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 |
10,025.61 |
10,250.67 |
225.06 |
2.2% |
10,193.46 |
High |
10,254.22 |
10,315.21 |
60.99 |
0.6% |
10,264.20 |
Low |
10,025.61 |
10,175.02 |
149.41 |
1.5% |
9,774.48 |
Close |
10,249.54 |
10,255.28 |
5.74 |
0.1% |
10,136.63 |
Range |
228.61 |
140.19 |
-88.42 |
-38.7% |
489.72 |
ATR |
226.78 |
220.59 |
-6.18 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,669.07 |
10,602.37 |
10,332.38 |
|
R3 |
10,528.88 |
10,462.18 |
10,293.83 |
|
R2 |
10,388.69 |
10,388.69 |
10,280.98 |
|
R1 |
10,321.99 |
10,321.99 |
10,268.13 |
10,355.34 |
PP |
10,248.50 |
10,248.50 |
10,248.50 |
10,265.18 |
S1 |
10,181.80 |
10,181.80 |
10,242.43 |
10,215.15 |
S2 |
10,108.31 |
10,108.31 |
10,229.58 |
|
S3 |
9,968.12 |
10,041.61 |
10,216.73 |
|
S4 |
9,827.93 |
9,901.42 |
10,178.18 |
|
|
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 |
10,315.21 |
9,971.73 |
343.48 |
3.3% |
205.56 |
2.0% |
83% |
True |
False |
|
10 |
10,440.21 |
9,774.48 |
665.73 |
6.5% |
233.96 |
2.3% |
72% |
False |
False |
|
20 |
10,920.27 |
9,774.48 |
1,145.79 |
11.2% |
277.22 |
2.7% |
42% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
201.41 |
2.0% |
32% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
162.53 |
1.6% |
32% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
150.39 |
1.5% |
32% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
150.23 |
1.5% |
32% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
138.98 |
1.4% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,911.02 |
2.618 |
10,682.23 |
1.618 |
10,542.04 |
1.000 |
10,455.40 |
0.618 |
10,401.85 |
HIGH |
10,315.21 |
0.618 |
10,261.66 |
0.500 |
10,245.12 |
0.382 |
10,228.57 |
LOW |
10,175.02 |
0.618 |
10,088.38 |
1.000 |
10,034.83 |
1.618 |
9,948.19 |
2.618 |
9,808.00 |
4.250 |
9,579.21 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,251.89 |
10,225.04 |
PP |
10,248.50 |
10,194.80 |
S1 |
10,245.12 |
10,164.56 |
|