Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,279.25 |
1,273.00 |
-6.25 |
-0.5% |
1,325.00 |
High |
1,282.25 |
1,288.50 |
6.25 |
0.5% |
1,342.50 |
Low |
1,271.00 |
1,269.75 |
-1.25 |
-0.1% |
1,289.25 |
Close |
1,271.50 |
1,282.00 |
10.50 |
0.8% |
1,291.00 |
Range |
11.25 |
18.75 |
7.50 |
66.7% |
53.25 |
ATR |
16.31 |
16.49 |
0.17 |
1.1% |
0.00 |
Volume |
278,698 |
978,448 |
699,750 |
251.1% |
42,264 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.25 |
1,328.00 |
1,292.25 |
|
R3 |
1,317.50 |
1,309.25 |
1,287.25 |
|
R2 |
1,298.75 |
1,298.75 |
1,285.50 |
|
R1 |
1,290.50 |
1,290.50 |
1,283.75 |
1,294.50 |
PP |
1,280.00 |
1,280.00 |
1,280.00 |
1,282.25 |
S1 |
1,271.75 |
1,271.75 |
1,280.25 |
1,276.00 |
S2 |
1,261.25 |
1,261.25 |
1,278.50 |
|
S3 |
1,242.50 |
1,253.00 |
1,276.75 |
|
S4 |
1,223.75 |
1,234.25 |
1,271.75 |
|
|
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 |
1,307.75 |
1,269.75 |
38.00 |
3.0% |
15.50 |
1.2% |
32% |
False |
True |
292,065 |
10 |
1,342.50 |
1,269.75 |
72.75 |
5.7% |
17.00 |
1.3% |
17% |
False |
True |
148,513 |
20 |
1,347.00 |
1,269.75 |
77.25 |
6.0% |
16.50 |
1.3% |
16% |
False |
True |
75,732 |
40 |
1,367.50 |
1,269.75 |
97.75 |
7.6% |
16.25 |
1.3% |
13% |
False |
True |
38,787 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.00 |
1.2% |
34% |
False |
False |
26,210 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.75 |
1.3% |
34% |
False |
False |
19,676 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.2% |
16.00 |
1.2% |
34% |
False |
False |
15,743 |
120 |
1,367.50 |
1,226.00 |
141.50 |
11.0% |
14.50 |
1.1% |
40% |
False |
False |
13,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.25 |
2.618 |
1,337.50 |
1.618 |
1,318.75 |
1.000 |
1,307.25 |
0.618 |
1,300.00 |
HIGH |
1,288.50 |
0.618 |
1,281.25 |
0.500 |
1,279.00 |
0.382 |
1,277.00 |
LOW |
1,269.75 |
0.618 |
1,258.25 |
1.000 |
1,251.00 |
1.618 |
1,239.50 |
2.618 |
1,220.75 |
4.250 |
1,190.00 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,281.00 |
1,281.25 |
PP |
1,280.00 |
1,280.50 |
S1 |
1,279.00 |
1,280.00 |
|