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 |
12,090.18 |
12,066.27 |
-23.91 |
-0.2% |
12,443.40 |
High |
12,178.89 |
12,098.36 |
-80.53 |
-0.7% |
12,574.29 |
Low |
12,066.61 |
12,024.26 |
-42.35 |
-0.4% |
12,104.03 |
Close |
12,070.81 |
12,048.94 |
-21.87 |
-0.2% |
12,151.26 |
Range |
112.28 |
74.10 |
-38.18 |
-34.0% |
470.26 |
ATR |
131.68 |
127.57 |
-4.11 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,279.49 |
12,238.31 |
12,089.70 |
|
R3 |
12,205.39 |
12,164.21 |
12,069.32 |
|
R2 |
12,131.29 |
12,131.29 |
12,062.53 |
|
R1 |
12,090.11 |
12,090.11 |
12,055.73 |
12,073.65 |
PP |
12,057.19 |
12,057.19 |
12,057.19 |
12,048.96 |
S1 |
12,016.01 |
12,016.01 |
12,042.15 |
11,999.55 |
S2 |
11,983.09 |
11,983.09 |
12,035.36 |
|
S3 |
11,908.99 |
11,941.91 |
12,028.56 |
|
S4 |
11,834.89 |
11,867.81 |
12,008.19 |
|
|
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 |
12,306.71 |
12,024.26 |
282.45 |
2.3% |
105.44 |
0.9% |
9% |
False |
True |
|
10 |
12,574.29 |
12,024.26 |
550.03 |
4.6% |
128.55 |
1.1% |
4% |
False |
True |
|
20 |
12,748.21 |
12,024.26 |
723.95 |
6.0% |
134.15 |
1.1% |
3% |
False |
True |
|
40 |
12,876.00 |
12,024.26 |
851.74 |
7.1% |
129.24 |
1.1% |
3% |
False |
True |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
127.89 |
1.1% |
37% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
130.94 |
1.1% |
37% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
122.92 |
1.0% |
37% |
False |
False |
|
120 |
12,876.00 |
11,421.30 |
1,454.70 |
12.1% |
114.56 |
1.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,413.29 |
2.618 |
12,292.35 |
1.618 |
12,218.25 |
1.000 |
12,172.46 |
0.618 |
12,144.15 |
HIGH |
12,098.36 |
0.618 |
12,070.05 |
0.500 |
12,061.31 |
0.382 |
12,052.57 |
LOW |
12,024.26 |
0.618 |
11,978.47 |
1.000 |
11,950.16 |
1.618 |
11,904.37 |
2.618 |
11,830.27 |
4.250 |
11,709.34 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,061.31 |
12,101.58 |
PP |
12,057.19 |
12,084.03 |
S1 |
12,053.06 |
12,066.49 |
|