Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,522.7 |
1,500.9 |
-21.8 |
-1.4% |
1,541.3 |
High |
1,526.5 |
1,506.1 |
-20.4 |
-1.3% |
1,559.3 |
Low |
1,498.5 |
1,490.8 |
-7.7 |
-0.5% |
1,498.5 |
Close |
1,500.9 |
1,496.4 |
-4.5 |
-0.3% |
1,500.9 |
Range |
28.0 |
15.3 |
-12.7 |
-45.4% |
60.8 |
ATR |
20.4 |
20.1 |
-0.4 |
-1.8% |
0.0 |
Volume |
134,316 |
118,988 |
-15,328 |
-11.4% |
660,072 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.7 |
1,535.3 |
1,504.8 |
|
R3 |
1,528.4 |
1,520.0 |
1,500.6 |
|
R2 |
1,513.1 |
1,513.1 |
1,499.2 |
|
R1 |
1,504.7 |
1,504.7 |
1,497.8 |
1,501.3 |
PP |
1,497.8 |
1,497.8 |
1,497.8 |
1,496.0 |
S1 |
1,489.4 |
1,489.4 |
1,495.0 |
1,486.0 |
S2 |
1,482.5 |
1,482.5 |
1,493.6 |
|
S3 |
1,467.2 |
1,474.1 |
1,492.2 |
|
S4 |
1,451.9 |
1,458.8 |
1,488.0 |
|
|
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 |
1,490.8 |
68.5 |
4.6% |
21.7 |
1.4% |
8% |
False |
True |
137,765 |
10 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
19.1 |
1.3% |
8% |
False |
True |
124,979 |
20 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
18.6 |
1.2% |
8% |
False |
True |
122,244 |
40 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
21.9 |
1.5% |
28% |
False |
False |
79,166 |
60 |
1,577.7 |
1,415.5 |
162.2 |
10.8% |
20.4 |
1.4% |
50% |
False |
False |
54,552 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.6% |
19.4 |
1.3% |
57% |
False |
False |
41,428 |
100 |
1,577.7 |
1,328.7 |
249.0 |
16.6% |
18.3 |
1.2% |
67% |
False |
False |
33,434 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
18.1 |
1.2% |
69% |
False |
False |
27,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.1 |
2.618 |
1,546.2 |
1.618 |
1,530.9 |
1.000 |
1,521.4 |
0.618 |
1,515.6 |
HIGH |
1,506.1 |
0.618 |
1,500.3 |
0.500 |
1,498.5 |
0.382 |
1,496.6 |
LOW |
1,490.8 |
0.618 |
1,481.3 |
1.000 |
1,475.5 |
1.618 |
1,466.0 |
2.618 |
1,450.7 |
4.250 |
1,425.8 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,498.5 |
1,520.2 |
PP |
1,497.8 |
1,512.3 |
S1 |
1,497.1 |
1,504.3 |
|