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 |
9,490 |
9,755 |
265 |
2.8% |
9,530 |
High |
9,750 |
9,755 |
5 |
0.1% |
9,590 |
Low |
9,445 |
9,545 |
100 |
1.1% |
9,385 |
Close |
9,735 |
9,555 |
-180 |
-1.8% |
9,490 |
Range |
305 |
210 |
-95 |
-31.1% |
205 |
ATR |
160 |
164 |
4 |
2.2% |
0 |
Volume |
7,534 |
8,077 |
543 |
7.2% |
41,628 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,248 |
10,112 |
9,671 |
|
R3 |
10,038 |
9,902 |
9,613 |
|
R2 |
9,828 |
9,828 |
9,594 |
|
R1 |
9,692 |
9,692 |
9,574 |
9,655 |
PP |
9,618 |
9,618 |
9,618 |
9,600 |
S1 |
9,482 |
9,482 |
9,536 |
9,445 |
S2 |
9,408 |
9,408 |
9,517 |
|
S3 |
9,198 |
9,272 |
9,497 |
|
S4 |
8,988 |
9,062 |
9,440 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,103 |
10,002 |
9,603 |
|
R3 |
9,898 |
9,797 |
9,547 |
|
R2 |
9,693 |
9,693 |
9,528 |
|
R1 |
9,592 |
9,592 |
9,509 |
9,540 |
PP |
9,488 |
9,488 |
9,488 |
9,463 |
S1 |
9,387 |
9,387 |
9,471 |
9,335 |
S2 |
9,283 |
9,283 |
9,453 |
|
S3 |
9,078 |
9,182 |
9,434 |
|
S4 |
8,873 |
8,977 |
9,377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,415 |
340 |
3.6% |
164 |
1.7% |
41% |
True |
False |
7,736 |
10 |
9,755 |
9,385 |
370 |
3.9% |
152 |
1.6% |
46% |
True |
False |
7,459 |
20 |
9,955 |
9,385 |
570 |
6.0% |
158 |
1.6% |
30% |
False |
False |
8,162 |
40 |
10,055 |
9,375 |
680 |
7.1% |
162 |
1.7% |
26% |
False |
False |
8,317 |
60 |
10,620 |
8,200 |
2,420 |
25.3% |
225 |
2.4% |
56% |
False |
False |
12,593 |
80 |
10,855 |
8,200 |
2,655 |
27.8% |
190 |
2.0% |
51% |
False |
False |
9,619 |
100 |
10,855 |
8,200 |
2,655 |
27.8% |
153 |
1.6% |
51% |
False |
False |
7,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,648 |
2.618 |
10,305 |
1.618 |
10,095 |
1.000 |
9,965 |
0.618 |
9,885 |
HIGH |
9,755 |
0.618 |
9,675 |
0.500 |
9,650 |
0.382 |
9,625 |
LOW |
9,545 |
0.618 |
9,415 |
1.000 |
9,335 |
1.618 |
9,205 |
2.618 |
8,995 |
4.250 |
8,653 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,650 |
9,600 |
PP |
9,618 |
9,585 |
S1 |
9,587 |
9,570 |
|