Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4,538.0 |
4,599.0 |
61.0 |
1.3% |
4,546.0 |
High |
4,598.0 |
4,600.0 |
2.0 |
0.0% |
4,594.0 |
Low |
4,512.0 |
4,552.0 |
40.0 |
0.9% |
4,519.0 |
Close |
4,586.0 |
4,569.0 |
-17.0 |
-0.4% |
4,577.0 |
Range |
86.0 |
48.0 |
-38.0 |
-44.2% |
75.0 |
ATR |
56.8 |
56.1 |
-0.6 |
-1.1% |
0.0 |
Volume |
132,034 |
75,757 |
-56,277 |
-42.6% |
177,568 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,717.7 |
4,691.3 |
4,595.4 |
|
R3 |
4,669.7 |
4,643.3 |
4,582.2 |
|
R2 |
4,621.7 |
4,621.7 |
4,577.8 |
|
R1 |
4,595.3 |
4,595.3 |
4,573.4 |
4,584.5 |
PP |
4,573.7 |
4,573.7 |
4,573.7 |
4,568.3 |
S1 |
4,547.3 |
4,547.3 |
4,564.6 |
4,536.5 |
S2 |
4,525.7 |
4,525.7 |
4,560.2 |
|
S3 |
4,477.7 |
4,499.3 |
4,555.8 |
|
S4 |
4,429.7 |
4,451.3 |
4,542.6 |
|
|
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 |
4,600.0 |
4,512.0 |
88.0 |
1.9% |
54.6 |
1.2% |
65% |
True |
False |
64,863 |
10 |
4,741.0 |
4,512.0 |
229.0 |
5.0% |
48.0 |
1.1% |
25% |
False |
False |
48,504 |
20 |
4,773.0 |
4,512.0 |
261.0 |
5.7% |
45.9 |
1.0% |
22% |
False |
False |
39,337 |
40 |
4,951.0 |
4,512.0 |
439.0 |
9.6% |
48.2 |
1.1% |
13% |
False |
False |
36,370 |
60 |
5,001.0 |
4,512.0 |
489.0 |
10.7% |
47.1 |
1.0% |
12% |
False |
False |
34,719 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
46.4 |
1.0% |
16% |
False |
False |
29,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,804.0 |
2.618 |
4,725.7 |
1.618 |
4,677.7 |
1.000 |
4,648.0 |
0.618 |
4,629.7 |
HIGH |
4,600.0 |
0.618 |
4,581.7 |
0.500 |
4,576.0 |
0.382 |
4,570.3 |
LOW |
4,552.0 |
0.618 |
4,522.3 |
1.000 |
4,504.0 |
1.618 |
4,474.3 |
2.618 |
4,426.3 |
4.250 |
4,348.0 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,576.0 |
4,564.7 |
PP |
4,573.7 |
4,560.3 |
S1 |
4,571.3 |
4,556.0 |
|