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 |
1,312.25 |
1,298.75 |
-13.50 |
-1.0% |
1,329.75 |
High |
1,313.50 |
1,299.00 |
-14.50 |
-1.1% |
1,347.75 |
Low |
1,294.50 |
1,283.25 |
-11.25 |
-0.9% |
1,294.50 |
Close |
1,296.25 |
1,285.00 |
-11.25 |
-0.9% |
1,296.25 |
Range |
19.00 |
15.75 |
-3.25 |
-17.1% |
53.25 |
ATR |
17.42 |
17.30 |
-0.12 |
-0.7% |
0.00 |
Volume |
2,665,742 |
2,184,714 |
-481,028 |
-18.0% |
8,952,401 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.25 |
1,326.50 |
1,293.75 |
|
R3 |
1,320.50 |
1,310.75 |
1,289.25 |
|
R2 |
1,304.75 |
1,304.75 |
1,288.00 |
|
R1 |
1,295.00 |
1,295.00 |
1,286.50 |
1,292.00 |
PP |
1,289.00 |
1,289.00 |
1,289.00 |
1,287.50 |
S1 |
1,279.25 |
1,279.25 |
1,283.50 |
1,276.25 |
S2 |
1,273.25 |
1,273.25 |
1,282.00 |
|
S3 |
1,257.50 |
1,263.50 |
1,280.75 |
|
S4 |
1,241.75 |
1,247.75 |
1,276.25 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.50 |
1,437.75 |
1,325.50 |
|
R3 |
1,419.25 |
1,384.50 |
1,311.00 |
|
R2 |
1,366.00 |
1,366.00 |
1,306.00 |
|
R1 |
1,331.25 |
1,331.25 |
1,301.25 |
1,322.00 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,308.25 |
S1 |
1,278.00 |
1,278.00 |
1,291.25 |
1,268.75 |
S2 |
1,259.50 |
1,259.50 |
1,286.50 |
|
S3 |
1,206.25 |
1,224.75 |
1,281.50 |
|
S4 |
1,153.00 |
1,171.50 |
1,267.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.75 |
1,283.25 |
64.50 |
5.0% |
20.50 |
1.6% |
3% |
False |
True |
2,227,423 |
10 |
1,347.75 |
1,283.25 |
64.50 |
5.0% |
17.50 |
1.4% |
3% |
False |
True |
2,082,080 |
20 |
1,358.25 |
1,283.25 |
75.00 |
5.8% |
17.50 |
1.4% |
2% |
False |
True |
2,044,241 |
40 |
1,373.50 |
1,283.25 |
90.25 |
7.0% |
16.75 |
1.3% |
2% |
False |
True |
1,929,638 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.25 |
1.3% |
33% |
False |
False |
1,964,056 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.50 |
1.4% |
33% |
False |
False |
1,503,602 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
16.75 |
1.3% |
33% |
False |
False |
1,203,162 |
120 |
1,373.50 |
1,224.00 |
149.50 |
11.6% |
15.50 |
1.2% |
41% |
False |
False |
1,002,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.00 |
2.618 |
1,340.25 |
1.618 |
1,324.50 |
1.000 |
1,314.75 |
0.618 |
1,308.75 |
HIGH |
1,299.00 |
0.618 |
1,293.00 |
0.500 |
1,291.00 |
0.382 |
1,289.25 |
LOW |
1,283.25 |
0.618 |
1,273.50 |
1.000 |
1,267.50 |
1.618 |
1,257.75 |
2.618 |
1,242.00 |
4.250 |
1,216.25 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,291.00 |
1,300.50 |
PP |
1,289.00 |
1,295.25 |
S1 |
1,287.00 |
1,290.25 |
|