Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,199.0 |
7,308.5 |
109.5 |
1.5% |
7,088.0 |
High |
7,339.0 |
7,337.0 |
-2.0 |
0.0% |
7,259.0 |
Low |
7,198.5 |
7,276.0 |
77.5 |
1.1% |
7,042.5 |
Close |
7,321.5 |
7,283.0 |
-38.5 |
-0.5% |
7,183.0 |
Range |
140.5 |
61.0 |
-79.5 |
-56.6% |
216.5 |
ATR |
128.2 |
123.4 |
-4.8 |
-3.7% |
0.0 |
Volume |
128,062 |
122,303 |
-5,759 |
-4.5% |
285,657 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,481.7 |
7,443.3 |
7,316.6 |
|
R3 |
7,420.7 |
7,382.3 |
7,299.8 |
|
R2 |
7,359.7 |
7,359.7 |
7,294.2 |
|
R1 |
7,321.3 |
7,321.3 |
7,288.6 |
7,310.0 |
PP |
7,298.7 |
7,298.7 |
7,298.7 |
7,293.0 |
S1 |
7,260.3 |
7,260.3 |
7,277.4 |
7,249.0 |
S2 |
7,237.7 |
7,237.7 |
7,271.8 |
|
S3 |
7,176.7 |
7,199.3 |
7,266.2 |
|
S4 |
7,115.7 |
7,138.3 |
7,249.5 |
|
|
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 |
4.1% |
120.5 |
1.7% |
81% |
False |
False |
124,325 |
10 |
7,339.0 |
7,042.5 |
296.5 |
4.1% |
120.3 |
1.7% |
81% |
False |
False |
67,227 |
20 |
7,370.0 |
7,020.0 |
350.0 |
4.8% |
113.1 |
1.6% |
75% |
False |
False |
34,443 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.7% |
112.2 |
1.5% |
42% |
False |
False |
17,562 |
60 |
7,650.0 |
6,919.5 |
730.5 |
10.0% |
100.4 |
1.4% |
50% |
False |
False |
11,796 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.0% |
104.1 |
1.4% |
68% |
False |
False |
9,595 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.0% |
93.9 |
1.3% |
68% |
False |
False |
7,690 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.0% |
87.1 |
1.2% |
68% |
False |
False |
6,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,596.3 |
2.618 |
7,496.7 |
1.618 |
7,435.7 |
1.000 |
7,398.0 |
0.618 |
7,374.7 |
HIGH |
7,337.0 |
0.618 |
7,313.7 |
0.500 |
7,306.5 |
0.382 |
7,299.3 |
LOW |
7,276.0 |
0.618 |
7,238.3 |
1.000 |
7,215.0 |
1.618 |
7,177.3 |
2.618 |
7,116.3 |
4.250 |
7,016.8 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,306.5 |
7,259.5 |
PP |
7,298.7 |
7,236.0 |
S1 |
7,290.8 |
7,212.5 |
|