Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,548.5 |
1,522.7 |
-25.8 |
-1.7% |
1,541.3 |
High |
1,549.6 |
1,526.5 |
-23.1 |
-1.5% |
1,559.3 |
Low |
1,511.5 |
1,498.5 |
-13.0 |
-0.9% |
1,498.5 |
Close |
1,520.5 |
1,500.9 |
-19.6 |
-1.3% |
1,500.9 |
Range |
38.1 |
28.0 |
-10.1 |
-26.5% |
60.8 |
ATR |
19.8 |
20.4 |
0.6 |
2.9% |
0.0 |
Volume |
219,423 |
134,316 |
-85,107 |
-38.8% |
660,072 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.6 |
1,574.8 |
1,516.3 |
|
R3 |
1,564.6 |
1,546.8 |
1,508.6 |
|
R2 |
1,536.6 |
1,536.6 |
1,506.0 |
|
R1 |
1,518.8 |
1,518.8 |
1,503.5 |
1,513.7 |
PP |
1,508.6 |
1,508.6 |
1,508.6 |
1,506.1 |
S1 |
1,490.8 |
1,490.8 |
1,498.3 |
1,485.7 |
S2 |
1,480.6 |
1,480.6 |
1,495.8 |
|
S3 |
1,452.6 |
1,462.8 |
1,493.2 |
|
S4 |
1,424.6 |
1,434.8 |
1,485.5 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.0 |
1,662.2 |
1,534.3 |
|
R3 |
1,641.2 |
1,601.4 |
1,517.6 |
|
R2 |
1,580.4 |
1,580.4 |
1,512.0 |
|
R1 |
1,540.6 |
1,540.6 |
1,506.5 |
1,530.1 |
PP |
1,519.6 |
1,519.6 |
1,519.6 |
1,514.3 |
S1 |
1,479.8 |
1,479.8 |
1,495.3 |
1,469.3 |
S2 |
1,458.8 |
1,458.8 |
1,489.8 |
|
S3 |
1,398.0 |
1,419.0 |
1,484.2 |
|
S4 |
1,337.2 |
1,358.2 |
1,467.5 |
|
|
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 |
1,498.5 |
60.8 |
4.1% |
21.5 |
1.4% |
4% |
False |
True |
132,014 |
10 |
1,559.3 |
1,498.5 |
60.8 |
4.1% |
19.8 |
1.3% |
4% |
False |
True |
124,276 |
20 |
1,559.3 |
1,498.5 |
60.8 |
4.1% |
18.8 |
1.3% |
4% |
False |
True |
122,516 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
22.4 |
1.5% |
32% |
False |
False |
76,338 |
60 |
1,577.7 |
1,415.5 |
162.2 |
10.8% |
20.4 |
1.4% |
53% |
False |
False |
52,600 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
19.5 |
1.3% |
59% |
False |
False |
39,959 |
100 |
1,577.7 |
1,328.7 |
249.0 |
16.6% |
18.3 |
1.2% |
69% |
False |
False |
32,250 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
18.3 |
1.2% |
71% |
False |
False |
27,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.5 |
2.618 |
1,599.8 |
1.618 |
1,571.8 |
1.000 |
1,554.5 |
0.618 |
1,543.8 |
HIGH |
1,526.5 |
0.618 |
1,515.8 |
0.500 |
1,512.5 |
0.382 |
1,509.2 |
LOW |
1,498.5 |
0.618 |
1,481.2 |
1.000 |
1,470.5 |
1.618 |
1,453.2 |
2.618 |
1,425.2 |
4.250 |
1,379.5 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,512.5 |
1,528.9 |
PP |
1,508.6 |
1,519.6 |
S1 |
1,504.8 |
1,510.2 |
|