Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,547.9 |
1,548.5 |
0.6 |
0.0% |
1,530.7 |
High |
1,559.3 |
1,549.6 |
-9.7 |
-0.6% |
1,543.0 |
Low |
1,542.0 |
1,511.5 |
-30.5 |
-2.0% |
1,511.4 |
Close |
1,553.4 |
1,520.5 |
-32.9 |
-2.1% |
1,539.1 |
Range |
17.3 |
38.1 |
20.8 |
120.2% |
31.6 |
ATR |
18.1 |
19.8 |
1.7 |
9.4% |
0.0 |
Volume |
129,192 |
219,423 |
90,231 |
69.8% |
582,695 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.5 |
1,619.1 |
1,541.5 |
|
R3 |
1,603.4 |
1,581.0 |
1,531.0 |
|
R2 |
1,565.3 |
1,565.3 |
1,527.5 |
|
R1 |
1,542.9 |
1,542.9 |
1,524.0 |
1,535.1 |
PP |
1,527.2 |
1,527.2 |
1,527.2 |
1,523.3 |
S1 |
1,504.8 |
1,504.8 |
1,517.0 |
1,497.0 |
S2 |
1,489.1 |
1,489.1 |
1,513.5 |
|
S3 |
1,451.0 |
1,466.7 |
1,510.0 |
|
S4 |
1,412.9 |
1,428.6 |
1,499.5 |
|
|
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 |
1,511.5 |
47.8 |
3.1% |
19.9 |
1.3% |
19% |
False |
True |
127,662 |
10 |
1,559.3 |
1,511.4 |
47.9 |
3.2% |
19.0 |
1.2% |
19% |
False |
False |
123,056 |
20 |
1,559.3 |
1,511.4 |
47.9 |
3.2% |
18.2 |
1.2% |
19% |
False |
False |
122,269 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
22.1 |
1.5% |
50% |
False |
False |
73,172 |
60 |
1,577.7 |
1,415.4 |
162.3 |
10.7% |
20.2 |
1.3% |
65% |
False |
False |
50,392 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.3 |
1.3% |
70% |
False |
False |
38,303 |
100 |
1,577.7 |
1,328.7 |
249.0 |
16.4% |
18.2 |
1.2% |
77% |
False |
False |
30,915 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
18.2 |
1.2% |
78% |
False |
False |
25,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.5 |
2.618 |
1,649.3 |
1.618 |
1,611.2 |
1.000 |
1,587.7 |
0.618 |
1,573.1 |
HIGH |
1,549.6 |
0.618 |
1,535.0 |
0.500 |
1,530.6 |
0.382 |
1,526.1 |
LOW |
1,511.5 |
0.618 |
1,488.0 |
1.000 |
1,473.4 |
1.618 |
1,449.9 |
2.618 |
1,411.8 |
4.250 |
1,349.6 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,530.6 |
1,535.4 |
PP |
1,527.2 |
1,530.4 |
S1 |
1,523.9 |
1,525.5 |
|