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 |
4,607.0 |
4,546.0 |
-61.0 |
-1.3% |
4,692.0 |
High |
4,620.0 |
4,576.0 |
-44.0 |
-1.0% |
4,741.0 |
Low |
4,579.0 |
4,546.0 |
-33.0 |
-0.7% |
4,579.0 |
Close |
4,580.0 |
4,568.0 |
-12.0 |
-0.3% |
4,580.0 |
Range |
41.0 |
30.0 |
-11.0 |
-26.8% |
162.0 |
ATR |
59.3 |
57.5 |
-1.8 |
-3.0% |
0.0 |
Volume |
30,739 |
27,433 |
-3,306 |
-10.8% |
146,919 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,653.3 |
4,640.7 |
4,584.5 |
|
R3 |
4,623.3 |
4,610.7 |
4,576.3 |
|
R2 |
4,593.3 |
4,593.3 |
4,573.5 |
|
R1 |
4,580.7 |
4,580.7 |
4,570.8 |
4,587.0 |
PP |
4,563.3 |
4,563.3 |
4,563.3 |
4,566.5 |
S1 |
4,550.7 |
4,550.7 |
4,565.3 |
4,557.0 |
S2 |
4,533.3 |
4,533.3 |
4,562.5 |
|
S3 |
4,503.3 |
4,520.7 |
4,559.8 |
|
S4 |
4,473.3 |
4,490.7 |
4,551.5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,119.3 |
5,011.7 |
4,669.1 |
|
R3 |
4,957.3 |
4,849.7 |
4,624.6 |
|
R2 |
4,795.3 |
4,795.3 |
4,609.7 |
|
R1 |
4,687.7 |
4,687.7 |
4,594.9 |
4,660.5 |
PP |
4,633.3 |
4,633.3 |
4,633.3 |
4,619.8 |
S1 |
4,525.7 |
4,525.7 |
4,565.2 |
4,498.5 |
S2 |
4,471.3 |
4,471.3 |
4,550.3 |
|
S3 |
4,309.3 |
4,363.7 |
4,535.5 |
|
S4 |
4,147.3 |
4,201.7 |
4,490.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,741.0 |
4,546.0 |
195.0 |
4.3% |
43.2 |
0.9% |
11% |
False |
True |
31,066 |
10 |
4,741.0 |
4,546.0 |
195.0 |
4.3% |
44.4 |
1.0% |
11% |
False |
True |
31,264 |
20 |
4,786.0 |
4,546.0 |
240.0 |
5.3% |
43.4 |
1.0% |
9% |
False |
True |
30,869 |
40 |
5,001.0 |
4,546.0 |
455.0 |
10.0% |
47.8 |
1.0% |
5% |
False |
True |
32,497 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
50.9 |
1.1% |
16% |
False |
False |
33,632 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
43.0 |
0.9% |
16% |
False |
False |
25,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,703.5 |
2.618 |
4,654.5 |
1.618 |
4,624.5 |
1.000 |
4,606.0 |
0.618 |
4,594.5 |
HIGH |
4,576.0 |
0.618 |
4,564.5 |
0.500 |
4,561.0 |
0.382 |
4,557.5 |
LOW |
4,546.0 |
0.618 |
4,527.5 |
1.000 |
4,516.0 |
1.618 |
4,497.5 |
2.618 |
4,467.5 |
4.250 |
4,418.5 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,565.7 |
4,594.5 |
PP |
4,563.3 |
4,585.7 |
S1 |
4,561.0 |
4,576.8 |
|