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 |
11,945 |
11,965 |
20 |
0.2% |
12,133 |
High |
12,010 |
12,119 |
109 |
0.9% |
12,174 |
Low |
11,916 |
11,947 |
31 |
0.3% |
11,922 |
Close |
11,953 |
12,087 |
134 |
1.1% |
11,941 |
Range |
94 |
172 |
78 |
83.0% |
252 |
ATR |
146 |
148 |
2 |
1.3% |
0 |
Volume |
35,114 |
36,634 |
1,520 |
4.3% |
498,458 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,567 |
12,499 |
12,182 |
|
R3 |
12,395 |
12,327 |
12,134 |
|
R2 |
12,223 |
12,223 |
12,119 |
|
R1 |
12,155 |
12,155 |
12,103 |
12,189 |
PP |
12,051 |
12,051 |
12,051 |
12,068 |
S1 |
11,983 |
11,983 |
12,071 |
12,017 |
S2 |
11,879 |
11,879 |
12,056 |
|
S3 |
11,707 |
11,811 |
12,040 |
|
S4 |
11,535 |
11,639 |
11,993 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,768 |
12,607 |
12,080 |
|
R3 |
12,516 |
12,355 |
12,010 |
|
R2 |
12,264 |
12,264 |
11,987 |
|
R1 |
12,103 |
12,103 |
11,964 |
12,058 |
PP |
12,012 |
12,012 |
12,012 |
11,990 |
S1 |
11,851 |
11,851 |
11,918 |
11,806 |
S2 |
11,760 |
11,760 |
11,895 |
|
S3 |
11,508 |
11,599 |
11,872 |
|
S4 |
11,256 |
11,347 |
11,803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,174 |
11,916 |
258 |
2.1% |
144 |
1.2% |
66% |
False |
False |
71,758 |
10 |
12,591 |
11,916 |
675 |
5.6% |
155 |
1.3% |
25% |
False |
False |
97,609 |
20 |
12,615 |
11,916 |
699 |
5.8% |
147 |
1.2% |
24% |
False |
False |
102,831 |
40 |
12,873 |
11,916 |
957 |
7.9% |
151 |
1.2% |
18% |
False |
False |
106,377 |
60 |
12,873 |
11,802 |
1,071 |
8.9% |
138 |
1.1% |
27% |
False |
False |
101,478 |
80 |
12,873 |
11,451 |
1,422 |
11.8% |
154 |
1.3% |
45% |
False |
False |
89,255 |
100 |
12,873 |
11,451 |
1,422 |
11.8% |
142 |
1.2% |
45% |
False |
False |
71,416 |
120 |
12,873 |
11,397 |
1,476 |
12.2% |
131 |
1.1% |
47% |
False |
False |
59,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,850 |
2.618 |
12,569 |
1.618 |
12,397 |
1.000 |
12,291 |
0.618 |
12,225 |
HIGH |
12,119 |
0.618 |
12,053 |
0.500 |
12,033 |
0.382 |
12,013 |
LOW |
11,947 |
0.618 |
11,841 |
1.000 |
11,775 |
1.618 |
11,669 |
2.618 |
11,497 |
4.250 |
11,216 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,069 |
12,065 |
PP |
12,051 |
12,043 |
S1 |
12,033 |
12,022 |
|