| 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 |
12,568 |
12,280 |
-288 |
-2.3% |
12,448 |
| High |
12,591 |
12,313 |
-278 |
-2.2% |
12,474 |
| Low |
12,263 |
12,178 |
-85 |
-0.7% |
12,227 |
| Close |
12,274 |
12,238 |
-36 |
-0.3% |
12,428 |
| Range |
328 |
135 |
-193 |
-58.8% |
247 |
| ATR |
157 |
156 |
-2 |
-1.0% |
0 |
| Volume |
147,274 |
134,562 |
-12,712 |
-8.6% |
536,214 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,648 |
12,578 |
12,312 |
|
| R3 |
12,513 |
12,443 |
12,275 |
|
| R2 |
12,378 |
12,378 |
12,263 |
|
| R1 |
12,308 |
12,308 |
12,251 |
12,276 |
| PP |
12,243 |
12,243 |
12,243 |
12,227 |
| S1 |
12,173 |
12,173 |
12,226 |
12,141 |
| S2 |
12,108 |
12,108 |
12,213 |
|
| S3 |
11,973 |
12,038 |
12,201 |
|
| S4 |
11,838 |
11,903 |
12,164 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,117 |
13,020 |
12,564 |
|
| R3 |
12,870 |
12,773 |
12,496 |
|
| R2 |
12,623 |
12,623 |
12,473 |
|
| R1 |
12,526 |
12,526 |
12,451 |
12,451 |
| PP |
12,376 |
12,376 |
12,376 |
12,339 |
| S1 |
12,279 |
12,279 |
12,405 |
12,204 |
| S2 |
12,129 |
12,129 |
12,383 |
|
| S3 |
11,882 |
12,032 |
12,360 |
|
| S4 |
11,635 |
11,785 |
12,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,591 |
12,178 |
413 |
3.4% |
167 |
1.4% |
15% |
False |
True |
112,048 |
| 10 |
12,615 |
12,178 |
437 |
3.6% |
152 |
1.2% |
14% |
False |
True |
111,957 |
| 20 |
12,740 |
12,178 |
562 |
4.6% |
161 |
1.3% |
11% |
False |
True |
118,690 |
| 40 |
12,873 |
12,036 |
837 |
6.8% |
148 |
1.2% |
24% |
False |
False |
108,886 |
| 60 |
12,873 |
11,451 |
1,422 |
11.6% |
151 |
1.2% |
55% |
False |
False |
107,311 |
| 80 |
12,873 |
11,451 |
1,422 |
11.6% |
148 |
1.2% |
55% |
False |
False |
80,584 |
| 100 |
12,873 |
11,451 |
1,422 |
11.6% |
139 |
1.1% |
55% |
False |
False |
64,475 |
| 120 |
12,873 |
11,293 |
1,580 |
12.9% |
124 |
1.0% |
60% |
False |
False |
53,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,887 |
|
2.618 |
12,667 |
|
1.618 |
12,532 |
|
1.000 |
12,448 |
|
0.618 |
12,397 |
|
HIGH |
12,313 |
|
0.618 |
12,262 |
|
0.500 |
12,246 |
|
0.382 |
12,230 |
|
LOW |
12,178 |
|
0.618 |
12,095 |
|
1.000 |
12,043 |
|
1.618 |
11,960 |
|
2.618 |
11,825 |
|
4.250 |
11,604 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,246 |
12,385 |
| PP |
12,243 |
12,336 |
| S1 |
12,241 |
12,287 |
|