Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,525.1 |
1,531.0 |
5.9 |
0.4% |
1,544.5 |
High |
1,535.7 |
1,534.0 |
-1.7 |
-0.1% |
1,555.0 |
Low |
1,514.5 |
1,522.0 |
7.5 |
0.5% |
1,526.7 |
Close |
1,526.2 |
1,529.9 |
3.7 |
0.2% |
1,529.2 |
Range |
21.2 |
12.0 |
-9.2 |
-43.4% |
28.3 |
ATR |
19.7 |
19.1 |
-0.5 |
-2.8% |
0.0 |
Volume |
145,758 |
106,700 |
-39,058 |
-26.8% |
529,874 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.6 |
1,559.3 |
1,536.5 |
|
R3 |
1,552.6 |
1,547.3 |
1,533.2 |
|
R2 |
1,540.6 |
1,540.6 |
1,532.1 |
|
R1 |
1,535.3 |
1,535.3 |
1,531.0 |
1,532.0 |
PP |
1,528.6 |
1,528.6 |
1,528.6 |
1,527.0 |
S1 |
1,523.3 |
1,523.3 |
1,528.8 |
1,520.0 |
S2 |
1,516.6 |
1,516.6 |
1,527.7 |
|
S3 |
1,504.6 |
1,511.3 |
1,526.6 |
|
S4 |
1,492.6 |
1,499.3 |
1,523.3 |
|
|
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 |
1,546.5 |
1,511.4 |
35.1 |
2.3% |
18.1 |
1.2% |
53% |
False |
False |
118,449 |
10 |
1,555.0 |
1,511.4 |
43.6 |
2.8% |
17.4 |
1.1% |
42% |
False |
False |
114,096 |
20 |
1,555.0 |
1,487.2 |
67.8 |
4.4% |
17.5 |
1.1% |
63% |
False |
False |
105,783 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
21.5 |
1.4% |
58% |
False |
False |
58,005 |
60 |
1,577.7 |
1,413.5 |
164.2 |
10.7% |
19.9 |
1.3% |
71% |
False |
False |
40,016 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.0 |
1.2% |
75% |
False |
False |
30,388 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.4 |
1.2% |
82% |
False |
False |
24,573 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
17.7 |
1.2% |
82% |
False |
False |
20,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.0 |
2.618 |
1,565.4 |
1.618 |
1,553.4 |
1.000 |
1,546.0 |
0.618 |
1,541.4 |
HIGH |
1,534.0 |
0.618 |
1,529.4 |
0.500 |
1,528.0 |
0.382 |
1,526.6 |
LOW |
1,522.0 |
0.618 |
1,514.6 |
1.000 |
1,510.0 |
1.618 |
1,502.6 |
2.618 |
1,490.6 |
4.250 |
1,471.0 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,529.3 |
1,528.0 |
PP |
1,528.6 |
1,526.1 |
S1 |
1,528.0 |
1,524.3 |
|