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 |
7,155.5 |
7,219.0 |
63.5 |
0.9% |
7,120.5 |
High |
7,259.0 |
7,229.5 |
-29.5 |
-0.4% |
7,217.0 |
Low |
7,154.5 |
7,098.0 |
-56.5 |
-0.8% |
7,020.0 |
Close |
7,241.0 |
7,121.0 |
-120.0 |
-1.7% |
7,103.0 |
Range |
104.5 |
131.5 |
27.0 |
25.8% |
197.0 |
ATR |
123.3 |
124.7 |
1.4 |
1.1% |
0.0 |
Volume |
9,934 |
33,275 |
23,341 |
235.0% |
6,922 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,544.0 |
7,464.0 |
7,193.3 |
|
R3 |
7,412.5 |
7,332.5 |
7,157.2 |
|
R2 |
7,281.0 |
7,281.0 |
7,145.1 |
|
R1 |
7,201.0 |
7,201.0 |
7,133.1 |
7,175.3 |
PP |
7,149.5 |
7,149.5 |
7,149.5 |
7,136.6 |
S1 |
7,069.5 |
7,069.5 |
7,108.9 |
7,043.8 |
S2 |
7,018.0 |
7,018.0 |
7,096.9 |
|
S3 |
6,886.5 |
6,938.0 |
7,084.8 |
|
S4 |
6,755.0 |
6,806.5 |
7,048.7 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,704.3 |
7,600.7 |
7,211.4 |
|
R3 |
7,507.3 |
7,403.7 |
7,157.2 |
|
R2 |
7,310.3 |
7,310.3 |
7,139.1 |
|
R1 |
7,206.7 |
7,206.7 |
7,121.1 |
7,160.0 |
PP |
7,113.3 |
7,113.3 |
7,113.3 |
7,090.0 |
S1 |
7,009.7 |
7,009.7 |
7,084.9 |
6,963.0 |
S2 |
6,916.3 |
6,916.3 |
7,066.9 |
|
S3 |
6,719.3 |
6,812.7 |
7,048.8 |
|
S4 |
6,522.3 |
6,615.7 |
6,994.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,259.0 |
7,067.5 |
191.5 |
2.7% |
120.0 |
1.7% |
28% |
False |
False |
10,128 |
10 |
7,259.0 |
7,020.0 |
239.0 |
3.4% |
106.0 |
1.5% |
42% |
False |
False |
5,458 |
20 |
7,450.0 |
7,020.0 |
430.0 |
6.0% |
112.6 |
1.6% |
23% |
False |
False |
3,709 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
108.1 |
1.5% |
16% |
False |
False |
2,080 |
60 |
7,650.0 |
6,765.5 |
884.5 |
12.4% |
97.8 |
1.4% |
40% |
False |
False |
1,460 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
102.0 |
1.4% |
55% |
False |
False |
1,830 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
90.4 |
1.3% |
55% |
False |
False |
1,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,788.4 |
2.618 |
7,573.8 |
1.618 |
7,442.3 |
1.000 |
7,361.0 |
0.618 |
7,310.8 |
HIGH |
7,229.5 |
0.618 |
7,179.3 |
0.500 |
7,163.8 |
0.382 |
7,148.2 |
LOW |
7,098.0 |
0.618 |
7,016.7 |
1.000 |
6,966.5 |
1.618 |
6,885.2 |
2.618 |
6,753.7 |
4.250 |
6,539.1 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,163.8 |
7,164.0 |
PP |
7,149.5 |
7,149.7 |
S1 |
7,135.3 |
7,135.3 |
|