Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,541.3 |
1,534.7 |
-6.6 |
-0.4% |
1,536.7 |
High |
1,544.5 |
1,545.7 |
1.2 |
0.1% |
1,550.6 |
Low |
1,520.0 |
1,525.0 |
5.0 |
0.3% |
1,520.0 |
Close |
1,532.0 |
1,541.7 |
9.7 |
0.6% |
1,541.7 |
Range |
24.5 |
20.7 |
-3.8 |
-15.5% |
30.6 |
ATR |
21.6 |
21.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,651 |
1,745 |
94 |
5.7% |
82,895 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.6 |
1,591.3 |
1,553.1 |
|
R3 |
1,578.9 |
1,570.6 |
1,547.4 |
|
R2 |
1,558.2 |
1,558.2 |
1,545.5 |
|
R1 |
1,549.9 |
1,549.9 |
1,543.6 |
1,554.1 |
PP |
1,537.5 |
1,537.5 |
1,537.5 |
1,539.5 |
S1 |
1,529.2 |
1,529.2 |
1,539.8 |
1,533.4 |
S2 |
1,516.8 |
1,516.8 |
1,537.9 |
|
S3 |
1,496.1 |
1,508.5 |
1,536.0 |
|
S4 |
1,475.4 |
1,487.8 |
1,530.3 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.2 |
1,616.1 |
1,558.5 |
|
R3 |
1,598.6 |
1,585.5 |
1,550.1 |
|
R2 |
1,568.0 |
1,568.0 |
1,547.3 |
|
R1 |
1,554.9 |
1,554.9 |
1,544.5 |
1,561.5 |
PP |
1,537.4 |
1,537.4 |
1,537.4 |
1,540.7 |
S1 |
1,524.3 |
1,524.3 |
1,538.9 |
1,530.9 |
S2 |
1,506.8 |
1,506.8 |
1,536.1 |
|
S3 |
1,476.2 |
1,493.7 |
1,533.3 |
|
S4 |
1,445.6 |
1,463.1 |
1,524.9 |
|
|
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 |
1,518.4 |
32.2 |
2.1% |
19.0 |
1.2% |
72% |
False |
False |
30,951 |
10 |
1,550.6 |
1,486.4 |
64.2 |
4.2% |
18.3 |
1.2% |
86% |
False |
False |
108,587 |
20 |
1,550.6 |
1,471.1 |
79.5 |
5.2% |
21.1 |
1.4% |
89% |
False |
False |
137,976 |
40 |
1,577.4 |
1,445.0 |
132.4 |
8.6% |
22.1 |
1.4% |
73% |
False |
False |
147,106 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.6% |
21.2 |
1.4% |
82% |
False |
False |
120,014 |
80 |
1,577.4 |
1,353.1 |
224.3 |
14.5% |
19.9 |
1.3% |
84% |
False |
False |
91,884 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.9 |
1.3% |
87% |
False |
False |
74,430 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.4 |
1.3% |
87% |
False |
False |
62,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,633.7 |
2.618 |
1,599.9 |
1.618 |
1,579.2 |
1.000 |
1,566.4 |
0.618 |
1,558.5 |
HIGH |
1,545.7 |
0.618 |
1,537.8 |
0.500 |
1,535.4 |
0.382 |
1,532.9 |
LOW |
1,525.0 |
0.618 |
1,512.2 |
1.000 |
1,504.3 |
1.618 |
1,491.5 |
2.618 |
1,470.8 |
4.250 |
1,437.0 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,539.6 |
1,539.6 |
PP |
1,537.5 |
1,537.4 |
S1 |
1,535.4 |
1,535.3 |
|