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 |
1,538.4 |
1,543.0 |
4.6 |
0.3% |
1,515.7 |
High |
1,554.3 |
1,547.5 |
-6.8 |
-0.4% |
1,542.0 |
Low |
1,533.3 |
1,523.8 |
-9.5 |
-0.6% |
1,508.4 |
Close |
1,545.8 |
1,535.3 |
-10.5 |
-0.7% |
1,539.9 |
Range |
21.0 |
23.7 |
2.7 |
12.9% |
33.6 |
ATR |
20.2 |
20.5 |
0.2 |
1.2% |
0.0 |
Volume |
3,338 |
3,331 |
-7 |
-0.2% |
26,120 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.6 |
1,594.7 |
1,548.3 |
|
R3 |
1,582.9 |
1,571.0 |
1,541.8 |
|
R2 |
1,559.2 |
1,559.2 |
1,539.6 |
|
R1 |
1,547.3 |
1,547.3 |
1,537.5 |
1,541.4 |
PP |
1,535.5 |
1,535.5 |
1,535.5 |
1,532.6 |
S1 |
1,523.6 |
1,523.6 |
1,533.1 |
1,517.7 |
S2 |
1,511.8 |
1,511.8 |
1,531.0 |
|
S3 |
1,488.1 |
1,499.9 |
1,528.8 |
|
S4 |
1,464.4 |
1,476.2 |
1,522.3 |
|
|
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 |
2.4% |
17.3 |
1.1% |
48% |
False |
False |
3,634 |
10 |
1,554.3 |
1,489.5 |
64.8 |
4.2% |
16.5 |
1.1% |
71% |
False |
False |
4,531 |
20 |
1,554.3 |
1,465.9 |
88.4 |
5.8% |
21.8 |
1.4% |
79% |
False |
False |
5,220 |
40 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.6 |
1.3% |
66% |
False |
False |
3,682 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
19.6 |
1.3% |
77% |
False |
False |
2,912 |
80 |
1,579.5 |
1,355.6 |
223.9 |
14.6% |
18.5 |
1.2% |
80% |
False |
False |
2,511 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.5 |
1.2% |
83% |
False |
False |
2,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.2 |
2.618 |
1,609.5 |
1.618 |
1,585.8 |
1.000 |
1,571.2 |
0.618 |
1,562.1 |
HIGH |
1,547.5 |
0.618 |
1,538.4 |
0.500 |
1,535.7 |
0.382 |
1,532.9 |
LOW |
1,523.8 |
0.618 |
1,509.2 |
1.000 |
1,500.1 |
1.618 |
1,485.5 |
2.618 |
1,461.8 |
4.250 |
1,423.1 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,535.7 |
1,539.1 |
PP |
1,535.5 |
1,537.8 |
S1 |
1,535.4 |
1,536.6 |
|