Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,516.5 |
1,525.1 |
8.6 |
0.6% |
1,544.5 |
High |
1,527.6 |
1,535.7 |
8.1 |
0.5% |
1,555.0 |
Low |
1,512.8 |
1,514.5 |
1.7 |
0.1% |
1,526.7 |
Close |
1,524.4 |
1,526.2 |
1.8 |
0.1% |
1,529.2 |
Range |
14.8 |
21.2 |
6.4 |
43.2% |
28.3 |
ATR |
19.6 |
19.7 |
0.1 |
0.6% |
0.0 |
Volume |
105,721 |
145,758 |
40,037 |
37.9% |
529,874 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.1 |
1,578.8 |
1,537.9 |
|
R3 |
1,567.9 |
1,557.6 |
1,532.0 |
|
R2 |
1,546.7 |
1,546.7 |
1,530.1 |
|
R1 |
1,536.4 |
1,536.4 |
1,528.1 |
1,541.6 |
PP |
1,525.5 |
1,525.5 |
1,525.5 |
1,528.0 |
S1 |
1,515.2 |
1,515.2 |
1,524.3 |
1,520.4 |
S2 |
1,504.3 |
1,504.3 |
1,522.3 |
|
S3 |
1,483.1 |
1,494.0 |
1,520.4 |
|
S4 |
1,461.9 |
1,472.8 |
1,514.5 |
|
|
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% |
19.0 |
1.2% |
38% |
False |
False |
117,533 |
10 |
1,555.0 |
1,511.4 |
43.6 |
2.9% |
18.7 |
1.2% |
34% |
False |
False |
117,095 |
20 |
1,555.0 |
1,486.2 |
68.8 |
4.5% |
17.6 |
1.2% |
58% |
False |
False |
101,152 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
21.5 |
1.4% |
55% |
False |
False |
55,431 |
60 |
1,577.7 |
1,413.5 |
164.2 |
10.8% |
19.9 |
1.3% |
69% |
False |
False |
38,260 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.0 |
1.2% |
73% |
False |
False |
29,055 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
18.4 |
1.2% |
80% |
False |
False |
23,511 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
17.7 |
1.2% |
80% |
False |
False |
19,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.8 |
2.618 |
1,591.2 |
1.618 |
1,570.0 |
1.000 |
1,556.9 |
0.618 |
1,548.8 |
HIGH |
1,535.7 |
0.618 |
1,527.6 |
0.500 |
1,525.1 |
0.382 |
1,522.6 |
LOW |
1,514.5 |
0.618 |
1,501.4 |
1.000 |
1,493.3 |
1.618 |
1,480.2 |
2.618 |
1,459.0 |
4.250 |
1,424.4 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,525.8 |
1,525.3 |
PP |
1,525.5 |
1,524.4 |
S1 |
1,525.1 |
1,523.6 |
|