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 |
1,542.2 |
1,535.0 |
-7.2 |
-0.5% |
1,538.1 |
High |
1,545.5 |
1,548.4 |
2.9 |
0.2% |
1,551.6 |
Low |
1,520.4 |
1,524.9 |
4.5 |
0.3% |
1,520.4 |
Close |
1,532.7 |
1,542.4 |
9.7 |
0.6% |
1,542.4 |
Range |
25.1 |
23.5 |
-1.6 |
-6.4% |
31.2 |
ATR |
21.2 |
21.3 |
0.2 |
0.8% |
0.0 |
Volume |
136,691 |
140,955 |
4,264 |
3.1% |
553,258 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,609.1 |
1,599.2 |
1,555.3 |
|
R3 |
1,585.6 |
1,575.7 |
1,548.9 |
|
R2 |
1,562.1 |
1,562.1 |
1,546.7 |
|
R1 |
1,552.2 |
1,552.2 |
1,544.6 |
1,557.2 |
PP |
1,538.6 |
1,538.6 |
1,538.6 |
1,541.0 |
S1 |
1,528.7 |
1,528.7 |
1,540.2 |
1,533.7 |
S2 |
1,515.1 |
1,515.1 |
1,538.1 |
|
S3 |
1,491.6 |
1,505.2 |
1,535.9 |
|
S4 |
1,468.1 |
1,481.7 |
1,529.5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.7 |
1,618.3 |
1,559.6 |
|
R3 |
1,600.5 |
1,587.1 |
1,551.0 |
|
R2 |
1,569.3 |
1,569.3 |
1,548.1 |
|
R1 |
1,555.9 |
1,555.9 |
1,545.3 |
1,562.6 |
PP |
1,538.1 |
1,538.1 |
1,538.1 |
1,541.5 |
S1 |
1,524.7 |
1,524.7 |
1,539.5 |
1,531.4 |
S2 |
1,506.9 |
1,506.9 |
1,536.7 |
|
S3 |
1,475.7 |
1,493.5 |
1,533.8 |
|
S4 |
1,444.5 |
1,462.3 |
1,525.2 |
|
|
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 |
1,520.0 |
31.6 |
2.0% |
19.6 |
1.3% |
71% |
False |
False |
135,537 |
10 |
1,551.6 |
1,487.8 |
63.8 |
4.1% |
18.6 |
1.2% |
86% |
False |
False |
107,824 |
20 |
1,551.6 |
1,472.6 |
79.0 |
5.1% |
20.7 |
1.3% |
88% |
False |
False |
61,965 |
40 |
1,577.7 |
1,446.2 |
131.5 |
8.5% |
21.5 |
1.4% |
73% |
False |
False |
34,147 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
20.1 |
1.3% |
81% |
False |
False |
23,582 |
80 |
1,577.7 |
1,356.3 |
221.4 |
14.4% |
18.3 |
1.2% |
84% |
False |
False |
18,049 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.2 |
1.2% |
87% |
False |
False |
14,655 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.2 |
1.1% |
87% |
False |
False |
12,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.3 |
2.618 |
1,609.9 |
1.618 |
1,586.4 |
1.000 |
1,571.9 |
0.618 |
1,562.9 |
HIGH |
1,548.4 |
0.618 |
1,539.4 |
0.500 |
1,536.7 |
0.382 |
1,533.9 |
LOW |
1,524.9 |
0.618 |
1,510.4 |
1.000 |
1,501.4 |
1.618 |
1,486.9 |
2.618 |
1,463.4 |
4.250 |
1,425.0 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,540.5 |
1,540.3 |
PP |
1,538.6 |
1,538.1 |
S1 |
1,536.7 |
1,536.0 |
|