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 |
7,093.0 |
7,085.0 |
-8.0 |
-0.1% |
7,179.5 |
High |
7,175.0 |
7,111.5 |
-63.5 |
-0.9% |
7,370.0 |
Low |
7,092.0 |
7,020.0 |
-72.0 |
-1.0% |
7,050.0 |
Close |
7,134.5 |
7,065.0 |
-69.5 |
-1.0% |
7,126.5 |
Range |
83.0 |
91.5 |
8.5 |
10.2% |
320.0 |
ATR |
120.7 |
120.2 |
-0.4 |
-0.4% |
0.0 |
Volume |
630 |
1,287 |
657 |
104.3% |
8,552 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,340.0 |
7,294.0 |
7,115.3 |
|
R3 |
7,248.5 |
7,202.5 |
7,090.2 |
|
R2 |
7,157.0 |
7,157.0 |
7,081.8 |
|
R1 |
7,111.0 |
7,111.0 |
7,073.4 |
7,088.3 |
PP |
7,065.5 |
7,065.5 |
7,065.5 |
7,054.1 |
S1 |
7,019.5 |
7,019.5 |
7,056.6 |
6,996.8 |
S2 |
6,974.0 |
6,974.0 |
7,048.2 |
|
S3 |
6,882.5 |
6,928.0 |
7,039.8 |
|
S4 |
6,791.0 |
6,836.5 |
7,014.7 |
|
|
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 |
7,182.0 |
7,020.0 |
162.0 |
2.3% |
91.9 |
1.3% |
28% |
False |
True |
787 |
10 |
7,370.0 |
7,020.0 |
350.0 |
5.0% |
106.0 |
1.5% |
13% |
False |
True |
1,659 |
20 |
7,540.0 |
7,020.0 |
520.0 |
7.4% |
111.5 |
1.6% |
9% |
False |
True |
1,333 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.9% |
103.9 |
1.5% |
7% |
False |
True |
839 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
102.2 |
1.4% |
50% |
False |
False |
1,494 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
97.5 |
1.4% |
50% |
False |
False |
1,200 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.5% |
86.6 |
1.2% |
50% |
False |
False |
976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,500.4 |
2.618 |
7,351.0 |
1.618 |
7,259.5 |
1.000 |
7,203.0 |
0.618 |
7,168.0 |
HIGH |
7,111.5 |
0.618 |
7,076.5 |
0.500 |
7,065.8 |
0.382 |
7,055.0 |
LOW |
7,020.0 |
0.618 |
6,963.5 |
1.000 |
6,928.5 |
1.618 |
6,872.0 |
2.618 |
6,780.5 |
4.250 |
6,631.1 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,065.8 |
7,097.5 |
PP |
7,065.5 |
7,086.7 |
S1 |
7,065.3 |
7,075.8 |
|