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 |
12,086 |
12,070 |
-16 |
-0.1% |
12,422 |
High |
12,165 |
12,093 |
-72 |
-0.6% |
12,591 |
Low |
12,047 |
12,005 |
-42 |
-0.3% |
12,082 |
Close |
12,072 |
12,030 |
-42 |
-0.3% |
12,125 |
Range |
118 |
88 |
-30 |
-25.4% |
509 |
ATR |
149 |
145 |
-4 |
-2.9% |
0 |
Volume |
109,590 |
124,115 |
14,525 |
13.3% |
484,436 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,307 |
12,256 |
12,079 |
|
R3 |
12,219 |
12,168 |
12,054 |
|
R2 |
12,131 |
12,131 |
12,046 |
|
R1 |
12,080 |
12,080 |
12,038 |
12,062 |
PP |
12,043 |
12,043 |
12,043 |
12,033 |
S1 |
11,992 |
11,992 |
12,022 |
11,974 |
S2 |
11,955 |
11,955 |
12,014 |
|
S3 |
11,867 |
11,904 |
12,006 |
|
S4 |
11,779 |
11,816 |
11,982 |
|
|
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 |
12,313 |
12,005 |
308 |
2.6% |
119 |
1.0% |
8% |
False |
True |
118,827 |
10 |
12,591 |
12,005 |
586 |
4.9% |
149 |
1.2% |
4% |
False |
True |
113,878 |
20 |
12,740 |
12,005 |
735 |
6.1% |
151 |
1.3% |
3% |
False |
True |
115,952 |
40 |
12,873 |
12,005 |
868 |
7.2% |
149 |
1.2% |
3% |
False |
True |
110,879 |
60 |
12,873 |
11,451 |
1,422 |
11.8% |
148 |
1.2% |
41% |
False |
False |
109,473 |
80 |
12,873 |
11,451 |
1,422 |
11.8% |
149 |
1.2% |
41% |
False |
False |
86,326 |
100 |
12,873 |
11,451 |
1,422 |
11.8% |
140 |
1.2% |
41% |
False |
False |
69,070 |
120 |
12,873 |
11,336 |
1,537 |
12.8% |
127 |
1.1% |
45% |
False |
False |
57,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,467 |
2.618 |
12,324 |
1.618 |
12,236 |
1.000 |
12,181 |
0.618 |
12,148 |
HIGH |
12,093 |
0.618 |
12,060 |
0.500 |
12,049 |
0.382 |
12,039 |
LOW |
12,005 |
0.618 |
11,951 |
1.000 |
11,917 |
1.618 |
11,863 |
2.618 |
11,775 |
4.250 |
11,631 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,049 |
12,085 |
PP |
12,043 |
12,067 |
S1 |
12,036 |
12,048 |
|