Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,540.0 |
1,538.4 |
-1.6 |
-0.1% |
1,515.7 |
High |
1,543.9 |
1,554.3 |
10.4 |
0.7% |
1,542.0 |
Low |
1,536.0 |
1,533.3 |
-2.7 |
-0.2% |
1,508.4 |
Close |
1,539.4 |
1,545.8 |
6.4 |
0.4% |
1,539.9 |
Range |
7.9 |
21.0 |
13.1 |
165.8% |
33.6 |
ATR |
20.2 |
20.2 |
0.1 |
0.3% |
0.0 |
Volume |
2,954 |
3,338 |
384 |
13.0% |
26,120 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.5 |
1,597.6 |
1,557.4 |
|
R3 |
1,586.5 |
1,576.6 |
1,551.6 |
|
R2 |
1,565.5 |
1,565.5 |
1,549.7 |
|
R1 |
1,555.6 |
1,555.6 |
1,547.7 |
1,560.6 |
PP |
1,544.5 |
1,544.5 |
1,544.5 |
1,546.9 |
S1 |
1,534.6 |
1,534.6 |
1,543.9 |
1,539.6 |
S2 |
1,523.5 |
1,523.5 |
1,542.0 |
|
S3 |
1,502.5 |
1,513.6 |
1,540.0 |
|
S4 |
1,481.5 |
1,492.6 |
1,534.3 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.9 |
1,619.0 |
1,558.4 |
|
R3 |
1,597.3 |
1,585.4 |
1,549.1 |
|
R2 |
1,563.7 |
1,563.7 |
1,546.1 |
|
R1 |
1,551.8 |
1,551.8 |
1,543.0 |
1,557.8 |
PP |
1,530.1 |
1,530.1 |
1,530.1 |
1,533.1 |
S1 |
1,518.2 |
1,518.2 |
1,536.8 |
1,524.2 |
S2 |
1,496.5 |
1,496.5 |
1,533.7 |
|
S3 |
1,462.9 |
1,484.6 |
1,530.7 |
|
S4 |
1,429.3 |
1,451.0 |
1,521.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,554.3 |
1,518.1 |
36.2 |
2.3% |
14.7 |
0.9% |
77% |
True |
False |
4,430 |
10 |
1,554.3 |
1,489.5 |
64.8 |
4.2% |
15.5 |
1.0% |
87% |
True |
False |
4,542 |
20 |
1,554.3 |
1,465.9 |
88.4 |
5.7% |
22.5 |
1.5% |
90% |
True |
False |
5,199 |
40 |
1,579.5 |
1,436.7 |
142.8 |
9.2% |
20.6 |
1.3% |
76% |
False |
False |
3,639 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.4% |
19.4 |
1.3% |
82% |
False |
False |
2,883 |
80 |
1,579.5 |
1,353.1 |
226.4 |
14.6% |
18.3 |
1.2% |
85% |
False |
False |
2,486 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.5 |
1.2% |
87% |
False |
False |
2,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,643.6 |
2.618 |
1,609.3 |
1.618 |
1,588.3 |
1.000 |
1,575.3 |
0.618 |
1,567.3 |
HIGH |
1,554.3 |
0.618 |
1,546.3 |
0.500 |
1,543.8 |
0.382 |
1,541.3 |
LOW |
1,533.3 |
0.618 |
1,520.3 |
1.000 |
1,512.3 |
1.618 |
1,499.3 |
2.618 |
1,478.3 |
4.250 |
1,444.1 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,545.1 |
1,543.6 |
PP |
1,544.5 |
1,541.4 |
S1 |
1,543.8 |
1,539.2 |
|