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 |
1,545.9 |
1,548.0 |
2.1 |
0.1% |
1,540.0 |
High |
1,557.0 |
1,553.0 |
-4.0 |
-0.3% |
1,554.3 |
Low |
1,544.8 |
1,540.0 |
-4.8 |
-0.3% |
1,523.8 |
Close |
1,549.7 |
1,546.4 |
-3.3 |
-0.2% |
1,544.9 |
Range |
12.2 |
13.0 |
0.8 |
6.6% |
30.5 |
ATR |
20.0 |
19.5 |
-0.5 |
-2.5% |
0.0 |
Volume |
2,576 |
3,201 |
625 |
24.3% |
11,744 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.5 |
1,578.9 |
1,553.6 |
|
R3 |
1,572.5 |
1,565.9 |
1,550.0 |
|
R2 |
1,559.5 |
1,559.5 |
1,548.8 |
|
R1 |
1,552.9 |
1,552.9 |
1,547.6 |
1,549.7 |
PP |
1,546.5 |
1,546.5 |
1,546.5 |
1,544.9 |
S1 |
1,539.9 |
1,539.9 |
1,545.2 |
1,536.7 |
S2 |
1,533.5 |
1,533.5 |
1,544.0 |
|
S3 |
1,520.5 |
1,526.9 |
1,542.8 |
|
S4 |
1,507.5 |
1,513.9 |
1,539.3 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.5 |
1,619.2 |
1,561.7 |
|
R3 |
1,602.0 |
1,588.7 |
1,553.3 |
|
R2 |
1,571.5 |
1,571.5 |
1,550.5 |
|
R1 |
1,558.2 |
1,558.2 |
1,547.7 |
1,564.9 |
PP |
1,541.0 |
1,541.0 |
1,541.0 |
1,544.3 |
S1 |
1,527.7 |
1,527.7 |
1,542.1 |
1,534.4 |
S2 |
1,510.5 |
1,510.5 |
1,539.3 |
|
S3 |
1,480.0 |
1,497.2 |
1,536.5 |
|
S4 |
1,449.5 |
1,466.7 |
1,528.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.0 |
1,523.8 |
33.2 |
2.1% |
18.4 |
1.2% |
68% |
False |
False |
2,913 |
10 |
1,557.0 |
1,517.9 |
39.1 |
2.5% |
15.9 |
1.0% |
73% |
False |
False |
3,968 |
20 |
1,557.0 |
1,475.0 |
82.0 |
5.3% |
18.7 |
1.2% |
87% |
False |
False |
4,310 |
40 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.7 |
1.3% |
74% |
False |
False |
3,752 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.4% |
19.4 |
1.3% |
83% |
False |
False |
2,998 |
80 |
1,579.5 |
1,361.8 |
217.7 |
14.1% |
18.6 |
1.2% |
85% |
False |
False |
2,577 |
100 |
1,579.5 |
1,317.4 |
262.1 |
16.9% |
18.7 |
1.2% |
87% |
False |
False |
2,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,608.3 |
2.618 |
1,587.0 |
1.618 |
1,574.0 |
1.000 |
1,566.0 |
0.618 |
1,561.0 |
HIGH |
1,553.0 |
0.618 |
1,548.0 |
0.500 |
1,546.5 |
0.382 |
1,545.0 |
LOW |
1,540.0 |
0.618 |
1,532.0 |
1.000 |
1,527.0 |
1.618 |
1,519.0 |
2.618 |
1,506.0 |
4.250 |
1,484.8 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,546.5 |
1,545.1 |
PP |
1,546.5 |
1,543.8 |
S1 |
1,546.4 |
1,542.6 |
|