Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,545.0 |
1,544.2 |
-0.8 |
-0.1% |
1,536.7 |
High |
1,549.9 |
1,544.2 |
-5.7 |
-0.4% |
1,550.6 |
Low |
1,537.2 |
1,531.3 |
-5.9 |
-0.4% |
1,520.0 |
Close |
1,543.3 |
1,538.1 |
-5.2 |
-0.3% |
1,541.7 |
Range |
12.7 |
12.9 |
0.2 |
1.6% |
30.6 |
ATR |
20.3 |
19.7 |
-0.5 |
-2.6% |
0.0 |
Volume |
2,530 |
489 |
-2,041 |
-80.7% |
82,895 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.6 |
1,570.2 |
1,545.2 |
|
R3 |
1,563.7 |
1,557.3 |
1,541.6 |
|
R2 |
1,550.8 |
1,550.8 |
1,540.5 |
|
R1 |
1,544.4 |
1,544.4 |
1,539.3 |
1,541.2 |
PP |
1,537.9 |
1,537.9 |
1,537.9 |
1,536.2 |
S1 |
1,531.5 |
1,531.5 |
1,536.9 |
1,528.3 |
S2 |
1,525.0 |
1,525.0 |
1,535.7 |
|
S3 |
1,512.1 |
1,518.6 |
1,534.6 |
|
S4 |
1,499.2 |
1,505.7 |
1,531.0 |
|
|
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% |
16.5 |
1.1% |
53% |
False |
False |
1,421 |
10 |
1,553.9 |
1,514.6 |
39.3 |
2.6% |
16.0 |
1.0% |
60% |
False |
False |
51,676 |
20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
19.6 |
1.3% |
81% |
False |
False |
111,703 |
40 |
1,577.4 |
1,445.0 |
132.4 |
8.6% |
21.8 |
1.4% |
70% |
False |
False |
139,198 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
20.8 |
1.4% |
80% |
False |
False |
118,999 |
80 |
1,577.4 |
1,356.0 |
221.4 |
14.4% |
19.9 |
1.3% |
82% |
False |
False |
91,840 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.9 |
1.3% |
85% |
False |
False |
74,362 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.2 |
1.3% |
85% |
False |
False |
62,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.0 |
2.618 |
1,578.0 |
1.618 |
1,565.1 |
1.000 |
1,557.1 |
0.618 |
1,552.2 |
HIGH |
1,544.2 |
0.618 |
1,539.3 |
0.500 |
1,537.8 |
0.382 |
1,536.2 |
LOW |
1,531.3 |
0.618 |
1,523.3 |
1.000 |
1,518.4 |
1.618 |
1,510.4 |
2.618 |
1,497.5 |
4.250 |
1,476.5 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,538.0 |
1,542.6 |
PP |
1,537.9 |
1,541.1 |
S1 |
1,537.8 |
1,539.6 |
|