Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,282.25 |
1,265.00 |
-17.25 |
-1.3% |
1,293.50 |
High |
1,283.50 |
1,271.75 |
-11.75 |
-0.9% |
1,295.00 |
Low |
1,261.75 |
1,259.50 |
-2.25 |
-0.2% |
1,261.75 |
Close |
1,263.75 |
1,266.25 |
2.50 |
0.2% |
1,263.75 |
Range |
21.75 |
12.25 |
-9.50 |
-43.7% |
33.25 |
ATR |
16.86 |
16.53 |
-0.33 |
-2.0% |
0.00 |
Volume |
2,355,546 |
2,517,158 |
161,612 |
6.9% |
3,787,120 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.50 |
1,296.75 |
1,273.00 |
|
R3 |
1,290.25 |
1,284.50 |
1,269.50 |
|
R2 |
1,278.00 |
1,278.00 |
1,268.50 |
|
R1 |
1,272.25 |
1,272.25 |
1,267.25 |
1,275.00 |
PP |
1,265.75 |
1,265.75 |
1,265.75 |
1,267.25 |
S1 |
1,260.00 |
1,260.00 |
1,265.25 |
1,263.00 |
S2 |
1,253.50 |
1,253.50 |
1,264.00 |
|
S3 |
1,241.25 |
1,247.75 |
1,263.00 |
|
S4 |
1,229.00 |
1,235.50 |
1,259.50 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.25 |
1,351.75 |
1,282.00 |
|
R3 |
1,340.00 |
1,318.50 |
1,273.00 |
|
R2 |
1,306.75 |
1,306.75 |
1,269.75 |
|
R1 |
1,285.25 |
1,285.25 |
1,266.75 |
1,279.50 |
PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,270.50 |
S1 |
1,252.00 |
1,252.00 |
1,260.75 |
1,246.00 |
S2 |
1,240.25 |
1,240.25 |
1,257.75 |
|
S3 |
1,207.00 |
1,218.75 |
1,254.50 |
|
S4 |
1,173.75 |
1,185.50 |
1,245.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.00 |
1,259.50 |
30.50 |
2.4% |
15.25 |
1.2% |
22% |
False |
True |
1,244,440 |
10 |
1,342.50 |
1,259.50 |
83.00 |
6.6% |
18.00 |
1.4% |
8% |
False |
True |
634,654 |
20 |
1,342.50 |
1,259.50 |
83.00 |
6.6% |
16.25 |
1.3% |
8% |
False |
True |
319,275 |
40 |
1,367.50 |
1,259.50 |
108.00 |
8.5% |
16.25 |
1.3% |
6% |
False |
True |
160,533 |
60 |
1,367.50 |
1,256.50 |
111.00 |
8.8% |
15.50 |
1.2% |
9% |
False |
False |
107,418 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
17.00 |
1.3% |
22% |
False |
False |
80,585 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
16.00 |
1.3% |
22% |
False |
False |
64,469 |
120 |
1,367.50 |
1,236.50 |
131.00 |
10.3% |
14.75 |
1.2% |
23% |
False |
False |
53,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.75 |
2.618 |
1,303.75 |
1.618 |
1,291.50 |
1.000 |
1,284.00 |
0.618 |
1,279.25 |
HIGH |
1,271.75 |
0.618 |
1,267.00 |
0.500 |
1,265.50 |
0.382 |
1,264.25 |
LOW |
1,259.50 |
0.618 |
1,252.00 |
1.000 |
1,247.25 |
1.618 |
1,239.75 |
2.618 |
1,227.50 |
4.250 |
1,207.50 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,266.00 |
1,274.00 |
PP |
1,265.75 |
1,271.50 |
S1 |
1,265.50 |
1,268.75 |
|