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 |
5,846.5 |
5,851.0 |
4.5 |
0.1% |
5,980.0 |
High |
5,892.0 |
5,862.5 |
-29.5 |
-0.5% |
5,996.5 |
Low |
5,830.0 |
5,779.5 |
-50.5 |
-0.9% |
5,802.5 |
Close |
5,844.0 |
5,794.5 |
-49.5 |
-0.8% |
5,849.0 |
Range |
62.0 |
83.0 |
21.0 |
33.9% |
194.0 |
ATR |
82.4 |
82.4 |
0.0 |
0.1% |
0.0 |
Volume |
101,397 |
147,551 |
46,154 |
45.5% |
444,019 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,061.0 |
6,011.0 |
5,840.0 |
|
R3 |
5,978.0 |
5,928.0 |
5,817.5 |
|
R2 |
5,895.0 |
5,895.0 |
5,809.5 |
|
R1 |
5,845.0 |
5,845.0 |
5,802.0 |
5,828.5 |
PP |
5,812.0 |
5,812.0 |
5,812.0 |
5,804.0 |
S1 |
5,762.0 |
5,762.0 |
5,787.0 |
5,745.5 |
S2 |
5,729.0 |
5,729.0 |
5,779.5 |
|
S3 |
5,646.0 |
5,679.0 |
5,771.5 |
|
S4 |
5,563.0 |
5,596.0 |
5,749.0 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,464.5 |
6,351.0 |
5,955.5 |
|
R3 |
6,270.5 |
6,157.0 |
5,902.5 |
|
R2 |
6,076.5 |
6,076.5 |
5,884.5 |
|
R1 |
5,963.0 |
5,963.0 |
5,867.0 |
5,923.0 |
PP |
5,882.5 |
5,882.5 |
5,882.5 |
5,862.5 |
S1 |
5,769.0 |
5,769.0 |
5,831.0 |
5,729.0 |
S2 |
5,688.5 |
5,688.5 |
5,813.5 |
|
S3 |
5,494.5 |
5,575.0 |
5,795.5 |
|
S4 |
5,300.5 |
5,381.0 |
5,742.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,894.0 |
5,779.5 |
114.5 |
2.0% |
67.5 |
1.2% |
13% |
False |
True |
111,904 |
10 |
5,996.5 |
5,778.0 |
218.5 |
3.8% |
74.0 |
1.3% |
8% |
False |
False |
110,481 |
20 |
6,024.0 |
5,778.0 |
246.0 |
4.2% |
82.0 |
1.4% |
7% |
False |
False |
108,162 |
40 |
6,068.5 |
5,778.0 |
290.5 |
5.0% |
77.0 |
1.3% |
6% |
False |
False |
99,773 |
60 |
6,068.5 |
5,458.5 |
610.0 |
10.5% |
79.5 |
1.4% |
55% |
False |
False |
101,551 |
80 |
6,068.5 |
5,458.5 |
610.0 |
10.5% |
77.5 |
1.3% |
55% |
False |
False |
77,012 |
100 |
6,068.5 |
5,458.5 |
610.0 |
10.5% |
68.5 |
1.2% |
55% |
False |
False |
61,627 |
120 |
6,068.5 |
5,458.5 |
610.0 |
10.5% |
59.0 |
1.0% |
55% |
False |
False |
51,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,215.0 |
2.618 |
6,080.0 |
1.618 |
5,997.0 |
1.000 |
5,945.5 |
0.618 |
5,914.0 |
HIGH |
5,862.5 |
0.618 |
5,831.0 |
0.500 |
5,821.0 |
0.382 |
5,811.0 |
LOW |
5,779.5 |
0.618 |
5,728.0 |
1.000 |
5,696.5 |
1.618 |
5,645.0 |
2.618 |
5,562.0 |
4.250 |
5,427.0 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
5,821.0 |
5,836.0 |
PP |
5,812.0 |
5,822.0 |
S1 |
5,803.5 |
5,808.0 |
|