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 |
7,100.0 |
7,100.0 |
0.0 |
0.0% |
7,231.5 |
High |
7,148.5 |
7,128.5 |
-20.0 |
-0.3% |
7,347.5 |
Low |
7,023.0 |
7,042.0 |
19.0 |
0.3% |
7,023.0 |
Close |
7,116.0 |
7,042.0 |
-74.0 |
-1.0% |
7,116.0 |
Range |
125.5 |
86.5 |
-39.0 |
-31.1% |
324.5 |
ATR |
133.9 |
130.5 |
-3.4 |
-2.5% |
0.0 |
Volume |
153,518 |
8,055 |
-145,463 |
-94.8% |
582,846 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,330.3 |
7,272.7 |
7,089.6 |
|
R3 |
7,243.8 |
7,186.2 |
7,065.8 |
|
R2 |
7,157.3 |
7,157.3 |
7,057.9 |
|
R1 |
7,099.7 |
7,099.7 |
7,049.9 |
7,085.3 |
PP |
7,070.8 |
7,070.8 |
7,070.8 |
7,063.6 |
S1 |
7,013.2 |
7,013.2 |
7,034.1 |
6,998.8 |
S2 |
6,984.3 |
6,984.3 |
7,026.1 |
|
S3 |
6,897.8 |
6,926.7 |
7,018.2 |
|
S4 |
6,811.3 |
6,840.2 |
6,994.4 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,135.7 |
7,950.3 |
7,294.5 |
|
R3 |
7,811.2 |
7,625.8 |
7,205.2 |
|
R2 |
7,486.7 |
7,486.7 |
7,175.5 |
|
R1 |
7,301.3 |
7,301.3 |
7,145.7 |
7,231.8 |
PP |
7,162.2 |
7,162.2 |
7,162.2 |
7,127.4 |
S1 |
6,976.8 |
6,976.8 |
7,086.3 |
6,907.3 |
S2 |
6,837.7 |
6,837.7 |
7,056.5 |
|
S3 |
6,513.2 |
6,652.3 |
7,026.8 |
|
S4 |
6,188.7 |
6,327.8 |
6,937.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,347.5 |
7,023.0 |
324.5 |
4.6% |
127.1 |
1.8% |
6% |
False |
False |
118,180 |
10 |
7,347.5 |
7,023.0 |
324.5 |
4.6% |
118.3 |
1.7% |
6% |
False |
False |
129,850 |
20 |
7,579.5 |
7,023.0 |
556.5 |
7.9% |
123.3 |
1.8% |
3% |
False |
False |
130,867 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.7% |
110.3 |
1.6% |
5% |
False |
False |
120,813 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
110.7 |
1.6% |
51% |
False |
False |
118,454 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
108.6 |
1.5% |
51% |
False |
False |
89,607 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
99.8 |
1.4% |
51% |
False |
False |
71,771 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
94.3 |
1.3% |
51% |
False |
False |
60,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,496.1 |
2.618 |
7,355.0 |
1.618 |
7,268.5 |
1.000 |
7,215.0 |
0.618 |
7,182.0 |
HIGH |
7,128.5 |
0.618 |
7,095.5 |
0.500 |
7,085.3 |
0.382 |
7,075.0 |
LOW |
7,042.0 |
0.618 |
6,988.5 |
1.000 |
6,955.5 |
1.618 |
6,902.0 |
2.618 |
6,815.5 |
4.250 |
6,674.4 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,085.3 |
7,092.0 |
PP |
7,070.8 |
7,075.3 |
S1 |
7,056.4 |
7,058.7 |
|