Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,298.75 |
1,285.25 |
-13.50 |
-1.0% |
1,329.75 |
High |
1,299.00 |
1,295.50 |
-3.50 |
-0.3% |
1,347.75 |
Low |
1,283.25 |
1,282.50 |
-0.75 |
-0.1% |
1,294.50 |
Close |
1,285.00 |
1,284.75 |
-0.25 |
0.0% |
1,296.25 |
Range |
15.75 |
13.00 |
-2.75 |
-17.5% |
53.25 |
ATR |
17.30 |
16.99 |
-0.31 |
-1.8% |
0.00 |
Volume |
2,184,714 |
2,060,287 |
-124,427 |
-5.7% |
8,952,401 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.50 |
1,318.75 |
1,292.00 |
|
R3 |
1,313.50 |
1,305.75 |
1,288.25 |
|
R2 |
1,300.50 |
1,300.50 |
1,287.25 |
|
R1 |
1,292.75 |
1,292.75 |
1,286.00 |
1,290.00 |
PP |
1,287.50 |
1,287.50 |
1,287.50 |
1,286.25 |
S1 |
1,279.75 |
1,279.75 |
1,283.50 |
1,277.00 |
S2 |
1,274.50 |
1,274.50 |
1,282.25 |
|
S3 |
1,261.50 |
1,266.75 |
1,281.25 |
|
S4 |
1,248.50 |
1,253.75 |
1,277.50 |
|
|
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 |
1,282.50 |
65.25 |
5.1% |
19.50 |
1.5% |
3% |
False |
True |
2,360,820 |
10 |
1,347.75 |
1,282.50 |
65.25 |
5.1% |
17.25 |
1.3% |
3% |
False |
True |
2,083,091 |
20 |
1,358.25 |
1,282.50 |
75.75 |
5.9% |
17.50 |
1.4% |
3% |
False |
True |
2,063,983 |
40 |
1,373.50 |
1,282.50 |
91.00 |
7.1% |
16.50 |
1.3% |
2% |
False |
True |
1,934,711 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.00 |
1.3% |
33% |
False |
False |
1,961,966 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.50 |
1.4% |
33% |
False |
False |
1,529,347 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
16.75 |
1.3% |
33% |
False |
False |
1,223,751 |
120 |
1,373.50 |
1,224.00 |
149.50 |
11.6% |
15.50 |
1.2% |
41% |
False |
False |
1,019,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.75 |
2.618 |
1,329.50 |
1.618 |
1,316.50 |
1.000 |
1,308.50 |
0.618 |
1,303.50 |
HIGH |
1,295.50 |
0.618 |
1,290.50 |
0.500 |
1,289.00 |
0.382 |
1,287.50 |
LOW |
1,282.50 |
0.618 |
1,274.50 |
1.000 |
1,269.50 |
1.618 |
1,261.50 |
2.618 |
1,248.50 |
4.250 |
1,227.25 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,289.00 |
1,298.00 |
PP |
1,287.50 |
1,293.50 |
S1 |
1,286.25 |
1,289.25 |
|