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 |
7,128.0 |
7,120.5 |
-7.5 |
-0.1% |
7,179.5 |
High |
7,170.0 |
7,151.0 |
-19.0 |
-0.3% |
7,370.0 |
Low |
7,050.0 |
7,070.0 |
20.0 |
0.3% |
7,050.0 |
Close |
7,126.5 |
7,071.0 |
-55.5 |
-0.8% |
7,126.5 |
Range |
120.0 |
81.0 |
-39.0 |
-32.5% |
320.0 |
ATR |
125.1 |
121.9 |
-3.1 |
-2.5% |
0.0 |
Volume |
734 |
49 |
-685 |
-93.3% |
8,552 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,340.3 |
7,286.7 |
7,115.6 |
|
R3 |
7,259.3 |
7,205.7 |
7,093.3 |
|
R2 |
7,178.3 |
7,178.3 |
7,085.9 |
|
R1 |
7,124.7 |
7,124.7 |
7,078.4 |
7,111.0 |
PP |
7,097.3 |
7,097.3 |
7,097.3 |
7,090.5 |
S1 |
7,043.7 |
7,043.7 |
7,063.6 |
7,030.0 |
S2 |
7,016.3 |
7,016.3 |
7,056.2 |
|
S3 |
6,935.3 |
6,962.7 |
7,048.7 |
|
S4 |
6,854.3 |
6,881.7 |
7,026.5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,142.2 |
7,954.3 |
7,302.5 |
|
R3 |
7,822.2 |
7,634.3 |
7,214.5 |
|
R2 |
7,502.2 |
7,502.2 |
7,185.2 |
|
R1 |
7,314.3 |
7,314.3 |
7,155.8 |
7,248.3 |
PP |
7,182.2 |
7,182.2 |
7,182.2 |
7,149.1 |
S1 |
6,994.3 |
6,994.3 |
7,097.2 |
6,928.3 |
S2 |
6,862.2 |
6,862.2 |
7,067.8 |
|
S3 |
6,542.2 |
6,674.3 |
7,038.5 |
|
S4 |
6,222.2 |
6,354.3 |
6,950.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,370.0 |
7,050.0 |
320.0 |
4.5% |
122.1 |
1.7% |
7% |
False |
False |
1,646 |
10 |
7,370.0 |
7,050.0 |
320.0 |
4.5% |
109.6 |
1.5% |
7% |
False |
False |
1,891 |
20 |
7,604.0 |
7,050.0 |
554.0 |
7.8% |
114.3 |
1.6% |
4% |
False |
False |
1,259 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.6% |
102.5 |
1.4% |
5% |
False |
False |
800 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
101.5 |
1.4% |
50% |
False |
False |
1,499 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
96.5 |
1.4% |
50% |
False |
False |
1,178 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
85.3 |
1.2% |
50% |
False |
False |
958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,495.3 |
2.618 |
7,363.1 |
1.618 |
7,282.1 |
1.000 |
7,232.0 |
0.618 |
7,201.1 |
HIGH |
7,151.0 |
0.618 |
7,120.1 |
0.500 |
7,110.5 |
0.382 |
7,100.9 |
LOW |
7,070.0 |
0.618 |
7,019.9 |
1.000 |
6,989.0 |
1.618 |
6,938.9 |
2.618 |
6,857.9 |
4.250 |
6,725.8 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,110.5 |
7,116.0 |
PP |
7,097.3 |
7,101.0 |
S1 |
7,084.2 |
7,086.0 |
|