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 |
1,545.0 |
1,538.3 |
-6.7 |
-0.4% |
1,538.1 |
High |
1,547.4 |
1,550.8 |
3.4 |
0.2% |
1,551.6 |
Low |
1,531.8 |
1,534.0 |
2.2 |
0.1% |
1,520.4 |
Close |
1,538.7 |
1,542.7 |
4.0 |
0.3% |
1,542.4 |
Range |
15.6 |
16.8 |
1.2 |
7.7% |
31.2 |
ATR |
20.0 |
19.7 |
-0.2 |
-1.1% |
0.0 |
Volume |
106,556 |
102,120 |
-4,436 |
-4.2% |
553,258 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.9 |
1,584.6 |
1,551.9 |
|
R3 |
1,576.1 |
1,567.8 |
1,547.3 |
|
R2 |
1,559.3 |
1,559.3 |
1,545.8 |
|
R1 |
1,551.0 |
1,551.0 |
1,544.2 |
1,555.2 |
PP |
1,542.5 |
1,542.5 |
1,542.5 |
1,544.6 |
S1 |
1,534.2 |
1,534.2 |
1,541.2 |
1,538.4 |
S2 |
1,525.7 |
1,525.7 |
1,539.6 |
|
S3 |
1,508.9 |
1,517.4 |
1,538.1 |
|
S4 |
1,492.1 |
1,500.6 |
1,533.5 |
|
|
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 |
1,524.9 |
30.1 |
2.0% |
16.7 |
1.1% |
59% |
False |
False |
109,743 |
10 |
1,555.0 |
1,515.6 |
39.4 |
2.6% |
17.5 |
1.1% |
69% |
False |
False |
121,482 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.3% |
19.1 |
1.2% |
85% |
False |
False |
79,410 |
40 |
1,577.7 |
1,453.5 |
124.2 |
8.1% |
21.3 |
1.4% |
72% |
False |
False |
43,847 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.5 |
1.3% |
81% |
False |
False |
30,237 |
80 |
1,577.7 |
1,368.8 |
208.9 |
13.5% |
18.5 |
1.2% |
83% |
False |
False |
23,042 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.2 |
1.2% |
87% |
False |
False |
18,704 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.1 |
1.1% |
87% |
False |
False |
15,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.2 |
2.618 |
1,594.8 |
1.618 |
1,578.0 |
1.000 |
1,567.6 |
0.618 |
1,561.2 |
HIGH |
1,550.8 |
0.618 |
1,544.4 |
0.500 |
1,542.4 |
0.382 |
1,540.4 |
LOW |
1,534.0 |
0.618 |
1,523.6 |
1.000 |
1,517.2 |
1.618 |
1,506.8 |
2.618 |
1,490.0 |
4.250 |
1,462.6 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,542.6 |
1,542.3 |
PP |
1,542.5 |
1,542.0 |
S1 |
1,542.4 |
1,541.6 |
|