Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,530.7 |
1,516.5 |
-14.2 |
-0.9% |
1,544.5 |
High |
1,533.9 |
1,527.6 |
-6.3 |
-0.4% |
1,555.0 |
Low |
1,511.4 |
1,512.8 |
1.4 |
0.1% |
1,526.7 |
Close |
1,515.6 |
1,524.4 |
8.8 |
0.6% |
1,529.2 |
Range |
22.5 |
14.8 |
-7.7 |
-34.2% |
28.3 |
ATR |
19.9 |
19.6 |
-0.4 |
-1.8% |
0.0 |
Volume |
111,959 |
105,721 |
-6,238 |
-5.6% |
529,874 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.0 |
1,560.0 |
1,532.5 |
|
R3 |
1,551.2 |
1,545.2 |
1,528.5 |
|
R2 |
1,536.4 |
1,536.4 |
1,527.1 |
|
R1 |
1,530.4 |
1,530.4 |
1,525.8 |
1,533.4 |
PP |
1,521.6 |
1,521.6 |
1,521.6 |
1,523.1 |
S1 |
1,515.6 |
1,515.6 |
1,523.0 |
1,518.6 |
S2 |
1,506.8 |
1,506.8 |
1,521.7 |
|
S3 |
1,492.0 |
1,500.8 |
1,520.3 |
|
S4 |
1,477.2 |
1,486.0 |
1,516.3 |
|
|
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 |
1,550.8 |
1,511.4 |
39.4 |
2.6% |
17.9 |
1.2% |
33% |
False |
False |
109,693 |
10 |
1,555.0 |
1,511.4 |
43.6 |
2.9% |
18.7 |
1.2% |
30% |
False |
False |
116,269 |
20 |
1,555.0 |
1,472.6 |
82.4 |
5.4% |
17.9 |
1.2% |
63% |
False |
False |
94,459 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
21.5 |
1.4% |
53% |
False |
False |
51,903 |
60 |
1,577.7 |
1,413.5 |
164.2 |
10.8% |
19.7 |
1.3% |
68% |
False |
False |
35,855 |
80 |
1,577.7 |
1,385.6 |
192.1 |
12.6% |
18.9 |
1.2% |
72% |
False |
False |
27,247 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
18.3 |
1.2% |
80% |
False |
False |
22,061 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
17.5 |
1.1% |
80% |
False |
False |
18,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.5 |
2.618 |
1,566.3 |
1.618 |
1,551.5 |
1.000 |
1,542.4 |
0.618 |
1,536.7 |
HIGH |
1,527.6 |
0.618 |
1,521.9 |
0.500 |
1,520.2 |
0.382 |
1,518.5 |
LOW |
1,512.8 |
0.618 |
1,503.7 |
1.000 |
1,498.0 |
1.618 |
1,488.9 |
2.618 |
1,474.1 |
4.250 |
1,449.9 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,523.0 |
1,529.0 |
PP |
1,521.6 |
1,527.4 |
S1 |
1,520.2 |
1,525.9 |
|