Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,065.0 |
7,076.5 |
11.5 |
0.2% |
7,066.0 |
High |
7,118.5 |
7,203.7 |
85.2 |
1.2% |
7,234.0 |
Low |
7,016.5 |
7,036.0 |
19.5 |
0.3% |
7,016.5 |
Close |
7,096.0 |
7,153.5 |
57.5 |
0.8% |
7,153.5 |
Range |
102.0 |
167.7 |
65.7 |
64.4% |
217.5 |
ATR |
127.8 |
130.7 |
2.8 |
2.2% |
0.0 |
Volume |
148,744 |
15,515 |
-133,229 |
-89.6% |
522,320 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.2 |
7,561.5 |
7,245.7 |
|
R3 |
7,466.5 |
7,393.8 |
7,199.6 |
|
R2 |
7,298.8 |
7,298.8 |
7,184.2 |
|
R1 |
7,226.1 |
7,226.1 |
7,168.9 |
7,262.5 |
PP |
7,131.1 |
7,131.1 |
7,131.1 |
7,149.2 |
S1 |
7,058.4 |
7,058.4 |
7,138.1 |
7,094.8 |
S2 |
6,963.4 |
6,963.4 |
7,122.8 |
|
S3 |
6,795.7 |
6,890.7 |
7,107.4 |
|
S4 |
6,628.0 |
6,723.0 |
7,061.3 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,787.2 |
7,687.8 |
7,273.1 |
|
R3 |
7,569.7 |
7,470.3 |
7,213.3 |
|
R2 |
7,352.2 |
7,352.2 |
7,193.4 |
|
R1 |
7,252.8 |
7,252.8 |
7,173.4 |
7,302.5 |
PP |
7,134.7 |
7,134.7 |
7,134.7 |
7,159.5 |
S1 |
7,035.3 |
7,035.3 |
7,133.6 |
7,085.0 |
S2 |
6,917.2 |
6,917.2 |
7,113.6 |
|
S3 |
6,699.7 |
6,817.8 |
7,093.7 |
|
S4 |
6,482.2 |
6,600.3 |
7,033.9 |
|
|
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 |
3.0% |
118.5 |
1.7% |
63% |
False |
False |
104,464 |
10 |
7,234.0 |
6,992.5 |
241.5 |
3.4% |
116.1 |
1.6% |
67% |
False |
False |
110,511 |
20 |
7,417.5 |
6,992.5 |
425.0 |
5.9% |
122.1 |
1.7% |
38% |
False |
False |
127,762 |
40 |
7,624.0 |
6,992.5 |
631.5 |
8.8% |
118.0 |
1.6% |
25% |
False |
False |
126,457 |
60 |
7,624.0 |
6,738.5 |
885.5 |
12.4% |
107.1 |
1.5% |
47% |
False |
False |
121,488 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
114.0 |
1.6% |
60% |
False |
False |
103,173 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
104.7 |
1.5% |
60% |
False |
False |
82,704 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
99.4 |
1.4% |
60% |
False |
False |
68,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,916.4 |
2.618 |
7,642.7 |
1.618 |
7,475.0 |
1.000 |
7,371.4 |
0.618 |
7,307.3 |
HIGH |
7,203.7 |
0.618 |
7,139.6 |
0.500 |
7,119.9 |
0.382 |
7,100.1 |
LOW |
7,036.0 |
0.618 |
6,932.4 |
1.000 |
6,868.3 |
1.618 |
6,764.7 |
2.618 |
6,597.0 |
4.250 |
6,323.3 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,142.3 |
7,139.0 |
PP |
7,131.1 |
7,124.6 |
S1 |
7,119.9 |
7,110.1 |
|