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 |
1,285.00 |
1,277.75 |
-7.25 |
-0.6% |
1,329.75 |
High |
1,287.75 |
1,294.00 |
6.25 |
0.5% |
1,347.75 |
Low |
1,276.25 |
1,275.25 |
-1.00 |
-0.1% |
1,294.50 |
Close |
1,277.00 |
1,287.50 |
10.50 |
0.8% |
1,296.25 |
Range |
11.50 |
18.75 |
7.25 |
63.0% |
53.25 |
ATR |
16.60 |
16.76 |
0.15 |
0.9% |
0.00 |
Volume |
2,686,130 |
1,715,727 |
-970,403 |
-36.1% |
8,952,401 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.75 |
1,333.50 |
1,297.75 |
|
R3 |
1,323.00 |
1,314.75 |
1,292.75 |
|
R2 |
1,304.25 |
1,304.25 |
1,291.00 |
|
R1 |
1,296.00 |
1,296.00 |
1,289.25 |
1,300.00 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,287.75 |
S1 |
1,277.25 |
1,277.25 |
1,285.75 |
1,281.50 |
S2 |
1,266.75 |
1,266.75 |
1,284.00 |
|
S3 |
1,248.00 |
1,258.50 |
1,282.25 |
|
S4 |
1,229.25 |
1,239.75 |
1,277.25 |
|
|
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 |
1,313.50 |
1,275.25 |
38.25 |
3.0% |
15.50 |
1.2% |
32% |
False |
True |
2,262,520 |
10 |
1,347.75 |
1,275.25 |
72.50 |
5.6% |
17.00 |
1.3% |
17% |
False |
True |
2,127,287 |
20 |
1,352.50 |
1,275.25 |
77.25 |
6.0% |
16.75 |
1.3% |
16% |
False |
True |
2,095,969 |
40 |
1,373.50 |
1,275.25 |
98.25 |
7.6% |
16.50 |
1.3% |
12% |
False |
True |
1,954,616 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
16.50 |
1.3% |
35% |
False |
False |
1,922,523 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.50 |
1.4% |
35% |
False |
False |
1,584,329 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
16.75 |
1.3% |
35% |
False |
False |
1,267,729 |
120 |
1,373.50 |
1,229.50 |
144.00 |
11.2% |
15.50 |
1.2% |
40% |
False |
False |
1,056,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.75 |
2.618 |
1,343.00 |
1.618 |
1,324.25 |
1.000 |
1,312.75 |
0.618 |
1,305.50 |
HIGH |
1,294.00 |
0.618 |
1,286.75 |
0.500 |
1,284.50 |
0.382 |
1,282.50 |
LOW |
1,275.25 |
0.618 |
1,263.75 |
1.000 |
1,256.50 |
1.618 |
1,245.00 |
2.618 |
1,226.25 |
4.250 |
1,195.50 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,286.50 |
1,286.75 |
PP |
1,285.50 |
1,286.00 |
S1 |
1,284.50 |
1,285.50 |
|