Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4,599.0 |
4,517.0 |
-82.0 |
-1.8% |
4,546.0 |
High |
4,600.0 |
4,520.0 |
-80.0 |
-1.7% |
4,594.0 |
Low |
4,552.0 |
4,508.0 |
-44.0 |
-1.0% |
4,519.0 |
Close |
4,569.0 |
4,518.0 |
-51.0 |
-1.1% |
4,577.0 |
Range |
48.0 |
12.0 |
-36.0 |
-75.0% |
75.0 |
ATR |
56.1 |
56.5 |
0.3 |
0.6% |
0.0 |
Volume |
75,757 |
6,925 |
-68,832 |
-90.9% |
177,568 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,551.3 |
4,546.7 |
4,524.6 |
|
R3 |
4,539.3 |
4,534.7 |
4,521.3 |
|
R2 |
4,527.3 |
4,527.3 |
4,520.2 |
|
R1 |
4,522.7 |
4,522.7 |
4,519.1 |
4,525.0 |
PP |
4,515.3 |
4,515.3 |
4,515.3 |
4,516.5 |
S1 |
4,510.7 |
4,510.7 |
4,516.9 |
4,513.0 |
S2 |
4,503.3 |
4,503.3 |
4,515.8 |
|
S3 |
4,491.3 |
4,498.7 |
4,514.7 |
|
S4 |
4,479.3 |
4,486.7 |
4,511.4 |
|
|
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 |
4,508.0 |
92.0 |
2.0% |
45.0 |
1.0% |
11% |
False |
True |
58,750 |
10 |
4,643.0 |
4,508.0 |
135.0 |
3.0% |
44.5 |
1.0% |
7% |
False |
True |
46,262 |
20 |
4,773.0 |
4,508.0 |
265.0 |
5.9% |
44.6 |
1.0% |
4% |
False |
True |
38,287 |
40 |
4,951.0 |
4,508.0 |
443.0 |
9.8% |
47.4 |
1.0% |
2% |
False |
True |
35,844 |
60 |
5,001.0 |
4,508.0 |
493.0 |
10.9% |
45.7 |
1.0% |
2% |
False |
True |
33,988 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.4% |
46.4 |
1.0% |
7% |
False |
False |
29,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,571.0 |
2.618 |
4,551.4 |
1.618 |
4,539.4 |
1.000 |
4,532.0 |
0.618 |
4,527.4 |
HIGH |
4,520.0 |
0.618 |
4,515.4 |
0.500 |
4,514.0 |
0.382 |
4,512.6 |
LOW |
4,508.0 |
0.618 |
4,500.6 |
1.000 |
4,496.0 |
1.618 |
4,488.6 |
2.618 |
4,476.6 |
4.250 |
4,457.0 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4,516.7 |
4,554.0 |
PP |
4,515.3 |
4,542.0 |
S1 |
4,514.0 |
4,530.0 |
|