Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,261.00 |
1,263.75 |
2.75 |
0.2% |
1,265.00 |
High |
1,269.00 |
1,277.25 |
8.25 |
0.7% |
1,287.00 |
Low |
1,252.25 |
1,258.50 |
6.25 |
0.5% |
1,252.25 |
Close |
1,263.50 |
1,266.00 |
2.50 |
0.2% |
1,266.00 |
Range |
16.75 |
18.75 |
2.00 |
11.9% |
34.75 |
ATR |
17.68 |
17.76 |
0.08 |
0.4% |
0.00 |
Volume |
3,255,366 |
2,334,882 |
-920,484 |
-28.3% |
14,575,499 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.50 |
1,313.50 |
1,276.25 |
|
R3 |
1,304.75 |
1,294.75 |
1,271.25 |
|
R2 |
1,286.00 |
1,286.00 |
1,269.50 |
|
R1 |
1,276.00 |
1,276.00 |
1,267.75 |
1,281.00 |
PP |
1,267.25 |
1,267.25 |
1,267.25 |
1,269.75 |
S1 |
1,257.25 |
1,257.25 |
1,264.25 |
1,262.25 |
S2 |
1,248.50 |
1,248.50 |
1,262.50 |
|
S3 |
1,229.75 |
1,238.50 |
1,260.75 |
|
S4 |
1,211.00 |
1,219.75 |
1,255.75 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,354.00 |
1,285.00 |
|
R3 |
1,338.00 |
1,319.25 |
1,275.50 |
|
R2 |
1,303.25 |
1,303.25 |
1,272.25 |
|
R1 |
1,284.50 |
1,284.50 |
1,269.25 |
1,294.00 |
PP |
1,268.50 |
1,268.50 |
1,268.50 |
1,273.00 |
S1 |
1,249.75 |
1,249.75 |
1,262.75 |
1,259.00 |
S2 |
1,233.75 |
1,233.75 |
1,259.75 |
|
S3 |
1,199.00 |
1,215.00 |
1,256.50 |
|
S4 |
1,164.25 |
1,180.25 |
1,247.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,287.00 |
1,252.25 |
34.75 |
2.7% |
19.50 |
1.5% |
40% |
False |
False |
2,915,099 |
10 |
1,295.00 |
1,252.25 |
42.75 |
3.4% |
18.00 |
1.4% |
32% |
False |
False |
1,836,261 |
20 |
1,342.50 |
1,252.25 |
90.25 |
7.1% |
17.75 |
1.4% |
15% |
False |
False |
921,223 |
40 |
1,367.50 |
1,252.25 |
115.25 |
9.1% |
16.50 |
1.3% |
12% |
False |
False |
461,763 |
60 |
1,367.50 |
1,252.25 |
115.25 |
9.1% |
15.75 |
1.2% |
12% |
False |
False |
308,340 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
17.25 |
1.4% |
22% |
False |
False |
231,313 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
16.25 |
1.3% |
22% |
False |
False |
185,053 |
120 |
1,367.50 |
1,237.25 |
130.25 |
10.3% |
15.50 |
1.2% |
22% |
False |
False |
154,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.00 |
2.618 |
1,326.25 |
1.618 |
1,307.50 |
1.000 |
1,296.00 |
0.618 |
1,288.75 |
HIGH |
1,277.25 |
0.618 |
1,270.00 |
0.500 |
1,268.00 |
0.382 |
1,265.75 |
LOW |
1,258.50 |
0.618 |
1,247.00 |
1.000 |
1,239.75 |
1.618 |
1,228.25 |
2.618 |
1,209.50 |
4.250 |
1,178.75 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,268.00 |
1,268.00 |
PP |
1,267.25 |
1,267.25 |
S1 |
1,266.50 |
1,266.75 |
|