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 |
1,293.50 |
1,280.00 |
-13.50 |
-1.0% |
1,325.00 |
High |
1,295.00 |
1,290.00 |
-5.00 |
-0.4% |
1,342.50 |
Low |
1,278.00 |
1,277.50 |
-0.50 |
0.0% |
1,289.25 |
Close |
1,279.50 |
1,279.50 |
0.00 |
0.0% |
1,291.00 |
Range |
17.00 |
12.50 |
-4.50 |
-26.5% |
53.25 |
ATR |
17.03 |
16.70 |
-0.32 |
-1.9% |
0.00 |
Volume |
82,078 |
92,350 |
10,272 |
12.5% |
42,264 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.75 |
1,312.25 |
1,286.50 |
|
R3 |
1,307.25 |
1,299.75 |
1,283.00 |
|
R2 |
1,294.75 |
1,294.75 |
1,281.75 |
|
R1 |
1,287.25 |
1,287.25 |
1,280.75 |
1,284.75 |
PP |
1,282.25 |
1,282.25 |
1,282.25 |
1,281.00 |
S1 |
1,274.75 |
1,274.75 |
1,278.25 |
1,272.25 |
S2 |
1,269.75 |
1,269.75 |
1,277.25 |
|
S3 |
1,257.25 |
1,262.25 |
1,276.00 |
|
S4 |
1,244.75 |
1,249.75 |
1,272.50 |
|
|
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 |
1,277.50 |
65.00 |
5.1% |
19.75 |
1.5% |
3% |
False |
True |
42,701 |
10 |
1,342.50 |
1,277.50 |
65.00 |
5.1% |
17.00 |
1.3% |
3% |
False |
True |
23,237 |
20 |
1,352.75 |
1,277.50 |
75.25 |
5.9% |
17.25 |
1.3% |
3% |
False |
True |
13,028 |
40 |
1,367.50 |
1,277.50 |
90.00 |
7.0% |
16.00 |
1.3% |
2% |
False |
True |
7,466 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.50 |
1.3% |
32% |
False |
False |
5,261 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.50 |
1.3% |
32% |
False |
False |
3,962 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.00 |
1.2% |
32% |
False |
False |
3,172 |
120 |
1,367.50 |
1,225.00 |
142.50 |
11.1% |
14.25 |
1.1% |
38% |
False |
False |
2,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.00 |
2.618 |
1,322.75 |
1.618 |
1,310.25 |
1.000 |
1,302.50 |
0.618 |
1,297.75 |
HIGH |
1,290.00 |
0.618 |
1,285.25 |
0.500 |
1,283.75 |
0.382 |
1,282.25 |
LOW |
1,277.50 |
0.618 |
1,269.75 |
1.000 |
1,265.00 |
1.618 |
1,257.25 |
2.618 |
1,244.75 |
4.250 |
1,224.50 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,283.75 |
1,292.50 |
PP |
1,282.25 |
1,288.25 |
S1 |
1,281.00 |
1,284.00 |
|