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 |
9,425 |
9,435 |
10 |
0.1% |
9,490 |
High |
9,485 |
9,640 |
155 |
1.6% |
9,640 |
Low |
9,400 |
9,435 |
35 |
0.4% |
9,350 |
Close |
9,435 |
9,615 |
180 |
1.9% |
9,450 |
Range |
85 |
205 |
120 |
141.2% |
290 |
ATR |
113 |
120 |
7 |
5.8% |
0 |
Volume |
6,395 |
6,359 |
-36 |
-0.6% |
59,542 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,178 |
10,102 |
9,728 |
|
R3 |
9,973 |
9,897 |
9,672 |
|
R2 |
9,768 |
9,768 |
9,653 |
|
R1 |
9,692 |
9,692 |
9,634 |
9,730 |
PP |
9,563 |
9,563 |
9,563 |
9,583 |
S1 |
9,487 |
9,487 |
9,596 |
9,525 |
S2 |
9,358 |
9,358 |
9,578 |
|
S3 |
9,153 |
9,282 |
9,559 |
|
S4 |
8,948 |
9,077 |
9,502 |
|
|
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 |
3.0% |
165 |
1.7% |
91% |
True |
False |
8,556 |
10 |
9,715 |
9,350 |
365 |
3.8% |
147 |
1.5% |
73% |
False |
False |
7,468 |
20 |
9,775 |
9,350 |
425 |
4.4% |
100 |
1.0% |
62% |
False |
False |
3,752 |
40 |
10,020 |
9,350 |
670 |
7.0% |
63 |
0.6% |
40% |
False |
False |
1,879 |
60 |
10,020 |
9,350 |
670 |
7.0% |
42 |
0.4% |
40% |
False |
False |
1,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,511 |
2.618 |
10,177 |
1.618 |
9,972 |
1.000 |
9,845 |
0.618 |
9,767 |
HIGH |
9,640 |
0.618 |
9,562 |
0.500 |
9,538 |
0.382 |
9,513 |
LOW |
9,435 |
0.618 |
9,308 |
1.000 |
9,230 |
1.618 |
9,103 |
2.618 |
8,898 |
4.250 |
8,564 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,589 |
9,583 |
PP |
9,563 |
9,552 |
S1 |
9,538 |
9,520 |
|