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 |
1,307.25 |
1,293.50 |
-13.75 |
-1.1% |
1,325.00 |
High |
1,307.75 |
1,295.00 |
-12.75 |
-1.0% |
1,342.50 |
Low |
1,289.25 |
1,278.00 |
-11.25 |
-0.9% |
1,289.25 |
Close |
1,291.00 |
1,279.50 |
-11.50 |
-0.9% |
1,291.00 |
Range |
18.50 |
17.00 |
-1.50 |
-8.1% |
53.25 |
ATR |
17.03 |
17.03 |
0.00 |
0.0% |
0.00 |
Volume |
28,755 |
82,078 |
53,323 |
185.4% |
42,264 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.25 |
1,324.25 |
1,288.75 |
|
R3 |
1,318.25 |
1,307.25 |
1,284.25 |
|
R2 |
1,301.25 |
1,301.25 |
1,282.50 |
|
R1 |
1,290.25 |
1,290.25 |
1,281.00 |
1,287.25 |
PP |
1,284.25 |
1,284.25 |
1,284.25 |
1,282.50 |
S1 |
1,273.25 |
1,273.25 |
1,278.00 |
1,270.25 |
S2 |
1,267.25 |
1,267.25 |
1,276.50 |
|
S3 |
1,250.25 |
1,256.25 |
1,274.75 |
|
S4 |
1,233.25 |
1,239.25 |
1,270.25 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.25 |
1,432.50 |
1,320.25 |
|
R3 |
1,414.00 |
1,379.25 |
1,305.75 |
|
R2 |
1,360.75 |
1,360.75 |
1,300.75 |
|
R1 |
1,326.00 |
1,326.00 |
1,296.00 |
1,316.75 |
PP |
1,307.50 |
1,307.50 |
1,307.50 |
1,303.00 |
S1 |
1,272.75 |
1,272.75 |
1,286.00 |
1,263.50 |
S2 |
1,254.25 |
1,254.25 |
1,281.25 |
|
S3 |
1,201.00 |
1,219.50 |
1,276.25 |
|
S4 |
1,147.75 |
1,166.25 |
1,261.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.50 |
1,278.00 |
64.50 |
5.0% |
20.50 |
1.6% |
2% |
False |
True |
24,868 |
10 |
1,342.50 |
1,278.00 |
64.50 |
5.0% |
17.50 |
1.4% |
2% |
False |
True |
14,218 |
20 |
1,352.75 |
1,278.00 |
74.75 |
5.8% |
17.00 |
1.3% |
2% |
False |
True |
8,608 |
40 |
1,367.50 |
1,278.00 |
89.50 |
7.0% |
16.25 |
1.3% |
2% |
False |
True |
5,184 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.50 |
1.3% |
32% |
False |
False |
3,723 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.50 |
1.3% |
32% |
False |
False |
2,808 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.00 |
1.2% |
32% |
False |
False |
2,256 |
120 |
1,367.50 |
1,225.00 |
142.50 |
11.1% |
14.25 |
1.1% |
38% |
False |
False |
1,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.25 |
2.618 |
1,339.50 |
1.618 |
1,322.50 |
1.000 |
1,312.00 |
0.618 |
1,305.50 |
HIGH |
1,295.00 |
0.618 |
1,288.50 |
0.500 |
1,286.50 |
0.382 |
1,284.50 |
LOW |
1,278.00 |
0.618 |
1,267.50 |
1.000 |
1,261.00 |
1.618 |
1,250.50 |
2.618 |
1,233.50 |
4.250 |
1,205.75 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,286.50 |
1,295.00 |
PP |
1,284.25 |
1,290.00 |
S1 |
1,281.75 |
1,284.75 |
|