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 |
9,555 |
9,570 |
15 |
0.2% |
9,490 |
High |
9,585 |
9,600 |
15 |
0.2% |
9,755 |
Low |
9,510 |
9,435 |
-75 |
-0.8% |
9,435 |
Close |
9,565 |
9,460 |
-105 |
-1.1% |
9,460 |
Range |
75 |
165 |
90 |
120.0% |
320 |
ATR |
157 |
158 |
1 |
0.3% |
0 |
Volume |
8,095 |
9,236 |
1,141 |
14.1% |
32,942 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,993 |
9,892 |
9,551 |
|
R3 |
9,828 |
9,727 |
9,506 |
|
R2 |
9,663 |
9,663 |
9,490 |
|
R1 |
9,562 |
9,562 |
9,475 |
9,530 |
PP |
9,498 |
9,498 |
9,498 |
9,483 |
S1 |
9,397 |
9,397 |
9,445 |
9,365 |
S2 |
9,333 |
9,333 |
9,430 |
|
S3 |
9,168 |
9,232 |
9,415 |
|
S4 |
9,003 |
9,067 |
9,369 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,510 |
10,305 |
9,636 |
|
R3 |
10,190 |
9,985 |
9,548 |
|
R2 |
9,870 |
9,870 |
9,519 |
|
R1 |
9,665 |
9,665 |
9,489 |
9,608 |
PP |
9,550 |
9,550 |
9,550 |
9,521 |
S1 |
9,345 |
9,345 |
9,431 |
9,288 |
S2 |
9,230 |
9,230 |
9,401 |
|
S3 |
8,910 |
9,025 |
9,372 |
|
S4 |
8,590 |
8,705 |
9,284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,435 |
320 |
3.4% |
172 |
1.8% |
8% |
False |
True |
8,095 |
10 |
9,755 |
9,385 |
370 |
3.9% |
151 |
1.6% |
20% |
False |
False |
8,145 |
20 |
9,935 |
9,385 |
550 |
5.8% |
152 |
1.6% |
14% |
False |
False |
7,989 |
40 |
10,055 |
9,375 |
680 |
7.2% |
160 |
1.7% |
13% |
False |
False |
8,366 |
60 |
10,515 |
8,200 |
2,315 |
24.5% |
224 |
2.4% |
54% |
False |
False |
12,263 |
80 |
10,855 |
8,200 |
2,655 |
28.1% |
193 |
2.0% |
47% |
False |
False |
9,835 |
100 |
10,855 |
8,200 |
2,655 |
28.1% |
155 |
1.6% |
47% |
False |
False |
7,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,301 |
2.618 |
10,032 |
1.618 |
9,867 |
1.000 |
9,765 |
0.618 |
9,702 |
HIGH |
9,600 |
0.618 |
9,537 |
0.500 |
9,518 |
0.382 |
9,498 |
LOW |
9,435 |
0.618 |
9,333 |
1.000 |
9,270 |
1.618 |
9,168 |
2.618 |
9,003 |
4.250 |
8,734 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,518 |
9,595 |
PP |
9,498 |
9,550 |
S1 |
9,479 |
9,505 |
|