Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,265.00 |
1,267.50 |
2.50 |
0.2% |
1,293.50 |
High |
1,271.75 |
1,287.00 |
15.25 |
1.2% |
1,295.00 |
Low |
1,259.50 |
1,265.25 |
5.75 |
0.5% |
1,261.75 |
Close |
1,266.25 |
1,284.50 |
18.25 |
1.4% |
1,263.75 |
Range |
12.25 |
21.75 |
9.50 |
77.6% |
33.25 |
ATR |
16.53 |
16.91 |
0.37 |
2.3% |
0.00 |
Volume |
2,517,158 |
2,830,165 |
313,007 |
12.4% |
3,787,120 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.25 |
1,336.00 |
1,296.50 |
|
R3 |
1,322.50 |
1,314.25 |
1,290.50 |
|
R2 |
1,300.75 |
1,300.75 |
1,288.50 |
|
R1 |
1,292.50 |
1,292.50 |
1,286.50 |
1,296.50 |
PP |
1,279.00 |
1,279.00 |
1,279.00 |
1,281.00 |
S1 |
1,270.75 |
1,270.75 |
1,282.50 |
1,275.00 |
S2 |
1,257.25 |
1,257.25 |
1,280.50 |
|
S3 |
1,235.50 |
1,249.00 |
1,278.50 |
|
S4 |
1,213.75 |
1,227.25 |
1,272.50 |
|
|
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 |
1,288.50 |
1,259.50 |
29.00 |
2.3% |
17.25 |
1.3% |
86% |
False |
False |
1,792,003 |
10 |
1,342.50 |
1,259.50 |
83.00 |
6.5% |
18.50 |
1.4% |
30% |
False |
False |
917,352 |
20 |
1,342.50 |
1,259.50 |
83.00 |
6.5% |
16.50 |
1.3% |
30% |
False |
False |
460,745 |
40 |
1,367.50 |
1,259.50 |
108.00 |
8.4% |
16.50 |
1.3% |
23% |
False |
False |
231,261 |
60 |
1,367.50 |
1,259.50 |
108.00 |
8.4% |
15.25 |
1.2% |
23% |
False |
False |
154,580 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
17.00 |
1.3% |
36% |
False |
False |
115,962 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
16.00 |
1.3% |
36% |
False |
False |
92,771 |
120 |
1,367.50 |
1,236.50 |
131.00 |
10.2% |
15.00 |
1.2% |
37% |
False |
False |
77,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,344.00 |
1.618 |
1,322.25 |
1.000 |
1,308.75 |
0.618 |
1,300.50 |
HIGH |
1,287.00 |
0.618 |
1,278.75 |
0.500 |
1,276.00 |
0.382 |
1,273.50 |
LOW |
1,265.25 |
0.618 |
1,251.75 |
1.000 |
1,243.50 |
1.618 |
1,230.00 |
2.618 |
1,208.25 |
4.250 |
1,172.75 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,281.75 |
1,280.75 |
PP |
1,279.00 |
1,277.00 |
S1 |
1,276.00 |
1,273.25 |
|