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 |
11,965 |
12,084 |
119 |
1.0% |
12,133 |
High |
12,119 |
12,084 |
-35 |
-0.3% |
12,174 |
Low |
11,947 |
11,860 |
-87 |
-0.7% |
11,922 |
Close |
12,087 |
11,901 |
-186 |
-1.5% |
11,941 |
Range |
172 |
224 |
52 |
30.2% |
252 |
ATR |
148 |
153 |
6 |
3.8% |
0 |
Volume |
36,634 |
34,294 |
-2,340 |
-6.4% |
498,458 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,620 |
12,485 |
12,024 |
|
R3 |
12,396 |
12,261 |
11,963 |
|
R2 |
12,172 |
12,172 |
11,942 |
|
R1 |
12,037 |
12,037 |
11,922 |
11,993 |
PP |
11,948 |
11,948 |
11,948 |
11,926 |
S1 |
11,813 |
11,813 |
11,881 |
11,769 |
S2 |
11,724 |
11,724 |
11,860 |
|
S3 |
11,500 |
11,589 |
11,840 |
|
S4 |
11,276 |
11,365 |
11,778 |
|
|
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 |
11,860 |
314 |
2.6% |
171 |
1.4% |
13% |
False |
True |
53,794 |
10 |
12,313 |
11,860 |
453 |
3.8% |
145 |
1.2% |
9% |
False |
True |
86,311 |
20 |
12,615 |
11,860 |
755 |
6.3% |
148 |
1.2% |
5% |
False |
True |
96,799 |
40 |
12,873 |
11,860 |
1,013 |
8.5% |
150 |
1.3% |
4% |
False |
True |
103,565 |
60 |
12,873 |
11,860 |
1,013 |
8.5% |
139 |
1.2% |
4% |
False |
True |
100,159 |
80 |
12,873 |
11,451 |
1,422 |
11.9% |
155 |
1.3% |
32% |
False |
False |
89,683 |
100 |
12,873 |
11,451 |
1,422 |
11.9% |
143 |
1.2% |
32% |
False |
False |
71,758 |
120 |
12,873 |
11,397 |
1,476 |
12.4% |
132 |
1.1% |
34% |
False |
False |
59,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,036 |
2.618 |
12,671 |
1.618 |
12,447 |
1.000 |
12,308 |
0.618 |
12,223 |
HIGH |
12,084 |
0.618 |
11,999 |
0.500 |
11,972 |
0.382 |
11,946 |
LOW |
11,860 |
0.618 |
11,722 |
1.000 |
11,636 |
1.618 |
11,498 |
2.618 |
11,274 |
4.250 |
10,908 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,972 |
11,990 |
PP |
11,948 |
11,960 |
S1 |
11,925 |
11,931 |
|