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 |
1,544.5 |
1,545.0 |
0.5 |
0.0% |
1,538.1 |
High |
1,555.0 |
1,551.4 |
-3.6 |
-0.2% |
1,551.6 |
Low |
1,541.6 |
1,537.0 |
-4.6 |
-0.3% |
1,520.4 |
Close |
1,547.2 |
1,544.0 |
-3.2 |
-0.2% |
1,542.4 |
Range |
13.4 |
14.4 |
1.0 |
7.5% |
31.2 |
ATR |
20.8 |
20.3 |
-0.5 |
-2.2% |
0.0 |
Volume |
94,881 |
104,206 |
9,325 |
9.8% |
553,258 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.3 |
1,580.1 |
1,551.9 |
|
R3 |
1,572.9 |
1,565.7 |
1,548.0 |
|
R2 |
1,558.5 |
1,558.5 |
1,546.6 |
|
R1 |
1,551.3 |
1,551.3 |
1,545.3 |
1,547.7 |
PP |
1,544.1 |
1,544.1 |
1,544.1 |
1,542.4 |
S1 |
1,536.9 |
1,536.9 |
1,542.7 |
1,533.3 |
S2 |
1,529.7 |
1,529.7 |
1,541.4 |
|
S3 |
1,515.3 |
1,522.5 |
1,540.0 |
|
S4 |
1,500.9 |
1,508.1 |
1,536.1 |
|
|
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% |
19.5 |
1.3% |
68% |
False |
False |
122,846 |
10 |
1,555.0 |
1,514.2 |
40.8 |
2.6% |
16.9 |
1.1% |
73% |
False |
False |
120,530 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.3% |
19.7 |
1.3% |
87% |
False |
False |
70,202 |
40 |
1,577.7 |
1,446.2 |
131.5 |
8.5% |
21.5 |
1.4% |
74% |
False |
False |
38,881 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.8 |
1.3% |
82% |
False |
False |
26,811 |
80 |
1,577.7 |
1,357.5 |
220.2 |
14.3% |
18.4 |
1.2% |
85% |
False |
False |
20,485 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.3 |
1.2% |
87% |
False |
False |
16,633 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.2 |
1.1% |
87% |
False |
False |
13,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,612.6 |
2.618 |
1,589.1 |
1.618 |
1,574.7 |
1.000 |
1,565.8 |
0.618 |
1,560.3 |
HIGH |
1,551.4 |
0.618 |
1,545.9 |
0.500 |
1,544.2 |
0.382 |
1,542.5 |
LOW |
1,537.0 |
0.618 |
1,528.1 |
1.000 |
1,522.6 |
1.618 |
1,513.7 |
2.618 |
1,499.3 |
4.250 |
1,475.8 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,544.2 |
1,542.7 |
PP |
1,544.1 |
1,541.3 |
S1 |
1,544.1 |
1,540.0 |
|