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 |
10,133.94 |
10,025.61 |
-108.33 |
-1.1% |
10,193.46 |
High |
10,218.33 |
10,254.22 |
35.89 |
0.4% |
10,264.20 |
Low |
10,013.90 |
10,025.61 |
11.71 |
0.1% |
9,774.48 |
Close |
10,024.02 |
10,249.54 |
225.52 |
2.2% |
10,136.63 |
Range |
204.43 |
228.61 |
24.18 |
11.8% |
489.72 |
ATR |
226.52 |
226.78 |
0.26 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,862.29 |
10,784.52 |
10,375.28 |
|
R3 |
10,633.68 |
10,555.91 |
10,312.41 |
|
R2 |
10,405.07 |
10,405.07 |
10,291.45 |
|
R1 |
10,327.30 |
10,327.30 |
10,270.50 |
10,366.19 |
PP |
10,176.46 |
10,176.46 |
10,176.46 |
10,195.90 |
S1 |
10,098.69 |
10,098.69 |
10,228.58 |
10,137.58 |
S2 |
9,947.85 |
9,947.85 |
10,207.63 |
|
S3 |
9,719.24 |
9,870.08 |
10,186.67 |
|
S4 |
9,490.63 |
9,641.47 |
10,123.80 |
|
|
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 |
9,952.68 |
311.52 |
3.0% |
222.79 |
2.2% |
95% |
False |
False |
|
10 |
10,522.52 |
9,774.48 |
748.04 |
7.3% |
239.73 |
2.3% |
64% |
False |
False |
|
20 |
10,946.79 |
9,774.48 |
1,172.31 |
11.4% |
276.81 |
2.7% |
41% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
200.84 |
2.0% |
32% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
161.50 |
1.6% |
32% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
150.19 |
1.5% |
32% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
149.48 |
1.5% |
32% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
138.70 |
1.4% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,225.81 |
2.618 |
10,852.72 |
1.618 |
10,624.11 |
1.000 |
10,482.83 |
0.618 |
10,395.50 |
HIGH |
10,254.22 |
0.618 |
10,166.89 |
0.500 |
10,139.92 |
0.382 |
10,112.94 |
LOW |
10,025.61 |
0.618 |
9,884.33 |
1.000 |
9,797.00 |
1.618 |
9,655.72 |
2.618 |
9,427.11 |
4.250 |
9,054.02 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,213.00 |
10,211.68 |
PP |
10,176.46 |
10,173.81 |
S1 |
10,139.92 |
10,135.95 |
|