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 |
1,288.75 |
1,266.25 |
-22.50 |
-1.7% |
1,298.75 |
High |
1,289.00 |
1,274.50 |
-14.50 |
-1.1% |
1,299.00 |
Low |
1,261.25 |
1,258.00 |
-3.25 |
-0.3% |
1,267.00 |
Close |
1,265.50 |
1,269.00 |
3.50 |
0.3% |
1,269.25 |
Range |
27.75 |
16.50 |
-11.25 |
-40.5% |
32.00 |
ATR |
17.97 |
17.86 |
-0.10 |
-0.6% |
0.00 |
Volume |
756,871 |
407,078 |
-349,793 |
-46.2% |
10,100,388 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.75 |
1,309.25 |
1,278.00 |
|
R3 |
1,300.25 |
1,292.75 |
1,273.50 |
|
R2 |
1,283.75 |
1,283.75 |
1,272.00 |
|
R1 |
1,276.25 |
1,276.25 |
1,270.50 |
1,280.00 |
PP |
1,267.25 |
1,267.25 |
1,267.25 |
1,269.00 |
S1 |
1,259.75 |
1,259.75 |
1,267.50 |
1,263.50 |
S2 |
1,250.75 |
1,250.75 |
1,266.00 |
|
S3 |
1,234.25 |
1,243.25 |
1,264.50 |
|
S4 |
1,217.75 |
1,226.75 |
1,260.00 |
|
|
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 |
1,292.50 |
1,258.00 |
34.50 |
2.7% |
20.00 |
1.6% |
32% |
False |
True |
896,219 |
10 |
1,313.50 |
1,258.00 |
55.50 |
4.4% |
17.75 |
1.4% |
20% |
False |
True |
1,579,369 |
20 |
1,347.75 |
1,258.00 |
89.75 |
7.1% |
17.25 |
1.4% |
12% |
False |
True |
1,791,826 |
40 |
1,373.50 |
1,258.00 |
115.50 |
9.1% |
17.00 |
1.3% |
10% |
False |
True |
1,833,320 |
60 |
1,373.50 |
1,258.00 |
115.50 |
9.1% |
16.00 |
1.3% |
10% |
False |
True |
1,793,523 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
18.00 |
1.4% |
21% |
False |
False |
1,640,215 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.4% |
17.00 |
1.3% |
21% |
False |
False |
1,312,485 |
120 |
1,373.50 |
1,241.00 |
132.50 |
10.4% |
16.25 |
1.3% |
21% |
False |
False |
1,093,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.50 |
2.618 |
1,317.75 |
1.618 |
1,301.25 |
1.000 |
1,291.00 |
0.618 |
1,284.75 |
HIGH |
1,274.50 |
0.618 |
1,268.25 |
0.500 |
1,266.25 |
0.382 |
1,264.25 |
LOW |
1,258.00 |
0.618 |
1,247.75 |
1.000 |
1,241.50 |
1.618 |
1,231.25 |
2.618 |
1,214.75 |
4.250 |
1,188.00 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,268.00 |
1,275.25 |
PP |
1,267.25 |
1,273.25 |
S1 |
1,266.25 |
1,271.00 |
|