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 |
1,270.00 |
1,272.00 |
2.00 |
0.2% |
1,298.75 |
High |
1,277.25 |
1,292.50 |
15.25 |
1.2% |
1,299.00 |
Low |
1,265.00 |
1,270.50 |
5.50 |
0.4% |
1,267.00 |
Close |
1,271.50 |
1,290.00 |
18.50 |
1.5% |
1,269.25 |
Range |
12.25 |
22.00 |
9.75 |
79.6% |
32.00 |
ATR |
16.76 |
17.14 |
0.37 |
2.2% |
0.00 |
Volume |
796,597 |
1,067,019 |
270,422 |
33.9% |
10,100,388 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.25 |
1,342.25 |
1,302.00 |
|
R3 |
1,328.25 |
1,320.25 |
1,296.00 |
|
R2 |
1,306.25 |
1,306.25 |
1,294.00 |
|
R1 |
1,298.25 |
1,298.25 |
1,292.00 |
1,302.25 |
PP |
1,284.25 |
1,284.25 |
1,284.25 |
1,286.50 |
S1 |
1,276.25 |
1,276.25 |
1,288.00 |
1,280.25 |
S2 |
1,262.25 |
1,262.25 |
1,286.00 |
|
S3 |
1,240.25 |
1,254.25 |
1,284.00 |
|
S4 |
1,218.25 |
1,232.25 |
1,278.00 |
|
|
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 |
1,294.00 |
1,265.00 |
29.00 |
2.2% |
17.25 |
1.3% |
86% |
False |
False |
1,543,800 |
10 |
1,347.75 |
1,265.00 |
82.75 |
6.4% |
18.50 |
1.4% |
30% |
False |
False |
1,952,310 |
20 |
1,347.75 |
1,265.00 |
82.75 |
6.4% |
16.75 |
1.3% |
30% |
False |
False |
1,928,647 |
40 |
1,373.50 |
1,265.00 |
108.50 |
8.4% |
17.00 |
1.3% |
23% |
False |
False |
1,898,794 |
60 |
1,373.50 |
1,265.00 |
108.50 |
8.4% |
15.75 |
1.2% |
23% |
False |
False |
1,822,943 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
18.00 |
1.4% |
37% |
False |
False |
1,625,739 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.00 |
1.3% |
37% |
False |
False |
1,300,856 |
120 |
1,373.50 |
1,241.00 |
132.50 |
10.3% |
15.75 |
1.2% |
37% |
False |
False |
1,084,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.00 |
2.618 |
1,350.00 |
1.618 |
1,328.00 |
1.000 |
1,314.50 |
0.618 |
1,306.00 |
HIGH |
1,292.50 |
0.618 |
1,284.00 |
0.500 |
1,281.50 |
0.382 |
1,279.00 |
LOW |
1,270.50 |
0.618 |
1,257.00 |
1.000 |
1,248.50 |
1.618 |
1,235.00 |
2.618 |
1,213.00 |
4.250 |
1,177.00 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,287.25 |
1,286.25 |
PP |
1,284.25 |
1,282.50 |
S1 |
1,281.50 |
1,278.75 |
|