Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,147.0 |
7,066.0 |
-81.0 |
-1.1% |
7,100.0 |
High |
7,185.0 |
7,125.5 |
-59.5 |
-0.8% |
7,192.5 |
Low |
7,046.0 |
7,042.0 |
-4.0 |
-0.1% |
6,992.5 |
Close |
7,073.0 |
7,077.0 |
4.0 |
0.1% |
7,073.0 |
Range |
139.0 |
83.5 |
-55.5 |
-39.9% |
200.0 |
ATR |
130.9 |
127.5 |
-3.4 |
-2.6% |
0.0 |
Volume |
150,048 |
88,882 |
-61,166 |
-40.8% |
582,799 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,332.0 |
7,288.0 |
7,122.9 |
|
R3 |
7,248.5 |
7,204.5 |
7,100.0 |
|
R2 |
7,165.0 |
7,165.0 |
7,092.3 |
|
R1 |
7,121.0 |
7,121.0 |
7,084.7 |
7,143.0 |
PP |
7,081.5 |
7,081.5 |
7,081.5 |
7,092.5 |
S1 |
7,037.5 |
7,037.5 |
7,069.3 |
7,059.5 |
S2 |
6,998.0 |
6,998.0 |
7,061.7 |
|
S3 |
6,914.5 |
6,954.0 |
7,054.0 |
|
S4 |
6,831.0 |
6,870.5 |
7,031.1 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,686.0 |
7,579.5 |
7,183.0 |
|
R3 |
7,486.0 |
7,379.5 |
7,128.0 |
|
R2 |
7,286.0 |
7,286.0 |
7,109.7 |
|
R1 |
7,179.5 |
7,179.5 |
7,091.3 |
7,132.8 |
PP |
7,086.0 |
7,086.0 |
7,086.0 |
7,062.6 |
S1 |
6,979.5 |
6,979.5 |
7,054.7 |
6,932.8 |
S2 |
6,886.0 |
6,886.0 |
7,036.3 |
|
S3 |
6,686.0 |
6,779.5 |
7,018.0 |
|
S4 |
6,486.0 |
6,579.5 |
6,963.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,192.5 |
6,992.5 |
200.0 |
2.8% |
113.0 |
1.6% |
42% |
False |
False |
132,725 |
10 |
7,347.5 |
6,992.5 |
355.0 |
5.0% |
120.1 |
1.7% |
24% |
False |
False |
125,452 |
20 |
7,429.0 |
6,992.5 |
436.5 |
6.2% |
118.4 |
1.7% |
19% |
False |
False |
127,801 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.9% |
115.0 |
1.6% |
13% |
False |
False |
121,966 |
60 |
7,624.0 |
6,538.0 |
1,086.0 |
15.3% |
106.9 |
1.5% |
50% |
False |
False |
123,509 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
111.8 |
1.6% |
54% |
False |
False |
97,853 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
102.2 |
1.4% |
54% |
False |
False |
78,382 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
96.8 |
1.4% |
54% |
False |
False |
65,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,480.4 |
2.618 |
7,344.1 |
1.618 |
7,260.6 |
1.000 |
7,209.0 |
0.618 |
7,177.1 |
HIGH |
7,125.5 |
0.618 |
7,093.6 |
0.500 |
7,083.8 |
0.382 |
7,073.9 |
LOW |
7,042.0 |
0.618 |
6,990.4 |
1.000 |
6,958.5 |
1.618 |
6,906.9 |
2.618 |
6,823.4 |
4.250 |
6,687.1 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,083.8 |
7,114.0 |
PP |
7,081.5 |
7,101.7 |
S1 |
7,079.3 |
7,089.3 |
|