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 |
1,266.25 |
1,269.50 |
3.25 |
0.3% |
1,270.00 |
High |
1,274.50 |
1,282.50 |
8.00 |
0.6% |
1,292.50 |
Low |
1,258.00 |
1,264.25 |
6.25 |
0.5% |
1,258.00 |
Close |
1,269.00 |
1,279.40 |
10.40 |
0.8% |
1,279.40 |
Range |
16.50 |
18.25 |
1.75 |
10.6% |
34.50 |
ATR |
17.86 |
17.89 |
0.03 |
0.2% |
0.00 |
Volume |
407,078 |
63,172 |
-343,906 |
-84.5% |
3,090,737 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.25 |
1,323.00 |
1,289.50 |
|
R3 |
1,312.00 |
1,304.75 |
1,284.50 |
|
R2 |
1,293.75 |
1,293.75 |
1,282.75 |
|
R1 |
1,286.50 |
1,286.50 |
1,281.00 |
1,290.00 |
PP |
1,275.50 |
1,275.50 |
1,275.50 |
1,277.25 |
S1 |
1,268.25 |
1,268.25 |
1,277.75 |
1,271.75 |
S2 |
1,257.25 |
1,257.25 |
1,276.00 |
|
S3 |
1,239.00 |
1,250.00 |
1,274.50 |
|
S4 |
1,220.75 |
1,231.75 |
1,269.25 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.25 |
1,364.25 |
1,298.50 |
|
R3 |
1,345.75 |
1,329.75 |
1,289.00 |
|
R2 |
1,311.25 |
1,311.25 |
1,285.75 |
|
R1 |
1,295.25 |
1,295.25 |
1,282.50 |
1,303.25 |
PP |
1,276.75 |
1,276.75 |
1,276.75 |
1,280.50 |
S1 |
1,260.75 |
1,260.75 |
1,276.25 |
1,268.75 |
S2 |
1,242.25 |
1,242.25 |
1,273.00 |
|
S3 |
1,207.75 |
1,226.25 |
1,270.00 |
|
S4 |
1,173.25 |
1,191.75 |
1,260.50 |
|
|
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% |
19.25 |
1.5% |
62% |
False |
False |
618,147 |
10 |
1,299.00 |
1,258.00 |
41.00 |
3.2% |
17.75 |
1.4% |
52% |
False |
False |
1,319,112 |
20 |
1,347.75 |
1,258.00 |
89.75 |
7.0% |
17.75 |
1.4% |
24% |
False |
False |
1,703,721 |
40 |
1,373.50 |
1,258.00 |
115.50 |
9.0% |
17.00 |
1.3% |
19% |
False |
False |
1,788,144 |
60 |
1,373.50 |
1,258.00 |
115.50 |
9.0% |
16.00 |
1.3% |
19% |
False |
False |
1,762,270 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
18.00 |
1.4% |
29% |
False |
False |
1,640,962 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
17.25 |
1.3% |
29% |
False |
False |
1,313,108 |
120 |
1,373.50 |
1,241.25 |
132.25 |
10.3% |
16.25 |
1.3% |
29% |
False |
False |
1,094,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.00 |
2.618 |
1,330.25 |
1.618 |
1,312.00 |
1.000 |
1,300.75 |
0.618 |
1,293.75 |
HIGH |
1,282.50 |
0.618 |
1,275.50 |
0.500 |
1,273.50 |
0.382 |
1,271.25 |
LOW |
1,264.25 |
0.618 |
1,253.00 |
1.000 |
1,246.00 |
1.618 |
1,234.75 |
2.618 |
1,216.50 |
4.250 |
1,186.75 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,277.50 |
1,277.50 |
PP |
1,275.50 |
1,275.50 |
S1 |
1,273.50 |
1,273.50 |
|