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 |
7,060.0 |
7,050.0 |
-10.0 |
-0.1% |
7,231.5 |
High |
7,092.0 |
7,192.5 |
100.5 |
1.4% |
7,347.5 |
Low |
6,992.5 |
7,035.5 |
43.0 |
0.6% |
7,023.0 |
Close |
7,042.5 |
7,177.0 |
134.5 |
1.9% |
7,116.0 |
Range |
99.5 |
157.0 |
57.5 |
57.8% |
324.5 |
ATR |
128.2 |
130.3 |
2.1 |
1.6% |
0.0 |
Volume |
152,028 |
142,408 |
-9,620 |
-6.3% |
582,846 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,606.0 |
7,548.5 |
7,263.4 |
|
R3 |
7,449.0 |
7,391.5 |
7,220.2 |
|
R2 |
7,292.0 |
7,292.0 |
7,205.8 |
|
R1 |
7,234.5 |
7,234.5 |
7,191.4 |
7,263.3 |
PP |
7,135.0 |
7,135.0 |
7,135.0 |
7,149.4 |
S1 |
7,077.5 |
7,077.5 |
7,162.6 |
7,106.3 |
S2 |
6,978.0 |
6,978.0 |
7,148.2 |
|
S3 |
6,821.0 |
6,920.5 |
7,133.8 |
|
S4 |
6,664.0 |
6,763.5 |
7,090.7 |
|
|
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 |
7,192.5 |
6,992.5 |
200.0 |
2.8% |
110.9 |
1.5% |
92% |
True |
False |
117,253 |
10 |
7,347.5 |
6,992.5 |
355.0 |
4.9% |
120.2 |
1.7% |
52% |
False |
False |
129,276 |
20 |
7,519.5 |
6,992.5 |
527.0 |
7.3% |
122.3 |
1.7% |
35% |
False |
False |
131,920 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.8% |
113.7 |
1.6% |
29% |
False |
False |
123,014 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
112.5 |
1.6% |
62% |
False |
False |
123,624 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
110.0 |
1.5% |
62% |
False |
False |
94,875 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
101.7 |
1.4% |
62% |
False |
False |
76,009 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
96.1 |
1.3% |
62% |
False |
False |
63,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,859.8 |
2.618 |
7,603.5 |
1.618 |
7,446.5 |
1.000 |
7,349.5 |
0.618 |
7,289.5 |
HIGH |
7,192.5 |
0.618 |
7,132.5 |
0.500 |
7,114.0 |
0.382 |
7,095.5 |
LOW |
7,035.5 |
0.618 |
6,938.5 |
1.000 |
6,878.5 |
1.618 |
6,781.5 |
2.618 |
6,624.5 |
4.250 |
6,368.3 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,156.0 |
7,148.8 |
PP |
7,135.0 |
7,120.7 |
S1 |
7,114.0 |
7,092.5 |
|