Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4,573.0 |
4,538.0 |
-35.0 |
-0.8% |
4,546.0 |
High |
4,594.0 |
4,598.0 |
4.0 |
0.1% |
4,594.0 |
Low |
4,555.0 |
4,512.0 |
-43.0 |
-0.9% |
4,519.0 |
Close |
4,577.0 |
4,586.0 |
9.0 |
0.2% |
4,577.0 |
Range |
39.0 |
86.0 |
47.0 |
120.5% |
75.0 |
ATR |
54.5 |
56.8 |
2.2 |
4.1% |
0.0 |
Volume |
49,122 |
132,034 |
82,912 |
168.8% |
177,568 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,823.3 |
4,790.7 |
4,633.3 |
|
R3 |
4,737.3 |
4,704.7 |
4,609.7 |
|
R2 |
4,651.3 |
4,651.3 |
4,601.8 |
|
R1 |
4,618.7 |
4,618.7 |
4,593.9 |
4,635.0 |
PP |
4,565.3 |
4,565.3 |
4,565.3 |
4,573.5 |
S1 |
4,532.7 |
4,532.7 |
4,578.1 |
4,549.0 |
S2 |
4,479.3 |
4,479.3 |
4,570.2 |
|
S3 |
4,393.3 |
4,446.7 |
4,562.4 |
|
S4 |
4,307.3 |
4,360.7 |
4,538.7 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.3 |
4,757.7 |
4,618.3 |
|
R3 |
4,713.3 |
4,682.7 |
4,597.6 |
|
R2 |
4,638.3 |
4,638.3 |
4,590.8 |
|
R1 |
4,607.7 |
4,607.7 |
4,583.9 |
4,623.0 |
PP |
4,563.3 |
4,563.3 |
4,563.3 |
4,571.0 |
S1 |
4,532.7 |
4,532.7 |
4,570.1 |
4,548.0 |
S2 |
4,488.3 |
4,488.3 |
4,563.3 |
|
S3 |
4,413.3 |
4,457.7 |
4,556.4 |
|
S4 |
4,338.3 |
4,382.7 |
4,535.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,598.0 |
4,512.0 |
86.0 |
1.9% |
53.6 |
1.2% |
86% |
True |
True |
56,433 |
10 |
4,741.0 |
4,512.0 |
229.0 |
5.0% |
48.4 |
1.1% |
32% |
False |
True |
43,750 |
20 |
4,773.0 |
4,512.0 |
261.0 |
5.7% |
45.9 |
1.0% |
28% |
False |
True |
36,978 |
40 |
4,951.0 |
4,512.0 |
439.0 |
9.6% |
48.1 |
1.0% |
17% |
False |
True |
35,267 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
47.8 |
1.0% |
20% |
False |
False |
34,272 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
45.8 |
1.0% |
20% |
False |
False |
28,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,963.5 |
2.618 |
4,823.1 |
1.618 |
4,737.1 |
1.000 |
4,684.0 |
0.618 |
4,651.1 |
HIGH |
4,598.0 |
0.618 |
4,565.1 |
0.500 |
4,555.0 |
0.382 |
4,544.9 |
LOW |
4,512.0 |
0.618 |
4,458.9 |
1.000 |
4,426.0 |
1.618 |
4,372.9 |
2.618 |
4,286.9 |
4.250 |
4,146.5 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,575.7 |
4,575.7 |
PP |
4,565.3 |
4,565.3 |
S1 |
4,555.0 |
4,555.0 |
|