Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,138.0 |
7,199.0 |
61.0 |
0.9% |
7,088.0 |
High |
7,195.0 |
7,339.0 |
144.0 |
2.0% |
7,259.0 |
Low |
7,086.0 |
7,198.5 |
112.5 |
1.6% |
7,042.5 |
Close |
7,189.0 |
7,321.5 |
132.5 |
1.8% |
7,183.0 |
Range |
109.0 |
140.5 |
31.5 |
28.9% |
216.5 |
ATR |
126.5 |
128.2 |
1.7 |
1.3% |
0.0 |
Volume |
131,294 |
128,062 |
-3,232 |
-2.5% |
285,657 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,707.8 |
7,655.2 |
7,398.8 |
|
R3 |
7,567.3 |
7,514.7 |
7,360.1 |
|
R2 |
7,426.8 |
7,426.8 |
7,347.3 |
|
R1 |
7,374.2 |
7,374.2 |
7,334.4 |
7,400.5 |
PP |
7,286.3 |
7,286.3 |
7,286.3 |
7,299.5 |
S1 |
7,233.7 |
7,233.7 |
7,308.6 |
7,260.0 |
S2 |
7,145.8 |
7,145.8 |
7,295.7 |
|
S3 |
7,005.3 |
7,093.2 |
7,282.9 |
|
S4 |
6,864.8 |
6,952.7 |
7,244.2 |
|
|
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 |
7,339.0 |
7,042.5 |
296.5 |
4.0% |
134.6 |
1.8% |
94% |
True |
False |
106,520 |
10 |
7,339.0 |
7,020.0 |
319.0 |
4.4% |
123.3 |
1.7% |
95% |
True |
False |
55,125 |
20 |
7,370.0 |
7,020.0 |
350.0 |
4.8% |
116.8 |
1.6% |
86% |
False |
False |
28,452 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.6% |
113.2 |
1.5% |
48% |
False |
False |
14,514 |
60 |
7,650.0 |
6,919.5 |
730.5 |
10.0% |
100.4 |
1.4% |
55% |
False |
False |
9,763 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
105.0 |
1.4% |
72% |
False |
False |
8,067 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
93.9 |
1.3% |
72% |
False |
False |
6,467 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
86.9 |
1.2% |
72% |
False |
False |
5,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,936.1 |
2.618 |
7,706.8 |
1.618 |
7,566.3 |
1.000 |
7,479.5 |
0.618 |
7,425.8 |
HIGH |
7,339.0 |
0.618 |
7,285.3 |
0.500 |
7,268.8 |
0.382 |
7,252.2 |
LOW |
7,198.5 |
0.618 |
7,111.7 |
1.000 |
7,058.0 |
1.618 |
6,971.2 |
2.618 |
6,830.7 |
4.250 |
6,601.4 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,303.9 |
7,281.3 |
PP |
7,286.3 |
7,241.0 |
S1 |
7,268.8 |
7,200.8 |
|