Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,545.1 |
1,530.7 |
-14.4 |
-0.9% |
1,544.5 |
High |
1,546.5 |
1,533.9 |
-12.6 |
-0.8% |
1,555.0 |
Low |
1,526.7 |
1,511.4 |
-15.3 |
-1.0% |
1,526.7 |
Close |
1,529.2 |
1,515.6 |
-13.6 |
-0.9% |
1,529.2 |
Range |
19.8 |
22.5 |
2.7 |
13.6% |
28.3 |
ATR |
19.8 |
19.9 |
0.2 |
1.0% |
0.0 |
Volume |
122,111 |
111,959 |
-10,152 |
-8.3% |
529,874 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.8 |
1,574.2 |
1,528.0 |
|
R3 |
1,565.3 |
1,551.7 |
1,521.8 |
|
R2 |
1,542.8 |
1,542.8 |
1,519.7 |
|
R1 |
1,529.2 |
1,529.2 |
1,517.7 |
1,524.8 |
PP |
1,520.3 |
1,520.3 |
1,520.3 |
1,518.1 |
S1 |
1,506.7 |
1,506.7 |
1,513.5 |
1,502.3 |
S2 |
1,497.8 |
1,497.8 |
1,511.5 |
|
S3 |
1,475.3 |
1,484.2 |
1,509.4 |
|
S4 |
1,452.8 |
1,461.7 |
1,503.2 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.9 |
1,603.8 |
1,544.8 |
|
R3 |
1,593.6 |
1,575.5 |
1,537.0 |
|
R2 |
1,565.3 |
1,565.3 |
1,534.4 |
|
R1 |
1,547.2 |
1,547.2 |
1,531.8 |
1,542.1 |
PP |
1,537.0 |
1,537.0 |
1,537.0 |
1,534.4 |
S1 |
1,518.9 |
1,518.9 |
1,526.6 |
1,513.8 |
S2 |
1,508.7 |
1,508.7 |
1,524.0 |
|
S3 |
1,480.4 |
1,490.6 |
1,521.4 |
|
S4 |
1,452.1 |
1,462.3 |
1,513.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,551.4 |
1,511.4 |
40.0 |
2.6% |
17.8 |
1.2% |
11% |
False |
True |
109,390 |
10 |
1,555.0 |
1,511.4 |
43.6 |
2.9% |
18.1 |
1.2% |
10% |
False |
True |
119,509 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.4% |
18.0 |
1.2% |
52% |
False |
False |
89,649 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
21.5 |
1.4% |
45% |
False |
False |
49,319 |
60 |
1,577.7 |
1,411.0 |
166.7 |
11.0% |
19.7 |
1.3% |
63% |
False |
False |
34,126 |
80 |
1,577.7 |
1,380.5 |
197.2 |
13.0% |
18.8 |
1.2% |
69% |
False |
False |
25,945 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
18.4 |
1.2% |
76% |
False |
False |
21,009 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
17.4 |
1.2% |
76% |
False |
False |
17,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,629.5 |
2.618 |
1,592.8 |
1.618 |
1,570.3 |
1.000 |
1,556.4 |
0.618 |
1,547.8 |
HIGH |
1,533.9 |
0.618 |
1,525.3 |
0.500 |
1,522.7 |
0.382 |
1,520.0 |
LOW |
1,511.4 |
0.618 |
1,497.5 |
1.000 |
1,488.9 |
1.618 |
1,475.0 |
2.618 |
1,452.5 |
4.250 |
1,415.8 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,522.7 |
1,531.1 |
PP |
1,520.3 |
1,525.9 |
S1 |
1,518.0 |
1,520.8 |
|