Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,050.0 |
7,147.0 |
97.0 |
1.4% |
7,100.0 |
High |
7,192.5 |
7,185.0 |
-7.5 |
-0.1% |
7,192.5 |
Low |
7,035.5 |
7,046.0 |
10.5 |
0.1% |
6,992.5 |
Close |
7,177.0 |
7,073.0 |
-104.0 |
-1.4% |
7,073.0 |
Range |
157.0 |
139.0 |
-18.0 |
-11.5% |
200.0 |
ATR |
130.3 |
130.9 |
0.6 |
0.5% |
0.0 |
Volume |
142,408 |
150,048 |
7,640 |
5.4% |
582,799 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,518.3 |
7,434.7 |
7,149.5 |
|
R3 |
7,379.3 |
7,295.7 |
7,111.2 |
|
R2 |
7,240.3 |
7,240.3 |
7,098.5 |
|
R1 |
7,156.7 |
7,156.7 |
7,085.7 |
7,129.0 |
PP |
7,101.3 |
7,101.3 |
7,101.3 |
7,087.5 |
S1 |
7,017.7 |
7,017.7 |
7,060.3 |
6,990.0 |
S2 |
6,962.3 |
6,962.3 |
7,047.5 |
|
S3 |
6,823.3 |
6,878.7 |
7,034.8 |
|
S4 |
6,684.3 |
6,739.7 |
6,996.6 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,686.0 |
7,579.5 |
7,183.0 |
|
R3 |
7,486.0 |
7,379.5 |
7,128.0 |
|
R2 |
7,286.0 |
7,286.0 |
7,109.7 |
|
R1 |
7,179.5 |
7,179.5 |
7,091.3 |
7,132.8 |
PP |
7,086.0 |
7,086.0 |
7,086.0 |
7,062.6 |
S1 |
6,979.5 |
6,979.5 |
7,054.7 |
6,932.8 |
S2 |
6,886.0 |
6,886.0 |
7,036.3 |
|
S3 |
6,686.0 |
6,779.5 |
7,018.0 |
|
S4 |
6,486.0 |
6,579.5 |
6,963.0 |
|
|
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% |
113.6 |
1.6% |
40% |
False |
False |
116,559 |
10 |
7,347.5 |
6,992.5 |
355.0 |
5.0% |
121.1 |
1.7% |
23% |
False |
False |
128,639 |
20 |
7,519.5 |
6,992.5 |
527.0 |
7.5% |
122.4 |
1.7% |
15% |
False |
False |
131,236 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.9% |
114.9 |
1.6% |
13% |
False |
False |
123,104 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
110.9 |
1.6% |
54% |
False |
False |
124,382 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
111.2 |
1.6% |
54% |
False |
False |
96,746 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
102.4 |
1.4% |
54% |
False |
False |
77,508 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
96.8 |
1.4% |
54% |
False |
False |
64,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,775.8 |
2.618 |
7,548.9 |
1.618 |
7,409.9 |
1.000 |
7,324.0 |
0.618 |
7,270.9 |
HIGH |
7,185.0 |
0.618 |
7,131.9 |
0.500 |
7,115.5 |
0.382 |
7,099.1 |
LOW |
7,046.0 |
0.618 |
6,960.1 |
1.000 |
6,907.0 |
1.618 |
6,821.1 |
2.618 |
6,682.1 |
4.250 |
6,455.3 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,115.5 |
7,092.5 |
PP |
7,101.3 |
7,086.0 |
S1 |
7,087.2 |
7,079.5 |
|