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 |
9,540 |
9,425 |
-115 |
-1.2% |
9,490 |
High |
9,640 |
9,485 |
-155 |
-1.6% |
9,640 |
Low |
9,420 |
9,400 |
-20 |
-0.2% |
9,350 |
Close |
9,450 |
9,435 |
-15 |
-0.2% |
9,450 |
Range |
220 |
85 |
-135 |
-61.4% |
290 |
ATR |
116 |
113 |
-2 |
-1.9% |
0 |
Volume |
7,095 |
6,395 |
-700 |
-9.9% |
59,542 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,695 |
9,650 |
9,482 |
|
R3 |
9,610 |
9,565 |
9,459 |
|
R2 |
9,525 |
9,525 |
9,451 |
|
R1 |
9,480 |
9,480 |
9,443 |
9,503 |
PP |
9,440 |
9,440 |
9,440 |
9,451 |
S1 |
9,395 |
9,395 |
9,427 |
9,418 |
S2 |
9,355 |
9,355 |
9,420 |
|
S3 |
9,270 |
9,310 |
9,412 |
|
S4 |
9,185 |
9,225 |
9,388 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,350 |
10,190 |
9,610 |
|
R3 |
10,060 |
9,900 |
9,530 |
|
R2 |
9,770 |
9,770 |
9,503 |
|
R1 |
9,610 |
9,610 |
9,477 |
9,545 |
PP |
9,480 |
9,480 |
9,480 |
9,448 |
S1 |
9,320 |
9,320 |
9,424 |
9,255 |
S2 |
9,190 |
9,190 |
9,397 |
|
S3 |
8,900 |
9,030 |
9,370 |
|
S4 |
8,610 |
8,740 |
9,291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,640 |
9,350 |
290 |
3.1% |
150 |
1.6% |
29% |
False |
False |
10,005 |
10 |
9,775 |
9,350 |
425 |
4.5% |
154 |
1.6% |
20% |
False |
False |
6,844 |
20 |
9,775 |
9,350 |
425 |
4.5% |
93 |
1.0% |
20% |
False |
False |
3,435 |
40 |
10,020 |
9,350 |
670 |
7.1% |
57 |
0.6% |
13% |
False |
False |
1,720 |
60 |
10,020 |
8,925 |
1,095 |
11.6% |
44 |
0.5% |
47% |
False |
False |
1,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,846 |
2.618 |
9,708 |
1.618 |
9,623 |
1.000 |
9,570 |
0.618 |
9,538 |
HIGH |
9,485 |
0.618 |
9,453 |
0.500 |
9,443 |
0.382 |
9,433 |
LOW |
9,400 |
0.618 |
9,348 |
1.000 |
9,315 |
1.618 |
9,263 |
2.618 |
9,178 |
4.250 |
9,039 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,443 |
9,518 |
PP |
9,440 |
9,490 |
S1 |
9,438 |
9,463 |
|