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 |
1,329.75 |
1,344.75 |
15.00 |
1.1% |
1,326.00 |
High |
1,345.75 |
1,347.75 |
2.00 |
0.1% |
1,333.75 |
Low |
1,328.25 |
1,311.25 |
-17.00 |
-1.3% |
1,302.25 |
Close |
1,344.00 |
1,312.00 |
-32.00 |
-2.4% |
1,330.00 |
Range |
17.50 |
36.50 |
19.00 |
108.6% |
31.50 |
ATR |
16.14 |
17.59 |
1.45 |
9.0% |
0.00 |
Volume |
1,393,298 |
2,462,983 |
1,069,685 |
76.8% |
9,683,687 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.25 |
1,409.00 |
1,332.00 |
|
R3 |
1,396.75 |
1,372.50 |
1,322.00 |
|
R2 |
1,360.25 |
1,360.25 |
1,318.75 |
|
R1 |
1,336.00 |
1,336.00 |
1,315.25 |
1,330.00 |
PP |
1,323.75 |
1,323.75 |
1,323.75 |
1,320.50 |
S1 |
1,299.50 |
1,299.50 |
1,308.75 |
1,293.50 |
S2 |
1,287.25 |
1,287.25 |
1,305.25 |
|
S3 |
1,250.75 |
1,263.00 |
1,302.00 |
|
S4 |
1,214.25 |
1,226.50 |
1,292.00 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,404.75 |
1,347.25 |
|
R3 |
1,385.00 |
1,373.25 |
1,338.75 |
|
R2 |
1,353.50 |
1,353.50 |
1,335.75 |
|
R1 |
1,341.75 |
1,341.75 |
1,333.00 |
1,347.50 |
PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,325.00 |
S1 |
1,310.25 |
1,310.25 |
1,327.00 |
1,316.00 |
S2 |
1,290.50 |
1,290.50 |
1,324.25 |
|
S3 |
1,259.00 |
1,278.75 |
1,321.25 |
|
S4 |
1,227.50 |
1,247.25 |
1,312.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.75 |
1,302.25 |
45.50 |
3.5% |
20.00 |
1.5% |
21% |
True |
False |
1,925,999 |
10 |
1,347.75 |
1,302.25 |
45.50 |
3.5% |
17.25 |
1.3% |
21% |
True |
False |
1,922,287 |
20 |
1,358.25 |
1,302.25 |
56.00 |
4.3% |
18.00 |
1.4% |
17% |
False |
False |
2,078,319 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
16.25 |
1.2% |
26% |
False |
False |
1,882,427 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.50 |
1.3% |
53% |
False |
False |
1,880,288 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.25 |
1.3% |
53% |
False |
False |
1,412,628 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
16.50 |
1.3% |
53% |
False |
False |
1,130,378 |
120 |
1,373.50 |
1,217.25 |
156.25 |
11.9% |
15.25 |
1.2% |
61% |
False |
False |
942,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.00 |
2.618 |
1,443.25 |
1.618 |
1,406.75 |
1.000 |
1,384.25 |
0.618 |
1,370.25 |
HIGH |
1,347.75 |
0.618 |
1,333.75 |
0.500 |
1,329.50 |
0.382 |
1,325.25 |
LOW |
1,311.25 |
0.618 |
1,288.75 |
1.000 |
1,274.75 |
1.618 |
1,252.25 |
2.618 |
1,215.75 |
4.250 |
1,156.00 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,329.50 |
1,329.50 |
PP |
1,323.75 |
1,323.75 |
S1 |
1,317.75 |
1,317.75 |
|