Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,082.0 |
7,179.0 |
97.0 |
1.4% |
7,120.5 |
High |
7,217.0 |
7,208.5 |
-8.5 |
-0.1% |
7,217.0 |
Low |
7,067.5 |
7,075.0 |
7.5 |
0.1% |
7,020.0 |
Close |
7,204.0 |
7,103.0 |
-101.0 |
-1.4% |
7,103.0 |
Range |
149.5 |
133.5 |
-16.0 |
-10.7% |
197.0 |
ATR |
122.5 |
123.3 |
0.8 |
0.6% |
0.0 |
Volume |
2,283 |
2,673 |
390 |
17.1% |
6,922 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,529.3 |
7,449.7 |
7,176.4 |
|
R3 |
7,395.8 |
7,316.2 |
7,139.7 |
|
R2 |
7,262.3 |
7,262.3 |
7,127.5 |
|
R1 |
7,182.7 |
7,182.7 |
7,115.2 |
7,155.8 |
PP |
7,128.8 |
7,128.8 |
7,128.8 |
7,115.4 |
S1 |
7,049.2 |
7,049.2 |
7,090.8 |
7,022.3 |
S2 |
6,995.3 |
6,995.3 |
7,078.5 |
|
S3 |
6,861.8 |
6,915.7 |
7,066.3 |
|
S4 |
6,728.3 |
6,782.2 |
7,029.6 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,704.3 |
7,600.7 |
7,211.4 |
|
R3 |
7,507.3 |
7,403.7 |
7,157.2 |
|
R2 |
7,310.3 |
7,310.3 |
7,139.1 |
|
R1 |
7,206.7 |
7,206.7 |
7,121.1 |
7,160.0 |
PP |
7,113.3 |
7,113.3 |
7,113.3 |
7,090.0 |
S1 |
7,009.7 |
7,009.7 |
7,084.9 |
6,963.0 |
S2 |
6,916.3 |
6,916.3 |
7,066.9 |
|
S3 |
6,719.3 |
6,812.7 |
7,048.8 |
|
S4 |
6,522.3 |
6,615.7 |
6,994.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,217.0 |
7,020.0 |
197.0 |
2.8% |
107.7 |
1.5% |
42% |
False |
False |
1,384 |
10 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
112.9 |
1.6% |
24% |
False |
False |
1,547 |
20 |
7,450.0 |
7,020.0 |
430.0 |
6.1% |
111.6 |
1.6% |
19% |
False |
False |
1,540 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.9% |
107.4 |
1.5% |
13% |
False |
False |
956 |
60 |
7,650.0 |
6,606.0 |
1,044.0 |
14.7% |
98.2 |
1.4% |
48% |
False |
False |
1,145 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.4% |
100.6 |
1.4% |
53% |
False |
False |
1,261 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.4% |
88.4 |
1.2% |
53% |
False |
False |
1,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,775.9 |
2.618 |
7,558.0 |
1.618 |
7,424.5 |
1.000 |
7,342.0 |
0.618 |
7,291.0 |
HIGH |
7,208.5 |
0.618 |
7,157.5 |
0.500 |
7,141.8 |
0.382 |
7,126.0 |
LOW |
7,075.0 |
0.618 |
6,992.5 |
1.000 |
6,941.5 |
1.618 |
6,859.0 |
2.618 |
6,725.5 |
4.250 |
6,507.6 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,141.8 |
7,118.5 |
PP |
7,128.8 |
7,113.3 |
S1 |
7,115.9 |
7,108.2 |
|