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 |
1,538.3 |
1,545.1 |
6.8 |
0.4% |
1,544.5 |
High |
1,550.8 |
1,546.5 |
-4.3 |
-0.3% |
1,555.0 |
Low |
1,534.0 |
1,526.7 |
-7.3 |
-0.5% |
1,526.7 |
Close |
1,542.7 |
1,529.2 |
-13.5 |
-0.9% |
1,529.2 |
Range |
16.8 |
19.8 |
3.0 |
17.9% |
28.3 |
ATR |
19.7 |
19.8 |
0.0 |
0.0% |
0.0 |
Volume |
102,120 |
122,111 |
19,991 |
19.6% |
529,874 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.5 |
1,581.2 |
1,540.1 |
|
R3 |
1,573.7 |
1,561.4 |
1,534.6 |
|
R2 |
1,553.9 |
1,553.9 |
1,532.8 |
|
R1 |
1,541.6 |
1,541.6 |
1,531.0 |
1,537.9 |
PP |
1,534.1 |
1,534.1 |
1,534.1 |
1,532.3 |
S1 |
1,521.8 |
1,521.8 |
1,527.4 |
1,518.1 |
S2 |
1,514.3 |
1,514.3 |
1,525.6 |
|
S3 |
1,494.5 |
1,502.0 |
1,523.8 |
|
S4 |
1,474.7 |
1,482.2 |
1,518.3 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.9 |
1,603.8 |
1,544.8 |
|
R3 |
1,593.6 |
1,575.5 |
1,537.0 |
|
R2 |
1,565.3 |
1,565.3 |
1,534.4 |
|
R1 |
1,547.2 |
1,547.2 |
1,531.8 |
1,542.1 |
PP |
1,537.0 |
1,537.0 |
1,537.0 |
1,534.4 |
S1 |
1,518.9 |
1,518.9 |
1,526.6 |
1,513.8 |
S2 |
1,508.7 |
1,508.7 |
1,524.0 |
|
S3 |
1,480.4 |
1,490.6 |
1,521.4 |
|
S4 |
1,452.1 |
1,462.3 |
1,513.6 |
|
|
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 |
1,526.7 |
28.3 |
1.9% |
16.0 |
1.0% |
9% |
False |
True |
105,974 |
10 |
1,555.0 |
1,520.0 |
35.0 |
2.3% |
17.8 |
1.2% |
26% |
False |
False |
120,756 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.4% |
18.5 |
1.2% |
69% |
False |
False |
84,990 |
40 |
1,577.7 |
1,454.7 |
123.0 |
8.0% |
21.5 |
1.4% |
61% |
False |
False |
46,847 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.6 |
1.3% |
74% |
False |
False |
32,267 |
80 |
1,577.7 |
1,374.5 |
203.2 |
13.3% |
18.6 |
1.2% |
76% |
False |
False |
24,554 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.3 |
1.2% |
82% |
False |
False |
19,913 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
17.3 |
1.1% |
82% |
False |
False |
16,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,630.7 |
2.618 |
1,598.3 |
1.618 |
1,578.5 |
1.000 |
1,566.3 |
0.618 |
1,558.7 |
HIGH |
1,546.5 |
0.618 |
1,538.9 |
0.500 |
1,536.6 |
0.382 |
1,534.3 |
LOW |
1,526.7 |
0.618 |
1,514.5 |
1.000 |
1,506.9 |
1.618 |
1,494.7 |
2.618 |
1,474.9 |
4.250 |
1,442.6 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,536.6 |
1,538.8 |
PP |
1,534.1 |
1,535.6 |
S1 |
1,531.7 |
1,532.4 |
|