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 |
7,131.5 |
7,191.5 |
60.0 |
0.8% |
7,100.0 |
High |
7,234.0 |
7,203.5 |
-30.5 |
-0.4% |
7,192.5 |
Low |
7,126.0 |
7,072.0 |
-54.0 |
-0.8% |
6,992.5 |
Close |
7,204.0 |
7,088.0 |
-116.0 |
-1.6% |
7,073.0 |
Range |
108.0 |
131.5 |
23.5 |
21.8% |
200.0 |
ATR |
129.6 |
129.8 |
0.2 |
0.1% |
0.0 |
Volume |
123,245 |
145,934 |
22,689 |
18.4% |
582,799 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,515.7 |
7,433.3 |
7,160.3 |
|
R3 |
7,384.2 |
7,301.8 |
7,124.2 |
|
R2 |
7,252.7 |
7,252.7 |
7,112.1 |
|
R1 |
7,170.3 |
7,170.3 |
7,100.1 |
7,145.8 |
PP |
7,121.2 |
7,121.2 |
7,121.2 |
7,108.9 |
S1 |
7,038.8 |
7,038.8 |
7,075.9 |
7,014.3 |
S2 |
6,989.7 |
6,989.7 |
7,063.9 |
|
S3 |
6,858.2 |
6,907.3 |
7,051.8 |
|
S4 |
6,726.7 |
6,775.8 |
7,015.7 |
|
|
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 |
7,035.5 |
198.5 |
2.8% |
123.8 |
1.7% |
26% |
False |
False |
130,103 |
10 |
7,234.0 |
6,992.5 |
241.5 |
3.4% |
110.8 |
1.6% |
40% |
False |
False |
123,827 |
20 |
7,429.0 |
6,992.5 |
436.5 |
6.2% |
118.1 |
1.7% |
22% |
False |
False |
133,787 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.9% |
117.5 |
1.7% |
15% |
False |
False |
125,019 |
60 |
7,624.0 |
6,733.0 |
891.0 |
12.6% |
105.6 |
1.5% |
40% |
False |
False |
123,236 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
113.6 |
1.6% |
55% |
False |
False |
101,209 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
103.2 |
1.5% |
55% |
False |
False |
81,067 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.8% |
98.4 |
1.4% |
55% |
False |
False |
67,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,762.4 |
2.618 |
7,547.8 |
1.618 |
7,416.3 |
1.000 |
7,335.0 |
0.618 |
7,284.8 |
HIGH |
7,203.5 |
0.618 |
7,153.3 |
0.500 |
7,137.8 |
0.382 |
7,122.2 |
LOW |
7,072.0 |
0.618 |
6,990.7 |
1.000 |
6,940.5 |
1.618 |
6,859.2 |
2.618 |
6,727.7 |
4.250 |
6,513.1 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,137.8 |
7,138.0 |
PP |
7,121.2 |
7,121.3 |
S1 |
7,104.6 |
7,104.7 |
|