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 |
7,345.0 |
7,145.0 |
-200.0 |
-2.7% |
7,200.0 |
High |
7,347.5 |
7,161.0 |
-186.5 |
-2.5% |
7,221.5 |
Low |
7,131.0 |
7,069.5 |
-61.5 |
-0.9% |
7,067.5 |
Close |
7,226.5 |
7,107.0 |
-119.5 |
-1.7% |
7,163.5 |
Range |
216.5 |
91.5 |
-125.0 |
-57.7% |
154.0 |
ATR |
132.8 |
134.5 |
1.7 |
1.3% |
0.0 |
Volume |
146,469 |
143,901 |
-2,568 |
-1.8% |
707,603 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,387.0 |
7,338.5 |
7,157.3 |
|
R3 |
7,295.5 |
7,247.0 |
7,132.2 |
|
R2 |
7,204.0 |
7,204.0 |
7,123.8 |
|
R1 |
7,155.5 |
7,155.5 |
7,115.4 |
7,134.0 |
PP |
7,112.5 |
7,112.5 |
7,112.5 |
7,101.8 |
S1 |
7,064.0 |
7,064.0 |
7,098.6 |
7,042.5 |
S2 |
7,021.0 |
7,021.0 |
7,090.2 |
|
S3 |
6,929.5 |
6,972.5 |
7,081.8 |
|
S4 |
6,838.0 |
6,881.0 |
7,056.7 |
|
|
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 |
7,069.5 |
278.0 |
3.9% |
129.5 |
1.8% |
13% |
False |
True |
141,300 |
10 |
7,429.0 |
7,067.5 |
361.5 |
5.1% |
126.4 |
1.8% |
11% |
False |
False |
145,262 |
20 |
7,579.5 |
7,067.5 |
512.0 |
7.2% |
126.5 |
1.8% |
8% |
False |
False |
138,877 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.7% |
108.9 |
1.5% |
16% |
False |
False |
122,811 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
111.5 |
1.6% |
56% |
False |
False |
116,053 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
107.1 |
1.5% |
56% |
False |
False |
87,602 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
99.9 |
1.4% |
56% |
False |
False |
70,161 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
93.1 |
1.3% |
56% |
False |
False |
58,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,549.9 |
2.618 |
7,400.5 |
1.618 |
7,309.0 |
1.000 |
7,252.5 |
0.618 |
7,217.5 |
HIGH |
7,161.0 |
0.618 |
7,126.0 |
0.500 |
7,115.3 |
0.382 |
7,104.5 |
LOW |
7,069.5 |
0.618 |
7,013.0 |
1.000 |
6,978.0 |
1.618 |
6,921.5 |
2.618 |
6,830.0 |
4.250 |
6,680.6 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,115.3 |
7,208.5 |
PP |
7,112.5 |
7,174.7 |
S1 |
7,109.8 |
7,140.8 |
|