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 |
1,273.00 |
1,282.25 |
9.25 |
0.7% |
1,293.50 |
High |
1,288.50 |
1,283.50 |
-5.00 |
-0.4% |
1,295.00 |
Low |
1,269.75 |
1,261.75 |
-8.00 |
-0.6% |
1,261.75 |
Close |
1,282.00 |
1,263.75 |
-18.25 |
-1.4% |
1,263.75 |
Range |
18.75 |
21.75 |
3.00 |
16.0% |
33.25 |
ATR |
16.49 |
16.86 |
0.38 |
2.3% |
0.00 |
Volume |
978,448 |
2,355,546 |
1,377,098 |
140.7% |
3,787,120 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.00 |
1,321.00 |
1,275.75 |
|
R3 |
1,313.25 |
1,299.25 |
1,269.75 |
|
R2 |
1,291.50 |
1,291.50 |
1,267.75 |
|
R1 |
1,277.50 |
1,277.50 |
1,265.75 |
1,273.50 |
PP |
1,269.75 |
1,269.75 |
1,269.75 |
1,267.75 |
S1 |
1,255.75 |
1,255.75 |
1,261.75 |
1,252.00 |
S2 |
1,248.00 |
1,248.00 |
1,259.75 |
|
S3 |
1,226.25 |
1,234.00 |
1,257.75 |
|
S4 |
1,204.50 |
1,212.25 |
1,251.75 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.25 |
1,351.75 |
1,282.00 |
|
R3 |
1,340.00 |
1,318.50 |
1,273.00 |
|
R2 |
1,306.75 |
1,306.75 |
1,269.75 |
|
R1 |
1,285.25 |
1,285.25 |
1,266.75 |
1,279.50 |
PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,270.50 |
S1 |
1,252.00 |
1,252.00 |
1,260.75 |
1,246.00 |
S2 |
1,240.25 |
1,240.25 |
1,257.75 |
|
S3 |
1,207.00 |
1,218.75 |
1,254.50 |
|
S4 |
1,173.75 |
1,185.50 |
1,245.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.00 |
1,261.75 |
33.25 |
2.6% |
16.25 |
1.3% |
6% |
False |
True |
757,424 |
10 |
1,342.50 |
1,261.75 |
80.75 |
6.4% |
17.50 |
1.4% |
2% |
False |
True |
383,555 |
20 |
1,347.00 |
1,261.75 |
85.25 |
6.7% |
16.75 |
1.3% |
2% |
False |
True |
193,460 |
40 |
1,367.50 |
1,261.75 |
105.75 |
8.4% |
16.50 |
1.3% |
2% |
False |
True |
97,643 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
15.75 |
1.2% |
20% |
False |
False |
65,468 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
17.00 |
1.3% |
20% |
False |
False |
49,120 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
16.00 |
1.3% |
20% |
False |
False |
39,298 |
120 |
1,367.50 |
1,226.00 |
141.50 |
11.2% |
14.75 |
1.2% |
27% |
False |
False |
32,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.00 |
2.618 |
1,340.50 |
1.618 |
1,318.75 |
1.000 |
1,305.25 |
0.618 |
1,297.00 |
HIGH |
1,283.50 |
0.618 |
1,275.25 |
0.500 |
1,272.50 |
0.382 |
1,270.00 |
LOW |
1,261.75 |
0.618 |
1,248.25 |
1.000 |
1,240.00 |
1.618 |
1,226.50 |
2.618 |
1,204.75 |
4.250 |
1,169.25 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,272.50 |
1,275.00 |
PP |
1,269.75 |
1,271.25 |
S1 |
1,266.75 |
1,267.50 |
|