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 |
4,546.0 |
4,542.0 |
-4.0 |
-0.1% |
4,692.0 |
High |
4,576.0 |
4,581.0 |
5.0 |
0.1% |
4,741.0 |
Low |
4,546.0 |
4,538.0 |
-8.0 |
-0.2% |
4,579.0 |
Close |
4,568.0 |
4,565.0 |
-3.0 |
-0.1% |
4,580.0 |
Range |
30.0 |
43.0 |
13.0 |
43.3% |
162.0 |
ATR |
57.5 |
56.5 |
-1.0 |
-1.8% |
0.0 |
Volume |
27,433 |
33,611 |
6,178 |
22.5% |
146,919 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,690.3 |
4,670.7 |
4,588.7 |
|
R3 |
4,647.3 |
4,627.7 |
4,576.8 |
|
R2 |
4,604.3 |
4,604.3 |
4,572.9 |
|
R1 |
4,584.7 |
4,584.7 |
4,568.9 |
4,594.5 |
PP |
4,561.3 |
4,561.3 |
4,561.3 |
4,566.3 |
S1 |
4,541.7 |
4,541.7 |
4,561.1 |
4,551.5 |
S2 |
4,518.3 |
4,518.3 |
4,557.1 |
|
S3 |
4,475.3 |
4,498.7 |
4,553.2 |
|
S4 |
4,432.3 |
4,455.7 |
4,541.4 |
|
|
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 |
4,538.0 |
203.0 |
4.4% |
41.4 |
0.9% |
13% |
False |
True |
32,146 |
10 |
4,741.0 |
4,538.0 |
203.0 |
4.4% |
43.9 |
1.0% |
13% |
False |
True |
30,421 |
20 |
4,786.0 |
4,538.0 |
248.0 |
5.4% |
42.1 |
0.9% |
11% |
False |
True |
30,914 |
40 |
5,001.0 |
4,538.0 |
463.0 |
10.1% |
48.0 |
1.1% |
6% |
False |
True |
32,705 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
50.2 |
1.1% |
16% |
False |
False |
34,139 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
43.5 |
1.0% |
16% |
False |
False |
25,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,763.8 |
2.618 |
4,693.6 |
1.618 |
4,650.6 |
1.000 |
4,624.0 |
0.618 |
4,607.6 |
HIGH |
4,581.0 |
0.618 |
4,564.6 |
0.500 |
4,559.5 |
0.382 |
4,554.4 |
LOW |
4,538.0 |
0.618 |
4,511.4 |
1.000 |
4,495.0 |
1.618 |
4,468.4 |
2.618 |
4,425.4 |
4.250 |
4,355.3 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,563.2 |
4,579.0 |
PP |
4,561.3 |
4,574.3 |
S1 |
4,559.5 |
4,569.7 |
|