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 |
1,287.75 |
1,270.00 |
-17.75 |
-1.4% |
1,298.75 |
High |
1,288.75 |
1,277.25 |
-11.50 |
-0.9% |
1,299.00 |
Low |
1,267.00 |
1,265.00 |
-2.00 |
-0.2% |
1,267.00 |
Close |
1,269.25 |
1,271.50 |
2.25 |
0.2% |
1,269.25 |
Range |
21.75 |
12.25 |
-9.50 |
-43.7% |
32.00 |
ATR |
17.11 |
16.76 |
-0.35 |
-2.0% |
0.00 |
Volume |
1,453,530 |
796,597 |
-656,933 |
-45.2% |
10,100,388 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.00 |
1,302.00 |
1,278.25 |
|
R3 |
1,295.75 |
1,289.75 |
1,274.75 |
|
R2 |
1,283.50 |
1,283.50 |
1,273.75 |
|
R1 |
1,277.50 |
1,277.50 |
1,272.50 |
1,280.50 |
PP |
1,271.25 |
1,271.25 |
1,271.25 |
1,272.75 |
S1 |
1,265.25 |
1,265.25 |
1,270.50 |
1,268.25 |
S2 |
1,259.00 |
1,259.00 |
1,269.25 |
|
S3 |
1,246.75 |
1,253.00 |
1,268.25 |
|
S4 |
1,234.50 |
1,240.75 |
1,264.75 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.50 |
1,353.75 |
1,286.75 |
|
R3 |
1,342.50 |
1,321.75 |
1,278.00 |
|
R2 |
1,310.50 |
1,310.50 |
1,275.00 |
|
R1 |
1,289.75 |
1,289.75 |
1,272.25 |
1,284.00 |
PP |
1,278.50 |
1,278.50 |
1,278.50 |
1,275.50 |
S1 |
1,257.75 |
1,257.75 |
1,266.25 |
1,252.00 |
S2 |
1,246.50 |
1,246.50 |
1,263.50 |
|
S3 |
1,214.50 |
1,225.75 |
1,260.50 |
|
S4 |
1,182.50 |
1,193.75 |
1,251.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.50 |
1,265.00 |
30.50 |
2.4% |
15.50 |
1.2% |
21% |
False |
True |
1,742,454 |
10 |
1,347.75 |
1,265.00 |
82.75 |
6.5% |
18.00 |
1.4% |
8% |
False |
True |
1,984,938 |
20 |
1,347.75 |
1,265.00 |
82.75 |
6.5% |
16.50 |
1.3% |
8% |
False |
True |
1,984,113 |
40 |
1,373.50 |
1,265.00 |
108.50 |
8.5% |
16.75 |
1.3% |
6% |
False |
True |
1,912,953 |
60 |
1,373.50 |
1,261.50 |
112.00 |
8.8% |
15.75 |
1.2% |
9% |
False |
False |
1,844,098 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.75 |
1.4% |
23% |
False |
False |
1,612,418 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
16.75 |
1.3% |
23% |
False |
False |
1,290,190 |
120 |
1,373.50 |
1,236.50 |
137.00 |
10.8% |
15.75 |
1.2% |
26% |
False |
False |
1,075,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.25 |
2.618 |
1,309.25 |
1.618 |
1,297.00 |
1.000 |
1,289.50 |
0.618 |
1,284.75 |
HIGH |
1,277.25 |
0.618 |
1,272.50 |
0.500 |
1,271.00 |
0.382 |
1,269.75 |
LOW |
1,265.00 |
0.618 |
1,257.50 |
1.000 |
1,252.75 |
1.618 |
1,245.25 |
2.618 |
1,233.00 |
4.250 |
1,213.00 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,271.50 |
1,279.50 |
PP |
1,271.25 |
1,276.75 |
S1 |
1,271.00 |
1,274.25 |
|