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 |
1,545.0 |
0.0 |
0.0% |
1,538.1 |
High |
1,551.4 |
1,547.4 |
-4.0 |
-0.3% |
1,551.6 |
Low |
1,537.0 |
1,531.8 |
-5.2 |
-0.3% |
1,520.4 |
Close |
1,544.0 |
1,538.7 |
-5.3 |
-0.3% |
1,542.4 |
Range |
14.4 |
15.6 |
1.2 |
8.3% |
31.2 |
ATR |
20.3 |
20.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
104,206 |
106,556 |
2,350 |
2.3% |
553,258 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.1 |
1,578.0 |
1,547.3 |
|
R3 |
1,570.5 |
1,562.4 |
1,543.0 |
|
R2 |
1,554.9 |
1,554.9 |
1,541.6 |
|
R1 |
1,546.8 |
1,546.8 |
1,540.1 |
1,543.1 |
PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,537.4 |
S1 |
1,531.2 |
1,531.2 |
1,537.3 |
1,527.5 |
S2 |
1,523.7 |
1,523.7 |
1,535.8 |
|
S3 |
1,508.1 |
1,515.6 |
1,534.4 |
|
S4 |
1,492.5 |
1,500.0 |
1,530.1 |
|
|
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% |
18.4 |
1.2% |
53% |
False |
False |
116,657 |
10 |
1,555.0 |
1,515.6 |
39.4 |
2.6% |
16.9 |
1.1% |
59% |
False |
False |
120,857 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.4% |
19.8 |
1.3% |
80% |
False |
False |
74,826 |
40 |
1,577.7 |
1,446.2 |
131.5 |
8.5% |
21.4 |
1.4% |
70% |
False |
False |
41,501 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.9 |
1.3% |
79% |
False |
False |
28,575 |
80 |
1,577.7 |
1,358.0 |
219.7 |
14.3% |
18.4 |
1.2% |
82% |
False |
False |
21,802 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.3 |
1.2% |
85% |
False |
False |
17,693 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.2 |
1.1% |
85% |
False |
False |
14,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,613.7 |
2.618 |
1,588.2 |
1.618 |
1,572.6 |
1.000 |
1,563.0 |
0.618 |
1,557.0 |
HIGH |
1,547.4 |
0.618 |
1,541.4 |
0.500 |
1,539.6 |
0.382 |
1,537.8 |
LOW |
1,531.8 |
0.618 |
1,522.2 |
1.000 |
1,516.2 |
1.618 |
1,506.6 |
2.618 |
1,491.0 |
4.250 |
1,465.5 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,539.6 |
1,543.4 |
PP |
1,539.3 |
1,541.8 |
S1 |
1,539.0 |
1,540.3 |
|