Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,542.9 |
1,545.0 |
2.1 |
0.1% |
1,536.7 |
High |
1,553.9 |
1,549.9 |
-4.0 |
-0.3% |
1,550.6 |
Low |
1,542.0 |
1,537.2 |
-4.8 |
-0.3% |
1,520.0 |
Close |
1,546.5 |
1,543.3 |
-3.2 |
-0.2% |
1,541.7 |
Range |
11.9 |
12.7 |
0.8 |
6.7% |
30.6 |
ATR |
20.9 |
20.3 |
-0.6 |
-2.8% |
0.0 |
Volume |
691 |
2,530 |
1,839 |
266.1% |
82,895 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.6 |
1,575.1 |
1,550.3 |
|
R3 |
1,568.9 |
1,562.4 |
1,546.8 |
|
R2 |
1,556.2 |
1,556.2 |
1,545.6 |
|
R1 |
1,549.7 |
1,549.7 |
1,544.5 |
1,546.6 |
PP |
1,543.5 |
1,543.5 |
1,543.5 |
1,541.9 |
S1 |
1,537.0 |
1,537.0 |
1,542.1 |
1,533.9 |
S2 |
1,530.8 |
1,530.8 |
1,541.0 |
|
S3 |
1,518.1 |
1,524.3 |
1,539.8 |
|
S4 |
1,505.4 |
1,511.6 |
1,536.3 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.2 |
1,616.1 |
1,558.5 |
|
R3 |
1,598.6 |
1,585.5 |
1,550.1 |
|
R2 |
1,568.0 |
1,568.0 |
1,547.3 |
|
R1 |
1,554.9 |
1,554.9 |
1,544.5 |
1,561.5 |
PP |
1,537.4 |
1,537.4 |
1,537.4 |
1,540.7 |
S1 |
1,524.3 |
1,524.3 |
1,538.9 |
1,530.9 |
S2 |
1,506.8 |
1,506.8 |
1,536.1 |
|
S3 |
1,476.2 |
1,493.7 |
1,533.3 |
|
S4 |
1,445.6 |
1,463.1 |
1,524.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,553.9 |
1,520.0 |
33.9 |
2.2% |
18.1 |
1.2% |
69% |
False |
False |
1,879 |
10 |
1,553.9 |
1,513.2 |
40.7 |
2.6% |
16.3 |
1.1% |
74% |
False |
False |
72,411 |
20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
19.7 |
1.3% |
87% |
False |
False |
118,388 |
40 |
1,577.4 |
1,445.0 |
132.4 |
8.6% |
21.9 |
1.4% |
74% |
False |
False |
141,799 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.6% |
20.9 |
1.4% |
83% |
False |
False |
119,247 |
80 |
1,577.4 |
1,355.9 |
221.5 |
14.4% |
20.0 |
1.3% |
85% |
False |
False |
91,856 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
20.0 |
1.3% |
87% |
False |
False |
74,395 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.3 |
1.3% |
87% |
False |
False |
62,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.9 |
2.618 |
1,583.1 |
1.618 |
1,570.4 |
1.000 |
1,562.6 |
0.618 |
1,557.7 |
HIGH |
1,549.9 |
0.618 |
1,545.0 |
0.500 |
1,543.6 |
0.382 |
1,542.1 |
LOW |
1,537.2 |
0.618 |
1,529.4 |
1.000 |
1,524.5 |
1.618 |
1,516.7 |
2.618 |
1,504.0 |
4.250 |
1,483.2 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,543.6 |
1,542.0 |
PP |
1,543.5 |
1,540.7 |
S1 |
1,543.4 |
1,539.5 |
|