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 |
7,173.5 |
7,128.0 |
-45.5 |
-0.6% |
7,179.5 |
High |
7,182.0 |
7,170.0 |
-12.0 |
-0.2% |
7,370.0 |
Low |
7,098.0 |
7,050.0 |
-48.0 |
-0.7% |
7,050.0 |
Close |
7,111.5 |
7,126.5 |
15.0 |
0.2% |
7,126.5 |
Range |
84.0 |
120.0 |
36.0 |
42.9% |
320.0 |
ATR |
125.5 |
125.1 |
-0.4 |
-0.3% |
0.0 |
Volume |
1,238 |
734 |
-504 |
-40.7% |
8,552 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,475.5 |
7,421.0 |
7,192.5 |
|
R3 |
7,355.5 |
7,301.0 |
7,159.5 |
|
R2 |
7,235.5 |
7,235.5 |
7,148.5 |
|
R1 |
7,181.0 |
7,181.0 |
7,137.5 |
7,148.3 |
PP |
7,115.5 |
7,115.5 |
7,115.5 |
7,099.1 |
S1 |
7,061.0 |
7,061.0 |
7,115.5 |
7,028.3 |
S2 |
6,995.5 |
6,995.5 |
7,104.5 |
|
S3 |
6,875.5 |
6,941.0 |
7,093.5 |
|
S4 |
6,755.5 |
6,821.0 |
7,060.5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,142.2 |
7,954.3 |
7,302.5 |
|
R3 |
7,822.2 |
7,634.3 |
7,214.5 |
|
R2 |
7,502.2 |
7,502.2 |
7,185.2 |
|
R1 |
7,314.3 |
7,314.3 |
7,155.8 |
7,248.3 |
PP |
7,182.2 |
7,182.2 |
7,182.2 |
7,149.1 |
S1 |
6,994.3 |
6,994.3 |
7,097.2 |
6,928.3 |
S2 |
6,862.2 |
6,862.2 |
7,067.8 |
|
S3 |
6,542.2 |
6,674.3 |
7,038.5 |
|
S4 |
6,222.2 |
6,354.3 |
6,950.5 |
|
|
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 |
7,050.0 |
320.0 |
4.5% |
118.1 |
1.7% |
24% |
False |
True |
1,710 |
10 |
7,370.0 |
7,050.0 |
320.0 |
4.5% |
112.6 |
1.6% |
24% |
False |
True |
1,974 |
20 |
7,604.0 |
7,050.0 |
554.0 |
7.8% |
115.2 |
1.6% |
14% |
False |
True |
1,274 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.5% |
102.1 |
1.4% |
14% |
False |
False |
803 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
101.7 |
1.4% |
55% |
False |
False |
1,520 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
96.4 |
1.4% |
55% |
False |
False |
1,180 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
84.5 |
1.2% |
55% |
False |
False |
959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,680.0 |
2.618 |
7,484.2 |
1.618 |
7,364.2 |
1.000 |
7,290.0 |
0.618 |
7,244.2 |
HIGH |
7,170.0 |
0.618 |
7,124.2 |
0.500 |
7,110.0 |
0.382 |
7,095.8 |
LOW |
7,050.0 |
0.618 |
6,975.8 |
1.000 |
6,930.0 |
1.618 |
6,855.8 |
2.618 |
6,735.8 |
4.250 |
6,540.0 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,121.0 |
7,210.0 |
PP |
7,115.5 |
7,182.2 |
S1 |
7,110.0 |
7,154.3 |
|