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 |
1,344.75 |
1,313.25 |
-31.50 |
-2.3% |
1,326.00 |
High |
1,347.75 |
1,317.75 |
-30.00 |
-2.2% |
1,333.75 |
Low |
1,311.25 |
1,304.25 |
-7.00 |
-0.5% |
1,302.25 |
Close |
1,312.00 |
1,312.50 |
0.50 |
0.0% |
1,330.00 |
Range |
36.50 |
13.50 |
-23.00 |
-63.0% |
31.50 |
ATR |
17.59 |
17.30 |
-0.29 |
-1.7% |
0.00 |
Volume |
2,462,983 |
2,430,378 |
-32,605 |
-1.3% |
9,683,687 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.00 |
1,345.75 |
1,320.00 |
|
R3 |
1,338.50 |
1,332.25 |
1,316.25 |
|
R2 |
1,325.00 |
1,325.00 |
1,315.00 |
|
R1 |
1,318.75 |
1,318.75 |
1,313.75 |
1,315.00 |
PP |
1,311.50 |
1,311.50 |
1,311.50 |
1,309.75 |
S1 |
1,305.25 |
1,305.25 |
1,311.25 |
1,301.50 |
S2 |
1,298.00 |
1,298.00 |
1,310.00 |
|
S3 |
1,284.50 |
1,291.75 |
1,308.75 |
|
S4 |
1,271.00 |
1,278.25 |
1,305.00 |
|
|
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 |
1,304.25 |
43.50 |
3.3% |
18.25 |
1.4% |
19% |
False |
True |
1,992,054 |
10 |
1,347.75 |
1,302.25 |
45.50 |
3.5% |
17.00 |
1.3% |
23% |
False |
False |
2,004,283 |
20 |
1,358.25 |
1,302.25 |
56.00 |
4.3% |
17.75 |
1.4% |
18% |
False |
False |
2,080,998 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
16.50 |
1.2% |
27% |
False |
False |
1,904,288 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.25 |
1.3% |
54% |
False |
False |
1,918,458 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.25 |
1.3% |
54% |
False |
False |
1,442,995 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
16.50 |
1.3% |
54% |
False |
False |
1,154,667 |
120 |
1,373.50 |
1,222.25 |
151.25 |
11.5% |
15.25 |
1.2% |
60% |
False |
False |
962,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.00 |
2.618 |
1,353.00 |
1.618 |
1,339.50 |
1.000 |
1,331.25 |
0.618 |
1,326.00 |
HIGH |
1,317.75 |
0.618 |
1,312.50 |
0.500 |
1,311.00 |
0.382 |
1,309.50 |
LOW |
1,304.25 |
0.618 |
1,296.00 |
1.000 |
1,290.75 |
1.618 |
1,282.50 |
2.618 |
1,269.00 |
4.250 |
1,247.00 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,312.00 |
1,326.00 |
PP |
1,311.50 |
1,321.50 |
S1 |
1,311.00 |
1,317.00 |
|