Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,536.7 |
1,535.7 |
-1.0 |
-0.1% |
1,512.8 |
High |
1,541.1 |
1,550.6 |
9.5 |
0.6% |
1,538.5 |
Low |
1,532.4 |
1,529.7 |
-2.7 |
-0.2% |
1,503.7 |
Close |
1,535.9 |
1,542.4 |
6.5 |
0.4% |
1,536.3 |
Range |
8.7 |
20.9 |
12.2 |
140.2% |
34.8 |
ATR |
21.4 |
21.4 |
0.0 |
-0.2% |
0.0 |
Volume |
76,719 |
2,780 |
-73,939 |
-96.4% |
816,910 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.6 |
1,593.9 |
1,553.9 |
|
R3 |
1,582.7 |
1,573.0 |
1,548.1 |
|
R2 |
1,561.8 |
1,561.8 |
1,546.2 |
|
R1 |
1,552.1 |
1,552.1 |
1,544.3 |
1,557.0 |
PP |
1,540.9 |
1,540.9 |
1,540.9 |
1,543.3 |
S1 |
1,531.2 |
1,531.2 |
1,540.5 |
1,536.1 |
S2 |
1,520.0 |
1,520.0 |
1,538.6 |
|
S3 |
1,499.1 |
1,510.3 |
1,536.7 |
|
S4 |
1,478.2 |
1,489.4 |
1,530.9 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.6 |
1,618.2 |
1,555.4 |
|
R3 |
1,595.8 |
1,583.4 |
1,545.9 |
|
R2 |
1,561.0 |
1,561.0 |
1,542.7 |
|
R1 |
1,548.6 |
1,548.6 |
1,539.5 |
1,554.8 |
PP |
1,526.2 |
1,526.2 |
1,526.2 |
1,529.3 |
S1 |
1,513.8 |
1,513.8 |
1,533.1 |
1,520.0 |
S2 |
1,491.4 |
1,491.4 |
1,529.9 |
|
S3 |
1,456.6 |
1,479.0 |
1,526.7 |
|
S4 |
1,421.8 |
1,444.2 |
1,517.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,550.6 |
1,514.6 |
36.0 |
2.3% |
15.5 |
1.0% |
77% |
True |
False |
101,932 |
10 |
1,550.6 |
1,484.6 |
66.0 |
4.3% |
16.7 |
1.1% |
88% |
True |
False |
136,726 |
20 |
1,550.6 |
1,462.5 |
88.1 |
5.7% |
23.7 |
1.5% |
91% |
True |
False |
164,727 |
40 |
1,577.4 |
1,431.0 |
146.4 |
9.5% |
21.9 |
1.4% |
76% |
False |
False |
153,842 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.6% |
20.9 |
1.4% |
82% |
False |
False |
120,357 |
80 |
1,577.4 |
1,346.0 |
231.4 |
15.0% |
19.7 |
1.3% |
85% |
False |
False |
91,909 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.8 |
1.3% |
87% |
False |
False |
74,447 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.3 |
1.2% |
87% |
False |
False |
62,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.4 |
2.618 |
1,605.3 |
1.618 |
1,584.4 |
1.000 |
1,571.5 |
0.618 |
1,563.5 |
HIGH |
1,550.6 |
0.618 |
1,542.6 |
0.500 |
1,540.2 |
0.382 |
1,537.7 |
LOW |
1,529.7 |
0.618 |
1,516.8 |
1.000 |
1,508.8 |
1.618 |
1,495.9 |
2.618 |
1,475.0 |
4.250 |
1,440.9 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,541.7 |
1,539.8 |
PP |
1,540.9 |
1,537.1 |
S1 |
1,540.2 |
1,534.5 |
|