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 |
1,339.50 |
1,307.75 |
-31.75 |
-2.4% |
1,320.75 |
High |
1,342.50 |
1,312.25 |
-30.25 |
-2.3% |
1,328.00 |
Low |
1,305.75 |
1,298.50 |
-7.25 |
-0.6% |
1,297.00 |
Close |
1,306.75 |
1,307.00 |
0.25 |
0.0% |
1,324.50 |
Range |
36.75 |
13.75 |
-23.00 |
-62.6% |
31.00 |
ATR |
17.16 |
16.91 |
-0.24 |
-1.4% |
0.00 |
Volume |
3,623 |
6,699 |
3,076 |
84.9% |
17,839 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.25 |
1,340.75 |
1,314.50 |
|
R3 |
1,333.50 |
1,327.00 |
1,310.75 |
|
R2 |
1,319.75 |
1,319.75 |
1,309.50 |
|
R1 |
1,313.25 |
1,313.25 |
1,308.25 |
1,309.50 |
PP |
1,306.00 |
1,306.00 |
1,306.00 |
1,304.00 |
S1 |
1,299.50 |
1,299.50 |
1,305.75 |
1,296.00 |
S2 |
1,292.25 |
1,292.25 |
1,304.50 |
|
S3 |
1,278.50 |
1,285.75 |
1,303.25 |
|
S4 |
1,264.75 |
1,272.00 |
1,299.50 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,398.00 |
1,341.50 |
|
R3 |
1,378.50 |
1,367.00 |
1,333.00 |
|
R2 |
1,347.50 |
1,347.50 |
1,330.25 |
|
R1 |
1,336.00 |
1,336.00 |
1,327.25 |
1,341.75 |
PP |
1,316.50 |
1,316.50 |
1,316.50 |
1,319.50 |
S1 |
1,305.00 |
1,305.00 |
1,321.75 |
1,310.75 |
S2 |
1,285.50 |
1,285.50 |
1,318.75 |
|
S3 |
1,254.50 |
1,274.00 |
1,316.00 |
|
S4 |
1,223.50 |
1,243.00 |
1,307.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.50 |
1,298.50 |
44.00 |
3.4% |
18.25 |
1.4% |
19% |
False |
True |
4,961 |
10 |
1,342.50 |
1,297.00 |
45.50 |
3.5% |
16.50 |
1.3% |
22% |
False |
False |
3,750 |
20 |
1,352.75 |
1,297.00 |
55.75 |
4.3% |
17.50 |
1.3% |
18% |
False |
False |
3,238 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.3% |
15.75 |
1.2% |
26% |
False |
False |
2,441 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
16.50 |
1.3% |
54% |
False |
False |
1,877 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
16.25 |
1.3% |
54% |
False |
False |
1,423 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
15.75 |
1.2% |
54% |
False |
False |
1,154 |
120 |
1,367.50 |
1,219.75 |
147.75 |
11.3% |
14.00 |
1.1% |
59% |
False |
False |
963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.75 |
2.618 |
1,348.25 |
1.618 |
1,334.50 |
1.000 |
1,326.00 |
0.618 |
1,320.75 |
HIGH |
1,312.25 |
0.618 |
1,307.00 |
0.500 |
1,305.50 |
0.382 |
1,303.75 |
LOW |
1,298.50 |
0.618 |
1,290.00 |
1.000 |
1,284.75 |
1.618 |
1,276.25 |
2.618 |
1,262.50 |
4.250 |
1,240.00 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,306.50 |
1,320.50 |
PP |
1,306.00 |
1,316.00 |
S1 |
1,305.50 |
1,311.50 |
|