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 |
1,307.75 |
1,307.25 |
-0.50 |
0.0% |
1,325.00 |
High |
1,312.25 |
1,307.75 |
-4.50 |
-0.3% |
1,342.50 |
Low |
1,298.50 |
1,289.25 |
-9.25 |
-0.7% |
1,289.25 |
Close |
1,307.00 |
1,291.00 |
-16.00 |
-1.2% |
1,291.00 |
Range |
13.75 |
18.50 |
4.75 |
34.5% |
53.25 |
ATR |
16.91 |
17.03 |
0.11 |
0.7% |
0.00 |
Volume |
6,699 |
28,755 |
22,056 |
329.2% |
42,264 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.50 |
1,339.75 |
1,301.25 |
|
R3 |
1,333.00 |
1,321.25 |
1,296.00 |
|
R2 |
1,314.50 |
1,314.50 |
1,294.50 |
|
R1 |
1,302.75 |
1,302.75 |
1,292.75 |
1,299.50 |
PP |
1,296.00 |
1,296.00 |
1,296.00 |
1,294.25 |
S1 |
1,284.25 |
1,284.25 |
1,289.25 |
1,281.00 |
S2 |
1,277.50 |
1,277.50 |
1,287.50 |
|
S3 |
1,259.00 |
1,265.75 |
1,286.00 |
|
S4 |
1,240.50 |
1,247.25 |
1,280.75 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.25 |
1,432.50 |
1,320.25 |
|
R3 |
1,414.00 |
1,379.25 |
1,305.75 |
|
R2 |
1,360.75 |
1,360.75 |
1,300.75 |
|
R1 |
1,326.00 |
1,326.00 |
1,296.00 |
1,316.75 |
PP |
1,307.50 |
1,307.50 |
1,307.50 |
1,303.00 |
S1 |
1,272.75 |
1,272.75 |
1,286.00 |
1,263.50 |
S2 |
1,254.25 |
1,254.25 |
1,281.25 |
|
S3 |
1,201.00 |
1,219.50 |
1,276.25 |
|
S4 |
1,147.75 |
1,166.25 |
1,261.75 |
|
|
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 |
1,289.25 |
53.25 |
4.1% |
19.00 |
1.5% |
3% |
False |
True |
9,687 |
10 |
1,342.50 |
1,289.25 |
53.25 |
4.1% |
17.50 |
1.3% |
3% |
False |
True |
6,186 |
20 |
1,352.75 |
1,289.25 |
63.50 |
4.9% |
17.25 |
1.3% |
3% |
False |
True |
4,649 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.4% |
16.00 |
1.2% |
7% |
False |
False |
3,144 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
16.75 |
1.3% |
41% |
False |
False |
2,355 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
16.50 |
1.3% |
41% |
False |
False |
1,782 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
15.75 |
1.2% |
41% |
False |
False |
1,441 |
120 |
1,367.50 |
1,225.00 |
142.50 |
11.0% |
14.00 |
1.1% |
46% |
False |
False |
1,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.50 |
2.618 |
1,356.25 |
1.618 |
1,337.75 |
1.000 |
1,326.25 |
0.618 |
1,319.25 |
HIGH |
1,307.75 |
0.618 |
1,300.75 |
0.500 |
1,298.50 |
0.382 |
1,296.25 |
LOW |
1,289.25 |
0.618 |
1,277.75 |
1.000 |
1,270.75 |
1.618 |
1,259.25 |
2.618 |
1,240.75 |
4.250 |
1,210.50 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,298.50 |
1,316.00 |
PP |
1,296.00 |
1,307.50 |
S1 |
1,293.50 |
1,299.25 |
|