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 |
7,365.0 |
7,173.5 |
-191.5 |
-2.6% |
7,242.0 |
High |
7,370.0 |
7,182.0 |
-188.0 |
-2.6% |
7,242.0 |
Low |
7,158.0 |
7,098.0 |
-60.0 |
-0.8% |
7,096.0 |
Close |
7,249.5 |
7,111.5 |
-138.0 |
-1.9% |
7,191.5 |
Range |
212.0 |
84.0 |
-128.0 |
-60.4% |
146.0 |
ATR |
123.5 |
125.5 |
2.0 |
1.6% |
0.0 |
Volume |
2,918 |
1,238 |
-1,680 |
-57.6% |
11,194 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.5 |
7,331.0 |
7,157.7 |
|
R3 |
7,298.5 |
7,247.0 |
7,134.6 |
|
R2 |
7,214.5 |
7,214.5 |
7,126.9 |
|
R1 |
7,163.0 |
7,163.0 |
7,119.2 |
7,146.8 |
PP |
7,130.5 |
7,130.5 |
7,130.5 |
7,122.4 |
S1 |
7,079.0 |
7,079.0 |
7,103.8 |
7,062.8 |
S2 |
7,046.5 |
7,046.5 |
7,096.1 |
|
S3 |
6,962.5 |
6,995.0 |
7,088.4 |
|
S4 |
6,878.5 |
6,911.0 |
7,065.3 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,614.5 |
7,549.0 |
7,271.8 |
|
R3 |
7,468.5 |
7,403.0 |
7,231.7 |
|
R2 |
7,322.5 |
7,322.5 |
7,218.3 |
|
R1 |
7,257.0 |
7,257.0 |
7,204.9 |
7,216.8 |
PP |
7,176.5 |
7,176.5 |
7,176.5 |
7,156.4 |
S1 |
7,111.0 |
7,111.0 |
7,178.1 |
7,070.8 |
S2 |
7,030.5 |
7,030.5 |
7,164.7 |
|
S3 |
6,884.5 |
6,965.0 |
7,151.4 |
|
S4 |
6,738.5 |
6,819.0 |
7,111.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,370.0 |
7,098.0 |
272.0 |
3.8% |
112.0 |
1.6% |
5% |
False |
True |
2,258 |
10 |
7,440.0 |
7,096.0 |
344.0 |
4.8% |
117.8 |
1.7% |
5% |
False |
False |
1,970 |
20 |
7,604.0 |
7,096.0 |
508.0 |
7.1% |
116.0 |
1.6% |
3% |
False |
False |
1,248 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.5% |
101.1 |
1.4% |
11% |
False |
False |
788 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.4% |
101.3 |
1.4% |
54% |
False |
False |
1,524 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.4% |
95.1 |
1.3% |
54% |
False |
False |
1,171 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.4% |
84.4 |
1.2% |
54% |
False |
False |
952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,539.0 |
2.618 |
7,401.9 |
1.618 |
7,317.9 |
1.000 |
7,266.0 |
0.618 |
7,233.9 |
HIGH |
7,182.0 |
0.618 |
7,149.9 |
0.500 |
7,140.0 |
0.382 |
7,130.1 |
LOW |
7,098.0 |
0.618 |
7,046.1 |
1.000 |
7,014.0 |
1.618 |
6,962.1 |
2.618 |
6,878.1 |
4.250 |
6,741.0 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,140.0 |
7,234.0 |
PP |
7,130.5 |
7,193.2 |
S1 |
7,121.0 |
7,152.3 |
|