Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,544.2 |
1,536.1 |
-8.1 |
-0.5% |
1,536.7 |
High |
1,544.2 |
1,548.8 |
4.6 |
0.3% |
1,550.6 |
Low |
1,531.3 |
1,534.4 |
3.1 |
0.2% |
1,520.0 |
Close |
1,538.1 |
1,542.1 |
4.0 |
0.3% |
1,541.7 |
Range |
12.9 |
14.4 |
1.5 |
11.6% |
30.6 |
ATR |
19.7 |
19.4 |
-0.4 |
-1.9% |
0.0 |
Volume |
489 |
288 |
-201 |
-41.1% |
82,895 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.0 |
1,577.9 |
1,550.0 |
|
R3 |
1,570.6 |
1,563.5 |
1,546.1 |
|
R2 |
1,556.2 |
1,556.2 |
1,544.7 |
|
R1 |
1,549.1 |
1,549.1 |
1,543.4 |
1,552.7 |
PP |
1,541.8 |
1,541.8 |
1,541.8 |
1,543.5 |
S1 |
1,534.7 |
1,534.7 |
1,540.8 |
1,538.3 |
S2 |
1,527.4 |
1,527.4 |
1,539.5 |
|
S3 |
1,513.0 |
1,520.3 |
1,538.1 |
|
S4 |
1,498.6 |
1,505.9 |
1,534.2 |
|
|
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 |
1,525.0 |
28.9 |
1.9% |
14.5 |
0.9% |
59% |
False |
False |
1,148 |
10 |
1,553.9 |
1,514.6 |
39.3 |
2.5% |
16.3 |
1.1% |
70% |
False |
False |
33,609 |
20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
18.8 |
1.2% |
86% |
False |
False |
102,261 |
40 |
1,577.4 |
1,452.0 |
125.4 |
8.1% |
21.6 |
1.4% |
72% |
False |
False |
134,887 |
60 |
1,577.4 |
1,388.4 |
189.0 |
12.3% |
20.3 |
1.3% |
81% |
False |
False |
118,576 |
80 |
1,577.4 |
1,363.1 |
214.3 |
13.9% |
19.9 |
1.3% |
84% |
False |
False |
91,798 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.8 |
1.3% |
87% |
False |
False |
74,311 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.2 |
1.2% |
87% |
False |
False |
62,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.0 |
2.618 |
1,586.5 |
1.618 |
1,572.1 |
1.000 |
1,563.2 |
0.618 |
1,557.7 |
HIGH |
1,548.8 |
0.618 |
1,543.3 |
0.500 |
1,541.6 |
0.382 |
1,539.9 |
LOW |
1,534.4 |
0.618 |
1,525.5 |
1.000 |
1,520.0 |
1.618 |
1,511.1 |
2.618 |
1,496.7 |
4.250 |
1,473.2 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,541.9 |
1,541.6 |
PP |
1,541.8 |
1,541.1 |
S1 |
1,541.6 |
1,540.6 |
|