Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,535.0 |
1,544.5 |
9.5 |
0.6% |
1,538.1 |
High |
1,548.4 |
1,555.0 |
6.6 |
0.4% |
1,551.6 |
Low |
1,524.9 |
1,541.6 |
16.7 |
1.1% |
1,520.4 |
Close |
1,542.4 |
1,547.2 |
4.8 |
0.3% |
1,542.4 |
Range |
23.5 |
13.4 |
-10.1 |
-43.0% |
31.2 |
ATR |
21.3 |
20.8 |
-0.6 |
-2.7% |
0.0 |
Volume |
140,955 |
94,881 |
-46,074 |
-32.7% |
553,258 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.1 |
1,581.1 |
1,554.6 |
|
R3 |
1,574.7 |
1,567.7 |
1,550.9 |
|
R2 |
1,561.3 |
1,561.3 |
1,549.7 |
|
R1 |
1,554.3 |
1,554.3 |
1,548.4 |
1,557.8 |
PP |
1,547.9 |
1,547.9 |
1,547.9 |
1,549.7 |
S1 |
1,540.9 |
1,540.9 |
1,546.0 |
1,544.4 |
S2 |
1,534.5 |
1,534.5 |
1,544.7 |
|
S3 |
1,521.1 |
1,527.5 |
1,543.5 |
|
S4 |
1,507.7 |
1,514.1 |
1,539.8 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.7 |
1,618.3 |
1,559.6 |
|
R3 |
1,600.5 |
1,587.1 |
1,551.0 |
|
R2 |
1,569.3 |
1,569.3 |
1,548.1 |
|
R1 |
1,555.9 |
1,555.9 |
1,545.3 |
1,562.6 |
PP |
1,538.1 |
1,538.1 |
1,538.1 |
1,541.5 |
S1 |
1,524.7 |
1,524.7 |
1,539.5 |
1,531.4 |
S2 |
1,506.9 |
1,506.9 |
1,536.7 |
|
S3 |
1,475.7 |
1,493.5 |
1,533.8 |
|
S4 |
1,444.5 |
1,462.3 |
1,525.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,555.0 |
1,520.4 |
34.6 |
2.2% |
18.4 |
1.2% |
77% |
True |
False |
129,627 |
10 |
1,555.0 |
1,504.9 |
50.1 |
3.2% |
17.0 |
1.1% |
84% |
True |
False |
115,031 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.3% |
20.1 |
1.3% |
91% |
True |
False |
65,794 |
40 |
1,577.7 |
1,446.2 |
131.5 |
8.5% |
21.6 |
1.4% |
77% |
False |
False |
36,472 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.1% |
19.8 |
1.3% |
84% |
False |
False |
25,116 |
80 |
1,577.7 |
1,356.3 |
221.4 |
14.3% |
18.4 |
1.2% |
86% |
False |
False |
19,210 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
18.3 |
1.2% |
88% |
False |
False |
15,596 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
17.2 |
1.1% |
88% |
False |
False |
13,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,612.0 |
2.618 |
1,590.1 |
1.618 |
1,576.7 |
1.000 |
1,568.4 |
0.618 |
1,563.3 |
HIGH |
1,555.0 |
0.618 |
1,549.9 |
0.500 |
1,548.3 |
0.382 |
1,546.7 |
LOW |
1,541.6 |
0.618 |
1,533.3 |
1.000 |
1,528.2 |
1.618 |
1,519.9 |
2.618 |
1,506.5 |
4.250 |
1,484.7 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,548.3 |
1,544.0 |
PP |
1,547.9 |
1,540.9 |
S1 |
1,547.6 |
1,537.7 |
|