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 |
4,574.0 |
4,520.0 |
-54.0 |
-1.2% |
4,692.0 |
High |
4,579.0 |
4,560.0 |
-19.0 |
-0.4% |
4,741.0 |
Low |
4,519.0 |
4,520.0 |
1.0 |
0.0% |
4,579.0 |
Close |
4,540.0 |
4,553.0 |
13.0 |
0.3% |
4,580.0 |
Range |
60.0 |
40.0 |
-20.0 |
-33.3% |
162.0 |
ATR |
56.7 |
55.5 |
-1.2 |
-2.1% |
0.0 |
Volume |
37,486 |
29,916 |
-7,570 |
-20.2% |
146,919 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,664.3 |
4,648.7 |
4,575.0 |
|
R3 |
4,624.3 |
4,608.7 |
4,564.0 |
|
R2 |
4,584.3 |
4,584.3 |
4,560.3 |
|
R1 |
4,568.7 |
4,568.7 |
4,556.7 |
4,576.5 |
PP |
4,544.3 |
4,544.3 |
4,544.3 |
4,548.3 |
S1 |
4,528.7 |
4,528.7 |
4,549.3 |
4,536.5 |
S2 |
4,504.3 |
4,504.3 |
4,545.7 |
|
S3 |
4,464.3 |
4,488.7 |
4,542.0 |
|
S4 |
4,424.3 |
4,448.7 |
4,531.0 |
|
|
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 |
4,620.0 |
4,519.0 |
101.0 |
2.2% |
42.8 |
0.9% |
34% |
False |
False |
31,837 |
10 |
4,741.0 |
4,519.0 |
222.0 |
4.9% |
43.3 |
1.0% |
15% |
False |
False |
30,055 |
20 |
4,773.0 |
4,519.0 |
254.0 |
5.6% |
43.0 |
0.9% |
13% |
False |
False |
30,962 |
40 |
4,984.0 |
4,519.0 |
465.0 |
10.2% |
48.2 |
1.1% |
7% |
False |
False |
32,737 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.4% |
50.0 |
1.1% |
13% |
False |
False |
34,336 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.4% |
44.5 |
1.0% |
13% |
False |
False |
26,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,730.0 |
2.618 |
4,664.7 |
1.618 |
4,624.7 |
1.000 |
4,600.0 |
0.618 |
4,584.7 |
HIGH |
4,560.0 |
0.618 |
4,544.7 |
0.500 |
4,540.0 |
0.382 |
4,535.3 |
LOW |
4,520.0 |
0.618 |
4,495.3 |
1.000 |
4,480.0 |
1.618 |
4,455.3 |
2.618 |
4,415.3 |
4.250 |
4,350.0 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,548.7 |
4,552.0 |
PP |
4,544.3 |
4,551.0 |
S1 |
4,540.0 |
4,550.0 |
|