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 |
1,277.75 |
1,287.75 |
10.00 |
0.8% |
1,298.75 |
High |
1,294.00 |
1,288.75 |
-5.25 |
-0.4% |
1,299.00 |
Low |
1,275.25 |
1,267.00 |
-8.25 |
-0.6% |
1,267.00 |
Close |
1,287.50 |
1,269.25 |
-18.25 |
-1.4% |
1,269.25 |
Range |
18.75 |
21.75 |
3.00 |
16.0% |
32.00 |
ATR |
16.76 |
17.11 |
0.36 |
2.1% |
0.00 |
Volume |
1,715,727 |
1,453,530 |
-262,197 |
-15.3% |
10,100,388 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.25 |
1,326.50 |
1,281.25 |
|
R3 |
1,318.50 |
1,304.75 |
1,275.25 |
|
R2 |
1,296.75 |
1,296.75 |
1,273.25 |
|
R1 |
1,283.00 |
1,283.00 |
1,271.25 |
1,279.00 |
PP |
1,275.00 |
1,275.00 |
1,275.00 |
1,273.00 |
S1 |
1,261.25 |
1,261.25 |
1,267.25 |
1,257.25 |
S2 |
1,253.25 |
1,253.25 |
1,265.25 |
|
S3 |
1,231.50 |
1,239.50 |
1,263.25 |
|
S4 |
1,209.75 |
1,217.75 |
1,257.25 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.50 |
1,353.75 |
1,286.75 |
|
R3 |
1,342.50 |
1,321.75 |
1,278.00 |
|
R2 |
1,310.50 |
1,310.50 |
1,275.00 |
|
R1 |
1,289.75 |
1,289.75 |
1,272.25 |
1,284.00 |
PP |
1,278.50 |
1,278.50 |
1,278.50 |
1,275.50 |
S1 |
1,257.75 |
1,257.75 |
1,266.25 |
1,252.00 |
S2 |
1,246.50 |
1,246.50 |
1,263.50 |
|
S3 |
1,214.50 |
1,225.75 |
1,260.50 |
|
S4 |
1,182.50 |
1,193.75 |
1,251.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.00 |
1,267.00 |
32.00 |
2.5% |
16.25 |
1.3% |
7% |
False |
True |
2,020,077 |
10 |
1,347.75 |
1,267.00 |
80.75 |
6.4% |
17.75 |
1.4% |
3% |
False |
True |
2,044,143 |
20 |
1,352.50 |
1,267.00 |
85.50 |
6.7% |
17.00 |
1.3% |
3% |
False |
True |
2,055,976 |
40 |
1,373.50 |
1,267.00 |
106.50 |
8.4% |
16.75 |
1.3% |
2% |
False |
True |
1,943,602 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
16.25 |
1.3% |
21% |
False |
False |
1,876,725 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.75 |
1.4% |
21% |
False |
False |
1,602,488 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.00 |
1.3% |
21% |
False |
False |
1,282,249 |
120 |
1,373.50 |
1,229.50 |
144.00 |
11.3% |
15.75 |
1.2% |
28% |
False |
False |
1,068,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.25 |
2.618 |
1,345.75 |
1.618 |
1,324.00 |
1.000 |
1,310.50 |
0.618 |
1,302.25 |
HIGH |
1,288.75 |
0.618 |
1,280.50 |
0.500 |
1,278.00 |
0.382 |
1,275.25 |
LOW |
1,267.00 |
0.618 |
1,253.50 |
1.000 |
1,245.25 |
1.618 |
1,231.75 |
2.618 |
1,210.00 |
4.250 |
1,174.50 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,278.00 |
1,280.50 |
PP |
1,275.00 |
1,276.75 |
S1 |
1,272.00 |
1,273.00 |
|