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 |
9,755 |
9,555 |
-200 |
-2.1% |
9,530 |
High |
9,755 |
9,585 |
-170 |
-1.7% |
9,590 |
Low |
9,545 |
9,510 |
-35 |
-0.4% |
9,385 |
Close |
9,555 |
9,565 |
10 |
0.1% |
9,490 |
Range |
210 |
75 |
-135 |
-64.3% |
205 |
ATR |
164 |
157 |
-6 |
-3.9% |
0 |
Volume |
8,077 |
8,095 |
18 |
0.2% |
41,628 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,778 |
9,747 |
9,606 |
|
R3 |
9,703 |
9,672 |
9,586 |
|
R2 |
9,628 |
9,628 |
9,579 |
|
R1 |
9,597 |
9,597 |
9,572 |
9,613 |
PP |
9,553 |
9,553 |
9,553 |
9,561 |
S1 |
9,522 |
9,522 |
9,558 |
9,538 |
S2 |
9,478 |
9,478 |
9,551 |
|
S3 |
9,403 |
9,447 |
9,545 |
|
S4 |
9,328 |
9,372 |
9,524 |
|
|
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 |
9,445 |
310 |
3.2% |
157 |
1.6% |
39% |
False |
False |
7,681 |
10 |
9,755 |
9,385 |
370 |
3.9% |
147 |
1.5% |
49% |
False |
False |
7,743 |
20 |
9,935 |
9,385 |
550 |
5.8% |
154 |
1.6% |
33% |
False |
False |
8,133 |
40 |
10,055 |
9,375 |
680 |
7.1% |
160 |
1.7% |
28% |
False |
False |
8,327 |
60 |
10,620 |
8,200 |
2,420 |
25.3% |
223 |
2.3% |
56% |
False |
False |
12,283 |
80 |
10,855 |
8,200 |
2,655 |
27.8% |
191 |
2.0% |
51% |
False |
False |
9,720 |
100 |
10,855 |
8,200 |
2,655 |
27.8% |
153 |
1.6% |
51% |
False |
False |
7,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,904 |
2.618 |
9,781 |
1.618 |
9,706 |
1.000 |
9,660 |
0.618 |
9,631 |
HIGH |
9,585 |
0.618 |
9,556 |
0.500 |
9,548 |
0.382 |
9,539 |
LOW |
9,510 |
0.618 |
9,464 |
1.000 |
9,435 |
1.618 |
9,389 |
2.618 |
9,314 |
4.250 |
9,191 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,559 |
9,600 |
PP |
9,553 |
9,588 |
S1 |
9,548 |
9,577 |
|