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 |
4,542.0 |
4,574.0 |
32.0 |
0.7% |
4,692.0 |
High |
4,581.0 |
4,579.0 |
-2.0 |
0.0% |
4,741.0 |
Low |
4,538.0 |
4,519.0 |
-19.0 |
-0.4% |
4,579.0 |
Close |
4,565.0 |
4,540.0 |
-25.0 |
-0.5% |
4,580.0 |
Range |
43.0 |
60.0 |
17.0 |
39.5% |
162.0 |
ATR |
56.5 |
56.7 |
0.3 |
0.4% |
0.0 |
Volume |
33,611 |
37,486 |
3,875 |
11.5% |
146,919 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.0 |
4,693.0 |
4,573.0 |
|
R3 |
4,666.0 |
4,633.0 |
4,556.5 |
|
R2 |
4,606.0 |
4,606.0 |
4,551.0 |
|
R1 |
4,573.0 |
4,573.0 |
4,545.5 |
4,559.5 |
PP |
4,546.0 |
4,546.0 |
4,546.0 |
4,539.3 |
S1 |
4,513.0 |
4,513.0 |
4,534.5 |
4,499.5 |
S2 |
4,486.0 |
4,486.0 |
4,529.0 |
|
S3 |
4,426.0 |
4,453.0 |
4,523.5 |
|
S4 |
4,366.0 |
4,393.0 |
4,507.0 |
|
|
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 |
4,643.0 |
4,519.0 |
124.0 |
2.7% |
44.0 |
1.0% |
17% |
False |
True |
33,774 |
10 |
4,741.0 |
4,519.0 |
222.0 |
4.9% |
44.8 |
1.0% |
9% |
False |
True |
30,160 |
20 |
4,773.0 |
4,519.0 |
254.0 |
5.6% |
43.2 |
1.0% |
8% |
False |
True |
31,264 |
40 |
5,001.0 |
4,519.0 |
482.0 |
10.6% |
48.3 |
1.1% |
4% |
False |
True |
32,874 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.4% |
50.5 |
1.1% |
11% |
False |
False |
34,691 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.4% |
44.3 |
1.0% |
11% |
False |
False |
26,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.0 |
2.618 |
4,736.1 |
1.618 |
4,676.1 |
1.000 |
4,639.0 |
0.618 |
4,616.1 |
HIGH |
4,579.0 |
0.618 |
4,556.1 |
0.500 |
4,549.0 |
0.382 |
4,541.9 |
LOW |
4,519.0 |
0.618 |
4,481.9 |
1.000 |
4,459.0 |
1.618 |
4,421.9 |
2.618 |
4,361.9 |
4.250 |
4,264.0 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,549.0 |
4,550.0 |
PP |
4,546.0 |
4,546.7 |
S1 |
4,543.0 |
4,543.3 |
|