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 |
12,569.41 |
12,289.61 |
-279.80 |
-2.2% |
12,511.36 |
High |
12,569.49 |
12,306.71 |
-262.78 |
-2.1% |
12,511.36 |
Low |
12,282.42 |
12,190.54 |
-91.88 |
-0.7% |
12,309.52 |
Close |
12,290.14 |
12,248.55 |
-41.59 |
-0.3% |
12,441.58 |
Range |
287.07 |
116.17 |
-170.90 |
-59.5% |
201.84 |
ATR |
138.21 |
136.63 |
-1.57 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,597.11 |
12,539.00 |
12,312.44 |
|
R3 |
12,480.94 |
12,422.83 |
12,280.50 |
|
R2 |
12,364.77 |
12,364.77 |
12,269.85 |
|
R1 |
12,306.66 |
12,306.66 |
12,259.20 |
12,277.63 |
PP |
12,248.60 |
12,248.60 |
12,248.60 |
12,234.09 |
S1 |
12,190.49 |
12,190.49 |
12,237.90 |
12,161.46 |
S2 |
12,132.43 |
12,132.43 |
12,227.25 |
|
S3 |
12,016.26 |
12,074.32 |
12,216.60 |
|
S4 |
11,900.09 |
11,958.15 |
12,184.66 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,026.34 |
12,935.80 |
12,552.59 |
|
R3 |
12,824.50 |
12,733.96 |
12,497.09 |
|
R2 |
12,622.66 |
12,622.66 |
12,478.58 |
|
R1 |
12,532.12 |
12,532.12 |
12,460.08 |
12,476.47 |
PP |
12,420.82 |
12,420.82 |
12,420.82 |
12,393.00 |
S1 |
12,330.28 |
12,330.28 |
12,423.08 |
12,274.63 |
S2 |
12,218.98 |
12,218.98 |
12,404.58 |
|
S3 |
12,017.14 |
12,128.44 |
12,386.07 |
|
S4 |
11,815.30 |
11,926.60 |
12,330.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,574.29 |
12,190.54 |
383.75 |
3.1% |
148.78 |
1.2% |
15% |
False |
True |
|
10 |
12,633.59 |
12,190.54 |
443.05 |
3.6% |
134.56 |
1.1% |
13% |
False |
True |
|
20 |
12,781.06 |
12,190.54 |
590.52 |
4.8% |
142.79 |
1.2% |
10% |
False |
True |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.4% |
128.90 |
1.1% |
20% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
131.60 |
1.1% |
52% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
130.08 |
1.1% |
52% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
122.18 |
1.0% |
52% |
False |
False |
|
120 |
12,876.00 |
11,357.72 |
1,518.28 |
12.4% |
113.54 |
0.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,800.43 |
2.618 |
12,610.84 |
1.618 |
12,494.67 |
1.000 |
12,422.88 |
0.618 |
12,378.50 |
HIGH |
12,306.71 |
0.618 |
12,262.33 |
0.500 |
12,248.63 |
0.382 |
12,234.92 |
LOW |
12,190.54 |
0.618 |
12,118.75 |
1.000 |
12,074.37 |
1.618 |
12,002.58 |
2.618 |
11,886.41 |
4.250 |
11,696.82 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,248.63 |
12,382.42 |
PP |
12,248.60 |
12,337.79 |
S1 |
12,248.58 |
12,293.17 |
|