Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,120.5 |
7,093.0 |
-27.5 |
-0.4% |
7,179.5 |
High |
7,151.0 |
7,175.0 |
24.0 |
0.3% |
7,370.0 |
Low |
7,070.0 |
7,092.0 |
22.0 |
0.3% |
7,050.0 |
Close |
7,071.0 |
7,134.5 |
63.5 |
0.9% |
7,126.5 |
Range |
81.0 |
83.0 |
2.0 |
2.5% |
320.0 |
ATR |
121.9 |
120.7 |
-1.3 |
-1.1% |
0.0 |
Volume |
49 |
630 |
581 |
1,185.7% |
8,552 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.8 |
7,341.7 |
7,180.2 |
|
R3 |
7,299.8 |
7,258.7 |
7,157.3 |
|
R2 |
7,216.8 |
7,216.8 |
7,149.7 |
|
R1 |
7,175.7 |
7,175.7 |
7,142.1 |
7,196.3 |
PP |
7,133.8 |
7,133.8 |
7,133.8 |
7,144.1 |
S1 |
7,092.7 |
7,092.7 |
7,126.9 |
7,113.3 |
S2 |
7,050.8 |
7,050.8 |
7,119.3 |
|
S3 |
6,967.8 |
7,009.7 |
7,111.7 |
|
S4 |
6,884.8 |
6,926.7 |
7,088.9 |
|
|
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% |
116.0 |
1.6% |
26% |
False |
False |
1,113 |
10 |
7,370.0 |
7,050.0 |
320.0 |
4.5% |
110.2 |
1.5% |
26% |
False |
False |
1,778 |
20 |
7,604.0 |
7,050.0 |
554.0 |
7.8% |
113.3 |
1.6% |
15% |
False |
False |
1,276 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.5% |
103.2 |
1.4% |
15% |
False |
False |
812 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
102.1 |
1.4% |
56% |
False |
False |
1,491 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
96.7 |
1.4% |
56% |
False |
False |
1,185 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
85.9 |
1.2% |
56% |
False |
False |
964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,527.8 |
2.618 |
7,392.3 |
1.618 |
7,309.3 |
1.000 |
7,258.0 |
0.618 |
7,226.3 |
HIGH |
7,175.0 |
0.618 |
7,143.3 |
0.500 |
7,133.5 |
0.382 |
7,123.7 |
LOW |
7,092.0 |
0.618 |
7,040.7 |
1.000 |
7,009.0 |
1.618 |
6,957.7 |
2.618 |
6,874.7 |
4.250 |
6,739.3 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,134.2 |
7,127.2 |
PP |
7,133.8 |
7,119.8 |
S1 |
7,133.5 |
7,112.5 |
|