Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
130.09 |
129.70 |
-0.39 |
-0.3% |
134.77 |
High |
130.36 |
130.07 |
-0.29 |
-0.2% |
134.92 |
Low |
128.87 |
128.85 |
-0.02 |
0.0% |
130.08 |
Close |
129.05 |
128.96 |
-0.09 |
-0.1% |
130.42 |
Range |
1.49 |
1.22 |
-0.27 |
-18.1% |
4.84 |
ATR |
1.54 |
1.52 |
-0.02 |
-1.5% |
0.00 |
Volume |
179,870,969 |
161,598,703 |
-18,272,266 |
-10.2% |
776,232,359 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.95 |
132.18 |
129.63 |
|
R3 |
131.73 |
130.96 |
129.30 |
|
R2 |
130.51 |
130.51 |
129.18 |
|
R1 |
129.74 |
129.74 |
129.07 |
129.52 |
PP |
129.29 |
129.29 |
129.29 |
129.18 |
S1 |
128.52 |
128.52 |
128.85 |
128.30 |
S2 |
128.07 |
128.07 |
128.74 |
|
S3 |
126.85 |
127.30 |
128.62 |
|
S4 |
125.63 |
126.08 |
128.29 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.33 |
143.21 |
133.08 |
|
R3 |
141.49 |
138.37 |
131.75 |
|
R2 |
136.65 |
136.65 |
131.31 |
|
R1 |
133.53 |
133.53 |
130.86 |
132.67 |
PP |
131.81 |
131.81 |
131.81 |
131.38 |
S1 |
128.69 |
128.69 |
129.98 |
127.83 |
S2 |
126.97 |
126.97 |
129.53 |
|
S3 |
122.13 |
123.85 |
129.09 |
|
S4 |
117.29 |
119.01 |
127.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.92 |
128.85 |
6.07 |
4.7% |
1.70 |
1.3% |
2% |
False |
True |
190,627,246 |
10 |
134.92 |
128.85 |
6.07 |
4.7% |
1.45 |
1.1% |
2% |
False |
True |
169,421,505 |
20 |
136.11 |
128.85 |
7.26 |
5.6% |
1.51 |
1.2% |
2% |
False |
True |
162,727,907 |
40 |
137.18 |
128.85 |
8.33 |
6.5% |
1.34 |
1.0% |
1% |
False |
True |
156,098,062 |
60 |
137.18 |
125.28 |
11.90 |
9.2% |
1.33 |
1.0% |
31% |
False |
False |
164,210,766 |
80 |
137.18 |
125.28 |
11.90 |
9.2% |
1.37 |
1.1% |
31% |
False |
False |
169,572,820 |
100 |
137.18 |
125.28 |
11.90 |
9.2% |
1.32 |
1.0% |
31% |
False |
False |
164,799,676 |
120 |
137.18 |
123.75 |
13.43 |
10.4% |
1.23 |
1.0% |
39% |
False |
False |
155,743,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.26 |
2.618 |
133.26 |
1.618 |
132.04 |
1.000 |
131.29 |
0.618 |
130.82 |
HIGH |
130.07 |
0.618 |
129.60 |
0.500 |
129.46 |
0.382 |
129.32 |
LOW |
128.85 |
0.618 |
128.10 |
1.000 |
127.63 |
1.618 |
126.88 |
2.618 |
125.66 |
4.250 |
123.67 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
129.46 |
130.14 |
PP |
129.29 |
129.74 |
S1 |
129.13 |
129.35 |
|