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 |
1,313.25 |
1,312.25 |
-1.00 |
-0.1% |
1,329.75 |
High |
1,317.75 |
1,313.50 |
-4.25 |
-0.3% |
1,347.75 |
Low |
1,304.25 |
1,294.50 |
-9.75 |
-0.7% |
1,294.50 |
Close |
1,312.50 |
1,296.25 |
-16.25 |
-1.2% |
1,296.25 |
Range |
13.50 |
19.00 |
5.50 |
40.7% |
53.25 |
ATR |
17.30 |
17.42 |
0.12 |
0.7% |
0.00 |
Volume |
2,430,378 |
2,665,742 |
235,364 |
9.7% |
8,952,401 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.50 |
1,346.25 |
1,306.75 |
|
R3 |
1,339.50 |
1,327.25 |
1,301.50 |
|
R2 |
1,320.50 |
1,320.50 |
1,299.75 |
|
R1 |
1,308.25 |
1,308.25 |
1,298.00 |
1,305.00 |
PP |
1,301.50 |
1,301.50 |
1,301.50 |
1,299.75 |
S1 |
1,289.25 |
1,289.25 |
1,294.50 |
1,286.00 |
S2 |
1,282.50 |
1,282.50 |
1,292.75 |
|
S3 |
1,263.50 |
1,270.25 |
1,291.00 |
|
S4 |
1,244.50 |
1,251.25 |
1,285.75 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.50 |
1,437.75 |
1,325.50 |
|
R3 |
1,419.25 |
1,384.50 |
1,311.00 |
|
R2 |
1,366.00 |
1,366.00 |
1,306.00 |
|
R1 |
1,331.25 |
1,331.25 |
1,301.25 |
1,322.00 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,308.25 |
S1 |
1,278.00 |
1,278.00 |
1,291.25 |
1,268.75 |
S2 |
1,259.50 |
1,259.50 |
1,286.50 |
|
S3 |
1,206.25 |
1,224.75 |
1,281.50 |
|
S4 |
1,153.00 |
1,171.50 |
1,267.00 |
|
|
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 |
1,294.50 |
53.25 |
4.1% |
19.25 |
1.5% |
3% |
False |
True |
2,068,209 |
10 |
1,347.75 |
1,294.50 |
53.25 |
4.1% |
17.75 |
1.4% |
3% |
False |
True |
2,088,329 |
20 |
1,358.25 |
1,294.50 |
63.75 |
4.9% |
17.75 |
1.4% |
3% |
False |
True |
2,068,591 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.4% |
16.50 |
1.3% |
7% |
False |
False |
1,929,518 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.2% |
17.50 |
1.3% |
42% |
False |
False |
1,958,388 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.2% |
17.50 |
1.3% |
42% |
False |
False |
1,476,307 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.2% |
16.75 |
1.3% |
42% |
False |
False |
1,181,319 |
120 |
1,373.50 |
1,224.00 |
149.50 |
11.5% |
15.50 |
1.2% |
48% |
False |
False |
984,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.25 |
2.618 |
1,363.25 |
1.618 |
1,344.25 |
1.000 |
1,332.50 |
0.618 |
1,325.25 |
HIGH |
1,313.50 |
0.618 |
1,306.25 |
0.500 |
1,304.00 |
0.382 |
1,301.75 |
LOW |
1,294.50 |
0.618 |
1,282.75 |
1.000 |
1,275.50 |
1.618 |
1,263.75 |
2.618 |
1,244.75 |
4.250 |
1,213.75 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,304.00 |
1,321.00 |
PP |
1,301.50 |
1,312.75 |
S1 |
1,298.75 |
1,304.50 |
|