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 |
7,088.5 |
7,102.5 |
14.0 |
0.2% |
7,088.0 |
High |
7,144.0 |
7,253.0 |
109.0 |
1.5% |
7,259.0 |
Low |
7,042.5 |
7,062.5 |
20.0 |
0.3% |
7,042.5 |
Close |
7,122.0 |
7,183.0 |
61.0 |
0.9% |
7,183.0 |
Range |
101.5 |
190.5 |
89.0 |
87.7% |
216.5 |
ATR |
123.0 |
127.9 |
4.8 |
3.9% |
0.0 |
Volume |
51,980 |
187,990 |
136,010 |
261.7% |
285,657 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.7 |
7,650.8 |
7,287.8 |
|
R3 |
7,547.2 |
7,460.3 |
7,235.4 |
|
R2 |
7,356.7 |
7,356.7 |
7,217.9 |
|
R1 |
7,269.8 |
7,269.8 |
7,200.5 |
7,313.3 |
PP |
7,166.2 |
7,166.2 |
7,166.2 |
7,187.9 |
S1 |
7,079.3 |
7,079.3 |
7,165.5 |
7,122.8 |
S2 |
6,975.7 |
6,975.7 |
7,148.1 |
|
S3 |
6,785.2 |
6,888.8 |
7,130.6 |
|
S4 |
6,594.7 |
6,698.3 |
7,078.2 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,811.0 |
7,713.5 |
7,302.1 |
|
R3 |
7,594.5 |
7,497.0 |
7,242.5 |
|
R2 |
7,378.0 |
7,378.0 |
7,222.7 |
|
R1 |
7,280.5 |
7,280.5 |
7,202.8 |
7,329.3 |
PP |
7,161.5 |
7,161.5 |
7,161.5 |
7,185.9 |
S1 |
7,064.0 |
7,064.0 |
7,163.2 |
7,112.8 |
S2 |
6,945.0 |
6,945.0 |
7,143.3 |
|
S3 |
6,728.5 |
6,847.5 |
7,123.5 |
|
S4 |
6,512.0 |
6,631.0 |
7,063.9 |
|
|
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 |
7,042.5 |
216.5 |
3.0% |
121.8 |
1.7% |
65% |
False |
False |
57,131 |
10 |
7,259.0 |
7,020.0 |
239.0 |
3.3% |
114.8 |
1.6% |
68% |
False |
False |
29,257 |
20 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
113.7 |
1.6% |
47% |
False |
False |
15,616 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
110.3 |
1.5% |
26% |
False |
False |
8,062 |
60 |
7,650.0 |
6,830.0 |
820.0 |
11.4% |
100.1 |
1.4% |
43% |
False |
False |
5,455 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
103.0 |
1.4% |
60% |
False |
False |
4,826 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
92.5 |
1.3% |
60% |
False |
False |
3,875 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
85.5 |
1.2% |
60% |
False |
False |
3,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,062.6 |
2.618 |
7,751.7 |
1.618 |
7,561.2 |
1.000 |
7,443.5 |
0.618 |
7,370.7 |
HIGH |
7,253.0 |
0.618 |
7,180.2 |
0.500 |
7,157.8 |
0.382 |
7,135.3 |
LOW |
7,062.5 |
0.618 |
6,944.8 |
1.000 |
6,872.0 |
1.618 |
6,754.3 |
2.618 |
6,563.8 |
4.250 |
6,252.9 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,174.6 |
7,171.3 |
PP |
7,166.2 |
7,159.5 |
S1 |
7,157.8 |
7,147.8 |
|