Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,536.1 |
1,543.7 |
7.6 |
0.5% |
1,542.9 |
High |
1,548.8 |
1,543.9 |
-4.9 |
-0.3% |
1,553.9 |
Low |
1,534.4 |
1,526.4 |
-8.0 |
-0.5% |
1,526.4 |
Close |
1,542.1 |
1,528.6 |
-13.5 |
-0.9% |
1,528.6 |
Range |
14.4 |
17.5 |
3.1 |
21.5% |
27.5 |
ATR |
19.4 |
19.2 |
-0.1 |
-0.7% |
0.0 |
Volume |
288 |
626 |
338 |
117.4% |
4,624 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.5 |
1,574.5 |
1,538.2 |
|
R3 |
1,568.0 |
1,557.0 |
1,533.4 |
|
R2 |
1,550.5 |
1,550.5 |
1,531.8 |
|
R1 |
1,539.5 |
1,539.5 |
1,530.2 |
1,536.3 |
PP |
1,533.0 |
1,533.0 |
1,533.0 |
1,531.3 |
S1 |
1,522.0 |
1,522.0 |
1,527.0 |
1,518.8 |
S2 |
1,515.5 |
1,515.5 |
1,525.4 |
|
S3 |
1,498.0 |
1,504.5 |
1,523.8 |
|
S4 |
1,480.5 |
1,487.0 |
1,519.0 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.8 |
1,601.2 |
1,543.7 |
|
R3 |
1,591.3 |
1,573.7 |
1,536.2 |
|
R2 |
1,563.8 |
1,563.8 |
1,533.6 |
|
R1 |
1,546.2 |
1,546.2 |
1,531.1 |
1,541.3 |
PP |
1,536.3 |
1,536.3 |
1,536.3 |
1,533.8 |
S1 |
1,518.7 |
1,518.7 |
1,526.1 |
1,513.8 |
S2 |
1,508.8 |
1,508.8 |
1,523.6 |
|
S3 |
1,481.3 |
1,491.2 |
1,521.0 |
|
S4 |
1,453.8 |
1,463.7 |
1,513.5 |
|
|
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 |
1,526.4 |
27.5 |
1.8% |
13.9 |
0.9% |
8% |
False |
True |
924 |
10 |
1,553.9 |
1,518.4 |
35.5 |
2.3% |
16.4 |
1.1% |
29% |
False |
False |
15,938 |
20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
18.0 |
1.2% |
69% |
False |
False |
92,517 |
40 |
1,577.4 |
1,453.2 |
124.2 |
8.1% |
21.7 |
1.4% |
61% |
False |
False |
132,204 |
60 |
1,577.4 |
1,388.4 |
189.0 |
12.4% |
20.4 |
1.3% |
74% |
False |
False |
118,401 |
80 |
1,577.4 |
1,370.0 |
207.4 |
13.6% |
20.0 |
1.3% |
76% |
False |
False |
91,776 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.8 |
1.3% |
82% |
False |
False |
74,296 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.2 |
1.3% |
82% |
False |
False |
62,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,618.3 |
2.618 |
1,589.7 |
1.618 |
1,572.2 |
1.000 |
1,561.4 |
0.618 |
1,554.7 |
HIGH |
1,543.9 |
0.618 |
1,537.2 |
0.500 |
1,535.2 |
0.382 |
1,533.1 |
LOW |
1,526.4 |
0.618 |
1,515.6 |
1.000 |
1,508.9 |
1.618 |
1,498.1 |
2.618 |
1,480.6 |
4.250 |
1,452.0 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,535.2 |
1,537.6 |
PP |
1,533.0 |
1,534.6 |
S1 |
1,530.8 |
1,531.6 |
|