Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,526.0 |
1,523.0 |
-3.0 |
-0.2% |
1,528.1 |
High |
1,531.2 |
1,541.6 |
10.4 |
0.7% |
1,541.6 |
Low |
1,522.0 |
1,523.0 |
1.0 |
0.1% |
1,511.3 |
Close |
1,529.3 |
1,538.6 |
9.3 |
0.6% |
1,538.6 |
Range |
9.2 |
18.6 |
9.4 |
102.2% |
30.3 |
ATR |
18.2 |
18.2 |
0.0 |
0.1% |
0.0 |
Volume |
164 |
72 |
-92 |
-56.1% |
2,041 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.2 |
1,583.0 |
1,548.8 |
|
R3 |
1,571.6 |
1,564.4 |
1,543.7 |
|
R2 |
1,553.0 |
1,553.0 |
1,542.0 |
|
R1 |
1,545.8 |
1,545.8 |
1,540.3 |
1,549.4 |
PP |
1,534.4 |
1,534.4 |
1,534.4 |
1,536.2 |
S1 |
1,527.2 |
1,527.2 |
1,536.9 |
1,530.8 |
S2 |
1,515.8 |
1,515.8 |
1,535.2 |
|
S3 |
1,497.2 |
1,508.6 |
1,533.5 |
|
S4 |
1,478.6 |
1,490.0 |
1,528.4 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.4 |
1,610.3 |
1,555.3 |
|
R3 |
1,591.1 |
1,580.0 |
1,546.9 |
|
R2 |
1,560.8 |
1,560.8 |
1,544.2 |
|
R1 |
1,549.7 |
1,549.7 |
1,541.4 |
1,555.3 |
PP |
1,530.5 |
1,530.5 |
1,530.5 |
1,533.3 |
S1 |
1,519.4 |
1,519.4 |
1,535.8 |
1,525.0 |
S2 |
1,500.2 |
1,500.2 |
1,533.0 |
|
S3 |
1,469.9 |
1,489.1 |
1,530.3 |
|
S4 |
1,439.6 |
1,458.8 |
1,521.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,541.6 |
1,511.3 |
30.3 |
2.0% |
16.2 |
1.1% |
90% |
True |
False |
408 |
10 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
15.0 |
1.0% |
64% |
False |
False |
666 |
20 |
1,553.9 |
1,486.4 |
67.5 |
4.4% |
16.7 |
1.1% |
77% |
False |
False |
54,627 |
40 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
21.6 |
1.4% |
66% |
False |
False |
113,993 |
60 |
1,577.4 |
1,411.5 |
165.9 |
10.8% |
20.4 |
1.3% |
77% |
False |
False |
116,927 |
80 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
20.0 |
1.3% |
80% |
False |
False |
91,691 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.7 |
1.3% |
85% |
False |
False |
74,104 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.4 |
1.3% |
85% |
False |
False |
62,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,620.7 |
2.618 |
1,590.3 |
1.618 |
1,571.7 |
1.000 |
1,560.2 |
0.618 |
1,553.1 |
HIGH |
1,541.6 |
0.618 |
1,534.5 |
0.500 |
1,532.3 |
0.382 |
1,530.1 |
LOW |
1,523.0 |
0.618 |
1,511.5 |
1.000 |
1,504.4 |
1.618 |
1,492.9 |
2.618 |
1,474.3 |
4.250 |
1,444.0 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,536.5 |
1,535.2 |
PP |
1,534.4 |
1,531.7 |
S1 |
1,532.3 |
1,528.3 |
|