Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,535.7 |
1,541.3 |
5.6 |
0.4% |
1,512.8 |
High |
1,550.6 |
1,544.5 |
-6.1 |
-0.4% |
1,538.5 |
Low |
1,529.7 |
1,520.0 |
-9.7 |
-0.6% |
1,503.7 |
Close |
1,542.4 |
1,532.0 |
-10.4 |
-0.7% |
1,536.3 |
Range |
20.9 |
24.5 |
3.6 |
17.2% |
34.8 |
ATR |
21.4 |
21.6 |
0.2 |
1.1% |
0.0 |
Volume |
2,780 |
1,651 |
-1,129 |
-40.6% |
816,910 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.7 |
1,593.3 |
1,545.5 |
|
R3 |
1,581.2 |
1,568.8 |
1,538.7 |
|
R2 |
1,556.7 |
1,556.7 |
1,536.5 |
|
R1 |
1,544.3 |
1,544.3 |
1,534.2 |
1,538.3 |
PP |
1,532.2 |
1,532.2 |
1,532.2 |
1,529.1 |
S1 |
1,519.8 |
1,519.8 |
1,529.8 |
1,513.8 |
S2 |
1,507.7 |
1,507.7 |
1,527.5 |
|
S3 |
1,483.2 |
1,495.3 |
1,525.3 |
|
S4 |
1,458.7 |
1,470.8 |
1,518.5 |
|
|
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% |
18.1 |
1.2% |
48% |
False |
False |
66,070 |
10 |
1,550.6 |
1,485.8 |
64.8 |
4.2% |
17.6 |
1.2% |
71% |
False |
False |
123,477 |
20 |
1,550.6 |
1,462.5 |
88.1 |
5.8% |
23.0 |
1.5% |
79% |
False |
False |
153,392 |
40 |
1,577.4 |
1,445.0 |
132.4 |
8.6% |
21.9 |
1.4% |
66% |
False |
False |
150,013 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
21.1 |
1.4% |
77% |
False |
False |
120,248 |
80 |
1,577.4 |
1,350.3 |
227.1 |
14.8% |
19.9 |
1.3% |
80% |
False |
False |
91,888 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.9 |
1.3% |
83% |
False |
False |
74,443 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.4 |
1.3% |
83% |
False |
False |
62,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.6 |
2.618 |
1,608.6 |
1.618 |
1,584.1 |
1.000 |
1,569.0 |
0.618 |
1,559.6 |
HIGH |
1,544.5 |
0.618 |
1,535.1 |
0.500 |
1,532.3 |
0.382 |
1,529.4 |
LOW |
1,520.0 |
0.618 |
1,504.9 |
1.000 |
1,495.5 |
1.618 |
1,480.4 |
2.618 |
1,455.9 |
4.250 |
1,415.9 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,532.3 |
1,535.3 |
PP |
1,532.2 |
1,534.2 |
S1 |
1,532.1 |
1,533.1 |
|