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 |
1,272.00 |
1,288.75 |
16.75 |
1.3% |
1,298.75 |
High |
1,292.50 |
1,289.00 |
-3.50 |
-0.3% |
1,299.00 |
Low |
1,270.50 |
1,261.25 |
-9.25 |
-0.7% |
1,267.00 |
Close |
1,290.00 |
1,265.50 |
-24.50 |
-1.9% |
1,269.25 |
Range |
22.00 |
27.75 |
5.75 |
26.1% |
32.00 |
ATR |
17.14 |
17.97 |
0.83 |
4.8% |
0.00 |
Volume |
1,067,019 |
756,871 |
-310,148 |
-29.1% |
10,100,388 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.25 |
1,338.00 |
1,280.75 |
|
R3 |
1,327.50 |
1,310.25 |
1,273.25 |
|
R2 |
1,299.75 |
1,299.75 |
1,270.50 |
|
R1 |
1,282.50 |
1,282.50 |
1,268.00 |
1,277.25 |
PP |
1,272.00 |
1,272.00 |
1,272.00 |
1,269.25 |
S1 |
1,254.75 |
1,254.75 |
1,263.00 |
1,249.50 |
S2 |
1,244.25 |
1,244.25 |
1,260.50 |
|
S3 |
1,216.50 |
1,227.00 |
1,257.75 |
|
S4 |
1,188.75 |
1,199.25 |
1,250.25 |
|
|
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 |
1,261.25 |
32.75 |
2.6% |
20.50 |
1.6% |
13% |
False |
True |
1,157,948 |
10 |
1,317.75 |
1,261.25 |
56.50 |
4.5% |
17.50 |
1.4% |
8% |
False |
True |
1,781,699 |
20 |
1,347.75 |
1,261.25 |
86.50 |
6.8% |
17.25 |
1.4% |
5% |
False |
True |
1,851,993 |
40 |
1,373.50 |
1,261.25 |
112.25 |
8.9% |
17.00 |
1.3% |
4% |
False |
True |
1,861,332 |
60 |
1,373.50 |
1,261.25 |
112.25 |
8.9% |
16.00 |
1.3% |
4% |
False |
True |
1,810,768 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.5% |
18.25 |
1.4% |
18% |
False |
False |
1,635,147 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.5% |
17.00 |
1.3% |
18% |
False |
False |
1,308,422 |
120 |
1,373.50 |
1,241.00 |
132.50 |
10.5% |
16.00 |
1.3% |
18% |
False |
False |
1,090,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.00 |
2.618 |
1,361.75 |
1.618 |
1,334.00 |
1.000 |
1,316.75 |
0.618 |
1,306.25 |
HIGH |
1,289.00 |
0.618 |
1,278.50 |
0.500 |
1,275.00 |
0.382 |
1,271.75 |
LOW |
1,261.25 |
0.618 |
1,244.00 |
1.000 |
1,233.50 |
1.618 |
1,216.25 |
2.618 |
1,188.50 |
4.250 |
1,143.25 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,275.00 |
1,277.00 |
PP |
1,272.00 |
1,273.00 |
S1 |
1,268.75 |
1,269.25 |
|