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 |
7,191.5 |
7,065.0 |
-126.5 |
-1.8% |
7,100.0 |
High |
7,203.5 |
7,118.5 |
-85.0 |
-1.2% |
7,192.5 |
Low |
7,072.0 |
7,016.5 |
-55.5 |
-0.8% |
6,992.5 |
Close |
7,088.0 |
7,096.0 |
8.0 |
0.1% |
7,073.0 |
Range |
131.5 |
102.0 |
-29.5 |
-22.4% |
200.0 |
ATR |
129.8 |
127.8 |
-2.0 |
-1.5% |
0.0 |
Volume |
145,934 |
148,744 |
2,810 |
1.9% |
582,799 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,383.0 |
7,341.5 |
7,152.1 |
|
R3 |
7,281.0 |
7,239.5 |
7,124.1 |
|
R2 |
7,179.0 |
7,179.0 |
7,114.7 |
|
R1 |
7,137.5 |
7,137.5 |
7,105.4 |
7,158.3 |
PP |
7,077.0 |
7,077.0 |
7,077.0 |
7,087.4 |
S1 |
7,035.5 |
7,035.5 |
7,086.7 |
7,056.3 |
S2 |
6,975.0 |
6,975.0 |
7,077.3 |
|
S3 |
6,873.0 |
6,933.5 |
7,068.0 |
|
S4 |
6,771.0 |
6,831.5 |
7,039.9 |
|
|
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 |
7,016.5 |
217.5 |
3.1% |
112.8 |
1.6% |
37% |
False |
True |
131,370 |
10 |
7,234.0 |
6,992.5 |
241.5 |
3.4% |
111.9 |
1.6% |
43% |
False |
False |
124,312 |
20 |
7,429.0 |
6,992.5 |
436.5 |
6.2% |
119.1 |
1.7% |
24% |
False |
False |
134,787 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.9% |
115.2 |
1.6% |
16% |
False |
False |
128,737 |
60 |
7,624.0 |
6,738.5 |
885.5 |
12.5% |
105.4 |
1.5% |
40% |
False |
False |
123,413 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
113.2 |
1.6% |
56% |
False |
False |
103,055 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
103.5 |
1.5% |
56% |
False |
False |
82,552 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
99.0 |
1.4% |
56% |
False |
False |
68,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,552.0 |
2.618 |
7,385.5 |
1.618 |
7,283.5 |
1.000 |
7,220.5 |
0.618 |
7,181.5 |
HIGH |
7,118.5 |
0.618 |
7,079.5 |
0.500 |
7,067.5 |
0.382 |
7,055.5 |
LOW |
7,016.5 |
0.618 |
6,953.5 |
1.000 |
6,914.5 |
1.618 |
6,851.5 |
2.618 |
6,749.5 |
4.250 |
6,583.0 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,086.5 |
7,125.3 |
PP |
7,077.0 |
7,115.5 |
S1 |
7,067.5 |
7,105.8 |
|