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 |
1,285.25 |
1,285.00 |
-0.25 |
0.0% |
1,329.75 |
High |
1,295.50 |
1,287.75 |
-7.75 |
-0.6% |
1,347.75 |
Low |
1,282.50 |
1,276.25 |
-6.25 |
-0.5% |
1,294.50 |
Close |
1,284.75 |
1,277.00 |
-7.75 |
-0.6% |
1,296.25 |
Range |
13.00 |
11.50 |
-1.50 |
-11.5% |
53.25 |
ATR |
16.99 |
16.60 |
-0.39 |
-2.3% |
0.00 |
Volume |
2,060,287 |
2,686,130 |
625,843 |
30.4% |
8,952,401 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.75 |
1,307.50 |
1,283.25 |
|
R3 |
1,303.25 |
1,296.00 |
1,280.25 |
|
R2 |
1,291.75 |
1,291.75 |
1,279.00 |
|
R1 |
1,284.50 |
1,284.50 |
1,278.00 |
1,282.50 |
PP |
1,280.25 |
1,280.25 |
1,280.25 |
1,279.25 |
S1 |
1,273.00 |
1,273.00 |
1,276.00 |
1,271.00 |
S2 |
1,268.75 |
1,268.75 |
1,275.00 |
|
S3 |
1,257.25 |
1,261.50 |
1,273.75 |
|
S4 |
1,245.75 |
1,250.00 |
1,270.75 |
|
|
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 |
1,317.75 |
1,276.25 |
41.50 |
3.2% |
14.50 |
1.1% |
2% |
False |
True |
2,405,450 |
10 |
1,347.75 |
1,276.25 |
71.50 |
5.6% |
17.25 |
1.4% |
1% |
False |
True |
2,165,724 |
20 |
1,358.25 |
1,276.25 |
82.00 |
6.4% |
17.25 |
1.3% |
1% |
False |
True |
2,119,728 |
40 |
1,373.50 |
1,276.25 |
97.25 |
7.6% |
16.50 |
1.3% |
1% |
False |
True |
1,963,677 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.00 |
1.3% |
27% |
False |
False |
1,960,389 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.50 |
1.4% |
27% |
False |
False |
1,562,910 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
16.75 |
1.3% |
27% |
False |
False |
1,250,596 |
120 |
1,373.50 |
1,224.00 |
149.50 |
11.7% |
15.50 |
1.2% |
35% |
False |
False |
1,042,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.50 |
2.618 |
1,317.75 |
1.618 |
1,306.25 |
1.000 |
1,299.25 |
0.618 |
1,294.75 |
HIGH |
1,287.75 |
0.618 |
1,283.25 |
0.500 |
1,282.00 |
0.382 |
1,280.75 |
LOW |
1,276.25 |
0.618 |
1,269.25 |
1.000 |
1,264.75 |
1.618 |
1,257.75 |
2.618 |
1,246.25 |
4.250 |
1,227.50 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,282.00 |
1,287.50 |
PP |
1,280.25 |
1,284.00 |
S1 |
1,278.75 |
1,280.50 |
|