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 |
10,258.00 |
10,133.94 |
-124.06 |
-1.2% |
10,193.46 |
High |
10,258.00 |
10,218.33 |
-39.67 |
-0.4% |
10,264.20 |
Low |
10,095.90 |
10,013.90 |
-82.00 |
-0.8% |
9,774.48 |
Close |
10,136.63 |
10,024.02 |
-112.61 |
-1.1% |
10,136.63 |
Range |
162.10 |
204.43 |
42.33 |
26.1% |
489.72 |
ATR |
228.21 |
226.52 |
-1.70 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,698.71 |
10,565.79 |
10,136.46 |
|
R3 |
10,494.28 |
10,361.36 |
10,080.24 |
|
R2 |
10,289.85 |
10,289.85 |
10,061.50 |
|
R1 |
10,156.93 |
10,156.93 |
10,042.76 |
10,121.18 |
PP |
10,085.42 |
10,085.42 |
10,085.42 |
10,067.54 |
S1 |
9,952.50 |
9,952.50 |
10,005.28 |
9,916.75 |
S2 |
9,880.99 |
9,880.99 |
9,986.54 |
|
S3 |
9,676.56 |
9,748.07 |
9,967.80 |
|
S4 |
9,472.13 |
9,543.64 |
9,911.58 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,527.60 |
11,321.83 |
10,405.98 |
|
R3 |
11,037.88 |
10,832.11 |
10,271.30 |
|
R2 |
10,548.16 |
10,548.16 |
10,226.41 |
|
R1 |
10,342.39 |
10,342.39 |
10,181.52 |
10,200.42 |
PP |
10,058.44 |
10,058.44 |
10,058.44 |
9,987.45 |
S1 |
9,852.67 |
9,852.67 |
10,091.74 |
9,710.70 |
S2 |
9,568.72 |
9,568.72 |
10,046.85 |
|
S3 |
9,079.00 |
9,362.95 |
10,001.96 |
|
S4 |
8,589.28 |
8,873.23 |
9,867.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,264.20 |
9,774.48 |
489.72 |
4.9% |
234.51 |
2.3% |
51% |
False |
False |
|
10 |
10,718.86 |
9,774.48 |
944.38 |
9.4% |
240.54 |
2.4% |
26% |
False |
False |
|
20 |
11,149.48 |
9,774.48 |
1,375.00 |
13.7% |
279.39 |
2.8% |
18% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
196.62 |
2.0% |
17% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
158.45 |
1.6% |
17% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
149.80 |
1.5% |
17% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
148.26 |
1.5% |
17% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
137.93 |
1.4% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,087.16 |
2.618 |
10,753.53 |
1.618 |
10,549.10 |
1.000 |
10,422.76 |
0.618 |
10,344.67 |
HIGH |
10,218.33 |
0.618 |
10,140.24 |
0.500 |
10,116.12 |
0.382 |
10,091.99 |
LOW |
10,013.90 |
0.618 |
9,887.56 |
1.000 |
9,809.47 |
1.618 |
9,683.13 |
2.618 |
9,478.70 |
4.250 |
9,145.07 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,116.12 |
10,117.97 |
PP |
10,085.42 |
10,086.65 |
S1 |
10,054.72 |
10,055.34 |
|