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 |
1,280.00 |
1,279.25 |
-0.75 |
-0.1% |
1,325.00 |
High |
1,290.00 |
1,282.25 |
-7.75 |
-0.6% |
1,342.50 |
Low |
1,277.50 |
1,271.00 |
-6.50 |
-0.5% |
1,289.25 |
Close |
1,279.50 |
1,271.50 |
-8.00 |
-0.6% |
1,291.00 |
Range |
12.50 |
11.25 |
-1.25 |
-10.0% |
53.25 |
ATR |
16.70 |
16.31 |
-0.39 |
-2.3% |
0.00 |
Volume |
92,350 |
278,698 |
186,348 |
201.8% |
42,264 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.75 |
1,301.25 |
1,277.75 |
|
R3 |
1,297.50 |
1,290.00 |
1,274.50 |
|
R2 |
1,286.25 |
1,286.25 |
1,273.50 |
|
R1 |
1,278.75 |
1,278.75 |
1,272.50 |
1,277.00 |
PP |
1,275.00 |
1,275.00 |
1,275.00 |
1,274.00 |
S1 |
1,267.50 |
1,267.50 |
1,270.50 |
1,265.50 |
S2 |
1,263.75 |
1,263.75 |
1,269.50 |
|
S3 |
1,252.50 |
1,256.25 |
1,268.50 |
|
S4 |
1,241.25 |
1,245.00 |
1,265.25 |
|
|
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 |
1,312.25 |
1,271.00 |
41.25 |
3.2% |
14.50 |
1.1% |
1% |
False |
True |
97,716 |
10 |
1,342.50 |
1,271.00 |
71.50 |
5.6% |
17.25 |
1.4% |
1% |
False |
True |
50,925 |
20 |
1,352.75 |
1,271.00 |
81.75 |
6.4% |
17.00 |
1.3% |
1% |
False |
True |
26,851 |
40 |
1,367.50 |
1,271.00 |
96.50 |
7.6% |
16.00 |
1.3% |
1% |
False |
True |
14,350 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.25 |
1.3% |
26% |
False |
False |
9,904 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.50 |
1.3% |
26% |
False |
False |
7,446 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.00 |
1.3% |
26% |
False |
False |
5,958 |
120 |
1,367.50 |
1,226.00 |
141.50 |
11.1% |
14.50 |
1.1% |
32% |
False |
False |
4,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.00 |
2.618 |
1,311.75 |
1.618 |
1,300.50 |
1.000 |
1,293.50 |
0.618 |
1,289.25 |
HIGH |
1,282.25 |
0.618 |
1,278.00 |
0.500 |
1,276.50 |
0.382 |
1,275.25 |
LOW |
1,271.00 |
0.618 |
1,264.00 |
1.000 |
1,259.75 |
1.618 |
1,252.75 |
2.618 |
1,241.50 |
4.250 |
1,223.25 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,276.50 |
1,283.00 |
PP |
1,275.00 |
1,279.25 |
S1 |
1,273.25 |
1,275.25 |
|