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 |
12,236 |
12,133 |
-103 |
-0.8% |
12,422 |
High |
12,248 |
12,142 |
-106 |
-0.9% |
12,591 |
Low |
12,082 |
12,057 |
-25 |
-0.2% |
12,082 |
Close |
12,125 |
12,087 |
-38 |
-0.3% |
12,125 |
Range |
166 |
85 |
-81 |
-48.8% |
509 |
ATR |
157 |
151 |
-5 |
-3.3% |
0 |
Volume |
124,048 |
101,824 |
-22,224 |
-17.9% |
484,436 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,350 |
12,304 |
12,134 |
|
R3 |
12,265 |
12,219 |
12,111 |
|
R2 |
12,180 |
12,180 |
12,103 |
|
R1 |
12,134 |
12,134 |
12,095 |
12,115 |
PP |
12,095 |
12,095 |
12,095 |
12,086 |
S1 |
12,049 |
12,049 |
12,079 |
12,030 |
S2 |
12,010 |
12,010 |
12,072 |
|
S3 |
11,925 |
11,964 |
12,064 |
|
S4 |
11,840 |
11,879 |
12,040 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,793 |
13,468 |
12,405 |
|
R3 |
13,284 |
12,959 |
12,265 |
|
R2 |
12,775 |
12,775 |
12,218 |
|
R1 |
12,450 |
12,450 |
12,172 |
12,358 |
PP |
12,266 |
12,266 |
12,266 |
12,220 |
S1 |
11,941 |
11,941 |
12,078 |
11,849 |
S2 |
11,757 |
11,757 |
12,032 |
|
S3 |
11,248 |
11,432 |
11,985 |
|
S4 |
10,739 |
10,923 |
11,845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,591 |
12,057 |
534 |
4.4% |
174 |
1.4% |
6% |
False |
True |
117,252 |
10 |
12,591 |
12,057 |
534 |
4.4% |
152 |
1.3% |
6% |
False |
True |
112,247 |
20 |
12,740 |
12,057 |
683 |
5.7% |
153 |
1.3% |
4% |
False |
True |
113,691 |
40 |
12,873 |
12,036 |
837 |
6.9% |
150 |
1.2% |
6% |
False |
False |
109,640 |
60 |
12,873 |
11,451 |
1,422 |
11.8% |
150 |
1.2% |
45% |
False |
False |
109,857 |
80 |
12,873 |
11,451 |
1,422 |
11.8% |
149 |
1.2% |
45% |
False |
False |
83,407 |
100 |
12,873 |
11,451 |
1,422 |
11.8% |
139 |
1.2% |
45% |
False |
False |
66,733 |
120 |
12,873 |
11,336 |
1,537 |
12.7% |
126 |
1.0% |
49% |
False |
False |
55,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,503 |
2.618 |
12,365 |
1.618 |
12,280 |
1.000 |
12,227 |
0.618 |
12,195 |
HIGH |
12,142 |
0.618 |
12,110 |
0.500 |
12,100 |
0.382 |
12,090 |
LOW |
12,057 |
0.618 |
12,005 |
1.000 |
11,972 |
1.618 |
11,920 |
2.618 |
11,835 |
4.250 |
11,696 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,100 |
12,185 |
PP |
12,095 |
12,152 |
S1 |
12,091 |
12,120 |
|