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 |
7,231.5 |
7,345.0 |
113.5 |
1.6% |
7,200.0 |
High |
7,337.5 |
7,347.5 |
10.0 |
0.1% |
7,221.5 |
Low |
7,222.0 |
7,131.0 |
-91.0 |
-1.3% |
7,067.5 |
Close |
7,337.0 |
7,226.5 |
-110.5 |
-1.5% |
7,163.5 |
Range |
115.5 |
216.5 |
101.0 |
87.4% |
154.0 |
ATR |
126.4 |
132.8 |
6.4 |
5.1% |
0.0 |
Volume |
138,958 |
146,469 |
7,511 |
5.4% |
707,603 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,884.5 |
7,772.0 |
7,345.6 |
|
R3 |
7,668.0 |
7,555.5 |
7,286.0 |
|
R2 |
7,451.5 |
7,451.5 |
7,266.2 |
|
R1 |
7,339.0 |
7,339.0 |
7,246.3 |
7,287.0 |
PP |
7,235.0 |
7,235.0 |
7,235.0 |
7,209.0 |
S1 |
7,122.5 |
7,122.5 |
7,206.7 |
7,070.5 |
S2 |
7,018.5 |
7,018.5 |
7,186.8 |
|
S3 |
6,802.0 |
6,906.0 |
7,167.0 |
|
S4 |
6,585.5 |
6,689.5 |
7,107.4 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,612.8 |
7,542.2 |
7,248.2 |
|
R3 |
7,458.8 |
7,388.2 |
7,205.9 |
|
R2 |
7,304.8 |
7,304.8 |
7,191.7 |
|
R1 |
7,234.2 |
7,234.2 |
7,177.6 |
7,192.5 |
PP |
7,150.8 |
7,150.8 |
7,150.8 |
7,130.0 |
S1 |
7,080.2 |
7,080.2 |
7,149.4 |
7,038.5 |
S2 |
6,996.8 |
6,996.8 |
7,135.3 |
|
S3 |
6,842.8 |
6,926.2 |
7,121.2 |
|
S4 |
6,688.8 |
6,772.2 |
7,078.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,347.5 |
7,067.5 |
280.0 |
3.9% |
139.2 |
1.9% |
57% |
True |
False |
141,622 |
10 |
7,429.0 |
7,067.5 |
361.5 |
5.0% |
125.4 |
1.7% |
44% |
False |
False |
143,746 |
20 |
7,579.5 |
7,067.5 |
512.0 |
7.1% |
131.1 |
1.8% |
31% |
False |
False |
140,653 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.5% |
107.5 |
1.5% |
35% |
False |
False |
121,345 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.4% |
112.3 |
1.6% |
67% |
False |
False |
113,723 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.4% |
106.9 |
1.5% |
67% |
False |
False |
85,808 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.4% |
100.0 |
1.4% |
67% |
False |
False |
68,723 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.4% |
93.0 |
1.3% |
67% |
False |
False |
57,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,267.6 |
2.618 |
7,914.3 |
1.618 |
7,697.8 |
1.000 |
7,564.0 |
0.618 |
7,481.3 |
HIGH |
7,347.5 |
0.618 |
7,264.8 |
0.500 |
7,239.3 |
0.382 |
7,213.7 |
LOW |
7,131.0 |
0.618 |
6,997.2 |
1.000 |
6,914.5 |
1.618 |
6,780.7 |
2.618 |
6,564.2 |
4.250 |
6,210.9 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,239.3 |
7,232.5 |
PP |
7,235.0 |
7,230.5 |
S1 |
7,230.8 |
7,228.5 |
|