Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,541.1 |
1,547.9 |
6.8 |
0.4% |
1,530.7 |
High |
1,549.0 |
1,559.3 |
10.3 |
0.7% |
1,543.0 |
Low |
1,539.3 |
1,542.0 |
2.7 |
0.2% |
1,511.4 |
Close |
1,546.4 |
1,553.4 |
7.0 |
0.5% |
1,539.1 |
Range |
9.7 |
17.3 |
7.6 |
78.4% |
31.6 |
ATR |
18.2 |
18.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
86,908 |
129,192 |
42,284 |
48.7% |
582,695 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.5 |
1,595.7 |
1,562.9 |
|
R3 |
1,586.2 |
1,578.4 |
1,558.2 |
|
R2 |
1,568.9 |
1,568.9 |
1,556.6 |
|
R1 |
1,561.1 |
1,561.1 |
1,555.0 |
1,565.0 |
PP |
1,551.6 |
1,551.6 |
1,551.6 |
1,553.5 |
S1 |
1,543.8 |
1,543.8 |
1,551.8 |
1,547.7 |
S2 |
1,534.3 |
1,534.3 |
1,550.2 |
|
S3 |
1,517.0 |
1,526.5 |
1,548.6 |
|
S4 |
1,499.7 |
1,509.2 |
1,543.9 |
|
|
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 |
1,559.3 |
1,522.0 |
37.3 |
2.4% |
14.7 |
0.9% |
84% |
True |
False |
105,118 |
10 |
1,559.3 |
1,511.4 |
47.9 |
3.1% |
16.9 |
1.1% |
88% |
True |
False |
111,325 |
20 |
1,559.3 |
1,511.4 |
47.9 |
3.1% |
16.9 |
1.1% |
88% |
True |
False |
116,091 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.3% |
21.8 |
1.4% |
79% |
False |
False |
67,798 |
60 |
1,577.7 |
1,414.5 |
163.2 |
10.5% |
19.8 |
1.3% |
85% |
False |
False |
46,808 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.1% |
19.1 |
1.2% |
87% |
False |
False |
35,584 |
100 |
1,577.7 |
1,328.2 |
249.5 |
16.1% |
18.0 |
1.2% |
90% |
False |
False |
28,726 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
18.0 |
1.2% |
91% |
False |
False |
24,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.8 |
2.618 |
1,604.6 |
1.618 |
1,587.3 |
1.000 |
1,576.6 |
0.618 |
1,570.0 |
HIGH |
1,559.3 |
0.618 |
1,552.7 |
0.500 |
1,550.7 |
0.382 |
1,548.6 |
LOW |
1,542.0 |
0.618 |
1,531.3 |
1.000 |
1,524.7 |
1.618 |
1,514.0 |
2.618 |
1,496.7 |
4.250 |
1,468.5 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,552.5 |
1,551.1 |
PP |
1,551.6 |
1,548.8 |
S1 |
1,550.7 |
1,546.5 |
|