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 |
1,538.1 |
1,536.6 |
-1.5 |
-0.1% |
1,513.5 |
High |
1,541.9 |
1,551.6 |
9.7 |
0.6% |
1,539.5 |
Low |
1,533.1 |
1,530.4 |
-2.7 |
-0.2% |
1,504.9 |
Close |
1,536.8 |
1,543.2 |
6.4 |
0.4% |
1,537.3 |
Range |
8.8 |
21.2 |
12.4 |
140.9% |
34.6 |
ATR |
20.8 |
20.9 |
0.0 |
0.1% |
0.0 |
Volume |
138,115 |
137,497 |
-618 |
-0.4% |
502,172 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.3 |
1,595.5 |
1,554.9 |
|
R3 |
1,584.1 |
1,574.3 |
1,549.0 |
|
R2 |
1,562.9 |
1,562.9 |
1,547.1 |
|
R1 |
1,553.1 |
1,553.1 |
1,545.1 |
1,558.0 |
PP |
1,541.7 |
1,541.7 |
1,541.7 |
1,544.2 |
S1 |
1,531.9 |
1,531.9 |
1,541.3 |
1,536.8 |
S2 |
1,520.5 |
1,520.5 |
1,539.3 |
|
S3 |
1,499.3 |
1,510.7 |
1,537.4 |
|
S4 |
1,478.1 |
1,489.5 |
1,531.5 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.0 |
1,618.8 |
1,556.3 |
|
R3 |
1,596.4 |
1,584.2 |
1,546.8 |
|
R2 |
1,561.8 |
1,561.8 |
1,543.6 |
|
R1 |
1,549.6 |
1,549.6 |
1,540.5 |
1,555.7 |
PP |
1,527.2 |
1,527.2 |
1,527.2 |
1,530.3 |
S1 |
1,515.0 |
1,515.0 |
1,534.1 |
1,521.1 |
S2 |
1,492.6 |
1,492.6 |
1,531.0 |
|
S3 |
1,458.0 |
1,480.4 |
1,527.8 |
|
S4 |
1,423.4 |
1,445.8 |
1,518.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,551.6 |
1,515.6 |
36.0 |
2.3% |
15.4 |
1.0% |
77% |
True |
False |
125,056 |
10 |
1,551.6 |
1,486.2 |
65.4 |
4.2% |
16.5 |
1.1% |
87% |
True |
False |
85,209 |
20 |
1,551.6 |
1,464.1 |
87.5 |
5.7% |
23.2 |
1.5% |
90% |
True |
False |
49,222 |
40 |
1,577.7 |
1,433.1 |
144.6 |
9.4% |
21.2 |
1.4% |
76% |
False |
False |
27,540 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.6 |
1.3% |
82% |
False |
False |
19,011 |
80 |
1,577.7 |
1,347.4 |
230.3 |
14.9% |
18.0 |
1.2% |
85% |
False |
False |
14,634 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.0 |
1.2% |
87% |
False |
False |
11,895 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
16.9 |
1.1% |
87% |
False |
False |
9,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,641.7 |
2.618 |
1,607.1 |
1.618 |
1,585.9 |
1.000 |
1,572.8 |
0.618 |
1,564.7 |
HIGH |
1,551.6 |
0.618 |
1,543.5 |
0.500 |
1,541.0 |
0.382 |
1,538.5 |
LOW |
1,530.4 |
0.618 |
1,517.3 |
1.000 |
1,509.2 |
1.618 |
1,496.1 |
2.618 |
1,474.9 |
4.250 |
1,440.3 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,542.5 |
1,540.7 |
PP |
1,541.7 |
1,538.3 |
S1 |
1,541.0 |
1,535.8 |
|