Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,261.5 |
7,259.0 |
-2.5 |
0.0% |
7,138.0 |
High |
7,275.5 |
7,298.0 |
22.5 |
0.3% |
7,339.0 |
Low |
7,143.0 |
7,121.0 |
-22.0 |
-0.3% |
7,086.0 |
Close |
7,171.0 |
7,133.5 |
-37.5 |
-0.5% |
7,133.5 |
Range |
132.5 |
177.0 |
44.5 |
33.6% |
253.0 |
ATR |
124.6 |
128.3 |
3.7 |
3.0% |
0.0 |
Volume |
151,555 |
178,160 |
26,605 |
17.6% |
711,374 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,715.2 |
7,601.3 |
7,230.9 |
|
R3 |
7,538.2 |
7,424.3 |
7,182.2 |
|
R2 |
7,361.2 |
7,361.2 |
7,166.0 |
|
R1 |
7,247.3 |
7,247.3 |
7,149.7 |
7,215.8 |
PP |
7,184.2 |
7,184.2 |
7,184.2 |
7,168.4 |
S1 |
7,070.3 |
7,070.3 |
7,117.3 |
7,038.8 |
S2 |
7,007.2 |
7,007.2 |
7,101.1 |
|
S3 |
6,830.2 |
6,893.3 |
7,084.8 |
|
S4 |
6,653.2 |
6,716.3 |
7,036.2 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,945.2 |
7,792.3 |
7,272.7 |
|
R3 |
7,692.2 |
7,539.3 |
7,203.1 |
|
R2 |
7,439.2 |
7,439.2 |
7,179.9 |
|
R1 |
7,286.3 |
7,286.3 |
7,156.7 |
7,236.3 |
PP |
7,186.2 |
7,186.2 |
7,186.2 |
7,161.1 |
S1 |
7,033.3 |
7,033.3 |
7,110.3 |
6,983.3 |
S2 |
6,933.2 |
6,933.2 |
7,087.1 |
|
S3 |
6,680.2 |
6,780.3 |
7,063.9 |
|
S4 |
6,427.2 |
6,527.3 |
6,994.4 |
|
|
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 |
7,086.0 |
253.0 |
3.5% |
124.0 |
1.7% |
19% |
False |
False |
142,274 |
10 |
7,339.0 |
7,042.5 |
296.5 |
4.2% |
122.9 |
1.7% |
31% |
False |
False |
99,703 |
20 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
117.9 |
1.7% |
32% |
False |
False |
50,625 |
40 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
116.7 |
1.6% |
18% |
False |
False |
25,798 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
102.9 |
1.4% |
18% |
False |
False |
17,286 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
105.7 |
1.5% |
56% |
False |
False |
13,714 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
96.1 |
1.3% |
56% |
False |
False |
10,986 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
88.3 |
1.2% |
56% |
False |
False |
9,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,050.3 |
2.618 |
7,761.4 |
1.618 |
7,584.4 |
1.000 |
7,475.0 |
0.618 |
7,407.4 |
HIGH |
7,298.0 |
0.618 |
7,230.4 |
0.500 |
7,209.5 |
0.382 |
7,188.6 |
LOW |
7,121.0 |
0.618 |
7,011.6 |
1.000 |
6,944.0 |
1.618 |
6,834.6 |
2.618 |
6,657.6 |
4.250 |
6,368.8 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,209.5 |
7,229.0 |
PP |
7,184.2 |
7,197.2 |
S1 |
7,158.8 |
7,165.3 |
|