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 |
7,066.0 |
7,060.0 |
-6.0 |
-0.1% |
7,231.5 |
High |
7,152.0 |
7,092.0 |
-60.0 |
-0.8% |
7,347.5 |
Low |
7,066.0 |
6,992.5 |
-73.5 |
-1.0% |
7,023.0 |
Close |
7,110.0 |
7,042.5 |
-67.5 |
-0.9% |
7,116.0 |
Range |
86.0 |
99.5 |
13.5 |
15.7% |
324.5 |
ATR |
129.0 |
128.2 |
-0.8 |
-0.6% |
0.0 |
Volume |
130,260 |
152,028 |
21,768 |
16.7% |
582,846 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,340.8 |
7,291.2 |
7,097.2 |
|
R3 |
7,241.3 |
7,191.7 |
7,069.9 |
|
R2 |
7,141.8 |
7,141.8 |
7,060.7 |
|
R1 |
7,092.2 |
7,092.2 |
7,051.6 |
7,067.3 |
PP |
7,042.3 |
7,042.3 |
7,042.3 |
7,029.9 |
S1 |
6,992.7 |
6,992.7 |
7,033.4 |
6,967.8 |
S2 |
6,942.8 |
6,942.8 |
7,024.3 |
|
S3 |
6,843.3 |
6,893.2 |
7,015.1 |
|
S4 |
6,743.8 |
6,793.7 |
6,987.8 |
|
|
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 |
7,161.0 |
6,992.5 |
168.5 |
2.4% |
97.8 |
1.4% |
30% |
False |
True |
117,552 |
10 |
7,347.5 |
6,992.5 |
355.0 |
5.0% |
118.5 |
1.7% |
14% |
False |
True |
129,587 |
20 |
7,579.5 |
6,992.5 |
587.0 |
8.3% |
121.0 |
1.7% |
9% |
False |
True |
131,560 |
40 |
7,624.0 |
6,992.5 |
631.5 |
9.0% |
111.6 |
1.6% |
8% |
False |
True |
122,179 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
111.6 |
1.6% |
51% |
False |
False |
122,762 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
108.5 |
1.5% |
51% |
False |
False |
93,098 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
100.5 |
1.4% |
51% |
False |
False |
74,587 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.9% |
95.1 |
1.4% |
51% |
False |
False |
62,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,514.9 |
2.618 |
7,352.5 |
1.618 |
7,253.0 |
1.000 |
7,191.5 |
0.618 |
7,153.5 |
HIGH |
7,092.0 |
0.618 |
7,054.0 |
0.500 |
7,042.3 |
0.382 |
7,030.5 |
LOW |
6,992.5 |
0.618 |
6,931.0 |
1.000 |
6,893.0 |
1.618 |
6,831.5 |
2.618 |
6,732.0 |
4.250 |
6,569.6 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,042.4 |
7,072.3 |
PP |
7,042.3 |
7,062.3 |
S1 |
7,042.3 |
7,052.4 |
|