Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,066.0 |
7,131.5 |
65.5 |
0.9% |
7,100.0 |
High |
7,125.5 |
7,234.0 |
108.5 |
1.5% |
7,192.5 |
Low |
7,042.0 |
7,126.0 |
84.0 |
1.2% |
6,992.5 |
Close |
7,077.0 |
7,204.0 |
127.0 |
1.8% |
7,073.0 |
Range |
83.5 |
108.0 |
24.5 |
29.3% |
200.0 |
ATR |
127.5 |
129.6 |
2.1 |
1.7% |
0.0 |
Volume |
88,882 |
123,245 |
34,363 |
38.7% |
582,799 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,512.0 |
7,466.0 |
7,263.4 |
|
R3 |
7,404.0 |
7,358.0 |
7,233.7 |
|
R2 |
7,296.0 |
7,296.0 |
7,223.8 |
|
R1 |
7,250.0 |
7,250.0 |
7,213.9 |
7,273.0 |
PP |
7,188.0 |
7,188.0 |
7,188.0 |
7,199.5 |
S1 |
7,142.0 |
7,142.0 |
7,194.1 |
7,165.0 |
S2 |
7,080.0 |
7,080.0 |
7,184.2 |
|
S3 |
6,972.0 |
7,034.0 |
7,174.3 |
|
S4 |
6,864.0 |
6,926.0 |
7,144.6 |
|
|
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 |
7,234.0 |
6,992.5 |
241.5 |
3.4% |
117.4 |
1.6% |
88% |
True |
False |
131,322 |
10 |
7,347.5 |
6,992.5 |
355.0 |
4.9% |
119.3 |
1.7% |
60% |
False |
False |
123,881 |
20 |
7,429.0 |
6,992.5 |
436.5 |
6.1% |
117.8 |
1.6% |
48% |
False |
False |
126,490 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.8% |
115.5 |
1.6% |
33% |
False |
False |
121,370 |
60 |
7,624.0 |
6,644.0 |
980.0 |
13.6% |
105.8 |
1.5% |
57% |
False |
False |
123,889 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
112.4 |
1.6% |
65% |
False |
False |
99,390 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
102.8 |
1.4% |
65% |
False |
False |
79,612 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
97.4 |
1.4% |
65% |
False |
False |
66,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,693.0 |
2.618 |
7,516.7 |
1.618 |
7,408.7 |
1.000 |
7,342.0 |
0.618 |
7,300.7 |
HIGH |
7,234.0 |
0.618 |
7,192.7 |
0.500 |
7,180.0 |
0.382 |
7,167.3 |
LOW |
7,126.0 |
0.618 |
7,059.3 |
1.000 |
7,018.0 |
1.618 |
6,951.3 |
2.618 |
6,843.3 |
4.250 |
6,667.0 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,196.0 |
7,182.0 |
PP |
7,188.0 |
7,160.0 |
S1 |
7,180.0 |
7,138.0 |
|