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 |
1,536.6 |
1,542.2 |
5.6 |
0.4% |
1,513.5 |
High |
1,551.6 |
1,545.5 |
-6.1 |
-0.4% |
1,539.5 |
Low |
1,530.4 |
1,520.4 |
-10.0 |
-0.7% |
1,504.9 |
Close |
1,543.2 |
1,532.7 |
-10.5 |
-0.7% |
1,537.3 |
Range |
21.2 |
25.1 |
3.9 |
18.4% |
34.6 |
ATR |
20.9 |
21.2 |
0.3 |
1.5% |
0.0 |
Volume |
137,497 |
136,691 |
-806 |
-0.6% |
502,172 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.2 |
1,595.5 |
1,546.5 |
|
R3 |
1,583.1 |
1,570.4 |
1,539.6 |
|
R2 |
1,558.0 |
1,558.0 |
1,537.3 |
|
R1 |
1,545.3 |
1,545.3 |
1,535.0 |
1,539.1 |
PP |
1,532.9 |
1,532.9 |
1,532.9 |
1,529.8 |
S1 |
1,520.2 |
1,520.2 |
1,530.4 |
1,514.0 |
S2 |
1,507.8 |
1,507.8 |
1,528.1 |
|
S3 |
1,482.7 |
1,495.1 |
1,525.8 |
|
S4 |
1,457.6 |
1,470.0 |
1,518.9 |
|
|
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% |
18.2 |
1.2% |
48% |
False |
False |
133,222 |
10 |
1,551.6 |
1,487.2 |
64.4 |
4.2% |
17.6 |
1.1% |
71% |
False |
False |
97,470 |
20 |
1,551.6 |
1,464.1 |
87.5 |
5.7% |
22.5 |
1.5% |
78% |
False |
False |
55,725 |
40 |
1,577.7 |
1,446.2 |
131.5 |
8.6% |
21.1 |
1.4% |
66% |
False |
False |
30,910 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.9 |
1.3% |
76% |
False |
False |
21,266 |
80 |
1,577.7 |
1,351.8 |
225.9 |
14.7% |
18.2 |
1.2% |
80% |
False |
False |
16,315 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.1 |
1.2% |
83% |
False |
False |
13,254 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
17.1 |
1.1% |
83% |
False |
False |
11,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,652.2 |
2.618 |
1,611.2 |
1.618 |
1,586.1 |
1.000 |
1,570.6 |
0.618 |
1,561.0 |
HIGH |
1,545.5 |
0.618 |
1,535.9 |
0.500 |
1,533.0 |
0.382 |
1,530.0 |
LOW |
1,520.4 |
0.618 |
1,504.9 |
1.000 |
1,495.3 |
1.618 |
1,479.8 |
2.618 |
1,454.7 |
4.250 |
1,413.7 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,533.0 |
1,536.0 |
PP |
1,532.9 |
1,534.9 |
S1 |
1,532.8 |
1,533.8 |
|