.11 |
111.11 |
|
R2 |
112.22 |
112.22 |
110.85 |
|
R1 |
111.28 |
111.28 |
110.59 |
111.75 |
PP |
109.39 |
109.39 |
109.39 |
109.63 |
S1 |
108.45 |
108.45 |
110.07 |
108.92 |
S2 |
106.56 |
106.56 |
109.81 |
|
S3 |
103.73 |
105.62 |
109.55 |
|
S4 |
100.90 |
102.78 |
108.77 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.44 |
124.83 |
112.90 |
|
R3 |
121.02 |
118.41 |
111.13 |
|
R2 |
114.60 |
114.60 |
110.55 |
|
R1 |
111.99 |
111.99 |
109.96 |
113.29 |
PP |
108.18 |
108.18 |
108.18 |
108.84 |
S1 |
105.57 |
105.57 |
108.78 |
106.87 |
S2 |
101.76 |
101.76 |
108.19 |
|
S3 |
95.34 |
99.15 |
107.60 |
|
S4 |
88.92 |
92.73 |
105.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.80 |
106.85 |
3.95 |
3.6% |
2.38 |
2.2% |
88% |
False |
False |
292,873,588 |
10 |
112.77 |
104.38 |
8.39 |
7.6% |
2.60 |
2.4% |
71% |
False |
False |
355,355,434 |
20 |
117.80 |
104.38 |
13.42 |
12.2% |
3.01 |
2.7% |
44% |
False |
False |
368,327,948 |
40 |
122.12 |
104.38 |
17.74 |
16.1% |
2.22 |
2.0% |
34% |
False |
False |
288,469,461 |
60 |
122.12 |
104.38 |
17.74 |
16.1% |
1.84 |
1.7% |
34% |
False |
False |
248,769,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.37 |
2.618 |
117.75 |
1.618 |
114.92 |
1.000 |
113.17 |
0.618 |
112.09 |
HIGH |
110.34 |
0.618 |
109.26 |
0.500 |
108.92 |
0.382 |
108.59 |
LOW |
107.51 |
0.618 |
105.76 |
1.000 |
104.68 |
1.618 |
102.93 |
2.618 |
100.10 |
4.250 |
95.48 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
109.86 |
109.90 |
PP |
109.39 |
109.47 |
S1 |
108.92 |
109.05 |
|