Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,529.1 |
1,541.3 |
12.2 |
0.8% |
1,530.7 |
High |
1,543.0 |
1,548.2 |
5.2 |
0.3% |
1,543.0 |
Low |
1,523.2 |
1,533.6 |
10.4 |
0.7% |
1,511.4 |
Close |
1,539.1 |
1,542.0 |
2.9 |
0.2% |
1,539.1 |
Range |
19.8 |
14.6 |
-5.2 |
-26.3% |
31.6 |
ATR |
19.2 |
18.9 |
-0.3 |
-1.7% |
0.0 |
Volume |
112,557 |
90,233 |
-22,324 |
-19.8% |
582,695 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.1 |
1,578.1 |
1,550.0 |
|
R3 |
1,570.5 |
1,563.5 |
1,546.0 |
|
R2 |
1,555.9 |
1,555.9 |
1,544.7 |
|
R1 |
1,548.9 |
1,548.9 |
1,543.3 |
1,552.4 |
PP |
1,541.3 |
1,541.3 |
1,541.3 |
1,543.0 |
S1 |
1,534.3 |
1,534.3 |
1,540.7 |
1,537.8 |
S2 |
1,526.7 |
1,526.7 |
1,539.3 |
|
S3 |
1,512.1 |
1,519.7 |
1,538.0 |
|
S4 |
1,497.5 |
1,505.1 |
1,534.0 |
|
|
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 |
1,548.2 |
1,512.8 |
35.4 |
2.3% |
16.5 |
1.1% |
82% |
True |
False |
112,193 |
10 |
1,551.4 |
1,511.4 |
40.0 |
2.6% |
17.2 |
1.1% |
77% |
False |
False |
110,792 |
20 |
1,555.0 |
1,504.9 |
50.1 |
3.2% |
17.1 |
1.1% |
74% |
False |
False |
112,911 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
21.9 |
1.4% |
69% |
False |
False |
62,808 |
60 |
1,577.7 |
1,413.5 |
164.2 |
10.6% |
19.8 |
1.3% |
78% |
False |
False |
43,345 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.0 |
1.2% |
81% |
False |
False |
32,899 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.4 |
1.2% |
86% |
False |
False |
26,586 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.9 |
1.2% |
86% |
False |
False |
22,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.3 |
2.618 |
1,586.4 |
1.618 |
1,571.8 |
1.000 |
1,562.8 |
0.618 |
1,557.2 |
HIGH |
1,548.2 |
0.618 |
1,542.6 |
0.500 |
1,540.9 |
0.382 |
1,539.2 |
LOW |
1,533.6 |
0.618 |
1,524.6 |
1.000 |
1,519.0 |
1.618 |
1,510.0 |
2.618 |
1,495.4 |
4.250 |
1,471.6 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,541.6 |
1,539.7 |
PP |
1,541.3 |
1,537.4 |
S1 |
1,540.9 |
1,535.1 |
|