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 |
1,531.0 |
1,529.1 |
-1.9 |
-0.1% |
1,530.7 |
High |
1,534.0 |
1,543.0 |
9.0 |
0.6% |
1,543.0 |
Low |
1,522.0 |
1,523.2 |
1.2 |
0.1% |
1,511.4 |
Close |
1,529.9 |
1,539.1 |
9.2 |
0.6% |
1,539.1 |
Range |
12.0 |
19.8 |
7.8 |
65.0% |
31.6 |
ATR |
19.1 |
19.2 |
0.0 |
0.2% |
0.0 |
Volume |
106,700 |
112,557 |
5,857 |
5.5% |
582,695 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.5 |
1,586.6 |
1,550.0 |
|
R3 |
1,574.7 |
1,566.8 |
1,544.5 |
|
R2 |
1,554.9 |
1,554.9 |
1,542.7 |
|
R1 |
1,547.0 |
1,547.0 |
1,540.9 |
1,551.0 |
PP |
1,535.1 |
1,535.1 |
1,535.1 |
1,537.1 |
S1 |
1,527.2 |
1,527.2 |
1,537.3 |
1,531.2 |
S2 |
1,515.3 |
1,515.3 |
1,535.5 |
|
S3 |
1,495.5 |
1,507.4 |
1,533.7 |
|
S4 |
1,475.7 |
1,487.6 |
1,528.2 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.0 |
1,614.1 |
1,556.5 |
|
R3 |
1,594.4 |
1,582.5 |
1,547.8 |
|
R2 |
1,562.8 |
1,562.8 |
1,544.9 |
|
R1 |
1,550.9 |
1,550.9 |
1,542.0 |
1,556.9 |
PP |
1,531.2 |
1,531.2 |
1,531.2 |
1,534.1 |
S1 |
1,519.3 |
1,519.3 |
1,536.2 |
1,525.3 |
S2 |
1,499.6 |
1,499.6 |
1,533.3 |
|
S3 |
1,468.0 |
1,487.7 |
1,530.4 |
|
S4 |
1,436.4 |
1,456.1 |
1,521.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,543.0 |
1,511.4 |
31.6 |
2.1% |
18.1 |
1.2% |
88% |
True |
False |
116,539 |
10 |
1,555.0 |
1,511.4 |
43.6 |
2.8% |
17.0 |
1.1% |
64% |
False |
False |
111,256 |
20 |
1,555.0 |
1,487.8 |
67.2 |
4.4% |
17.8 |
1.2% |
76% |
False |
False |
109,540 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
21.7 |
1.4% |
66% |
False |
False |
60,776 |
60 |
1,577.7 |
1,413.5 |
164.2 |
10.7% |
20.0 |
1.3% |
76% |
False |
False |
41,863 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.1 |
1.2% |
79% |
False |
False |
31,792 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.4 |
1.2% |
85% |
False |
False |
25,692 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.8 |
1.2% |
85% |
False |
False |
21,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,627.2 |
2.618 |
1,594.8 |
1.618 |
1,575.0 |
1.000 |
1,562.8 |
0.618 |
1,555.2 |
HIGH |
1,543.0 |
0.618 |
1,535.4 |
0.500 |
1,533.1 |
0.382 |
1,530.8 |
LOW |
1,523.2 |
0.618 |
1,511.0 |
1.000 |
1,503.4 |
1.618 |
1,491.2 |
2.618 |
1,471.4 |
4.250 |
1,439.1 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,537.1 |
1,535.7 |
PP |
1,535.1 |
1,532.2 |
S1 |
1,533.1 |
1,528.8 |
|