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 |
12,247.80 |
12,151.19 |
-96.61 |
-0.8% |
12,443.40 |
High |
12,247.87 |
12,151.49 |
-96.38 |
-0.8% |
12,574.29 |
Low |
12,104.03 |
12,070.66 |
-33.37 |
-0.3% |
12,104.03 |
Close |
12,151.26 |
12,089.96 |
-61.30 |
-0.5% |
12,151.26 |
Range |
143.84 |
80.83 |
-63.01 |
-43.8% |
470.26 |
ATR |
137.20 |
133.17 |
-4.03 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,346.53 |
12,299.07 |
12,134.42 |
|
R3 |
12,265.70 |
12,218.24 |
12,112.19 |
|
R2 |
12,184.87 |
12,184.87 |
12,104.78 |
|
R1 |
12,137.41 |
12,137.41 |
12,097.37 |
12,120.73 |
PP |
12,104.04 |
12,104.04 |
12,104.04 |
12,095.69 |
S1 |
12,056.58 |
12,056.58 |
12,082.55 |
12,039.90 |
S2 |
12,023.21 |
12,023.21 |
12,075.14 |
|
S3 |
11,942.38 |
11,975.75 |
12,067.73 |
|
S4 |
11,861.55 |
11,894.92 |
12,045.50 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,687.31 |
13,389.54 |
12,409.90 |
|
R3 |
13,217.05 |
12,919.28 |
12,280.58 |
|
R2 |
12,746.79 |
12,746.79 |
12,237.47 |
|
R1 |
12,449.02 |
12,449.02 |
12,194.37 |
12,362.78 |
PP |
12,276.53 |
12,276.53 |
12,276.53 |
12,233.40 |
S1 |
11,978.76 |
11,978.76 |
12,108.15 |
11,892.52 |
S2 |
11,806.27 |
11,806.27 |
12,065.05 |
|
S3 |
11,336.01 |
11,508.50 |
12,021.94 |
|
S4 |
10,865.75 |
11,038.24 |
11,892.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,574.29 |
12,070.66 |
503.63 |
4.2% |
151.76 |
1.3% |
4% |
False |
True |
|
10 |
12,574.29 |
12,070.66 |
503.63 |
4.2% |
135.12 |
1.1% |
4% |
False |
True |
|
20 |
12,781.06 |
12,070.66 |
710.40 |
5.9% |
134.90 |
1.1% |
3% |
False |
True |
|
40 |
12,876.00 |
12,070.66 |
805.34 |
6.7% |
130.10 |
1.1% |
2% |
False |
True |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
129.71 |
1.1% |
40% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
130.96 |
1.1% |
40% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
122.71 |
1.0% |
40% |
False |
False |
|
120 |
12,876.00 |
11,421.30 |
1,454.70 |
12.0% |
114.33 |
0.9% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,495.02 |
2.618 |
12,363.10 |
1.618 |
12,282.27 |
1.000 |
12,232.32 |
0.618 |
12,201.44 |
HIGH |
12,151.49 |
0.618 |
12,120.61 |
0.500 |
12,111.08 |
0.382 |
12,101.54 |
LOW |
12,070.66 |
0.618 |
12,020.71 |
1.000 |
11,989.83 |
1.618 |
11,939.88 |
2.618 |
11,859.05 |
4.250 |
11,727.13 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,111.08 |
12,188.69 |
PP |
12,104.04 |
12,155.78 |
S1 |
12,097.00 |
12,122.87 |
|