Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,435 |
9,615 |
180 |
1.9% |
9,490 |
High |
9,640 |
9,640 |
0 |
0.0% |
9,640 |
Low |
9,435 |
9,455 |
20 |
0.2% |
9,350 |
Close |
9,615 |
9,485 |
-130 |
-1.4% |
9,450 |
Range |
205 |
185 |
-20 |
-9.8% |
290 |
ATR |
120 |
125 |
5 |
3.9% |
0 |
Volume |
6,359 |
7,017 |
658 |
10.3% |
59,542 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,082 |
9,968 |
9,587 |
|
R3 |
9,897 |
9,783 |
9,536 |
|
R2 |
9,712 |
9,712 |
9,519 |
|
R1 |
9,598 |
9,598 |
9,502 |
9,563 |
PP |
9,527 |
9,527 |
9,527 |
9,509 |
S1 |
9,413 |
9,413 |
9,468 |
9,378 |
S2 |
9,342 |
9,342 |
9,451 |
|
S3 |
9,157 |
9,228 |
9,434 |
|
S4 |
8,972 |
9,043 |
9,383 |
|
|
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 |
9,395 |
245 |
2.6% |
174 |
1.8% |
37% |
True |
False |
8,080 |
10 |
9,640 |
9,350 |
290 |
3.1% |
152 |
1.6% |
47% |
True |
False |
8,138 |
20 |
9,775 |
9,350 |
425 |
4.5% |
108 |
1.1% |
32% |
False |
False |
4,100 |
40 |
10,020 |
9,350 |
670 |
7.1% |
67 |
0.7% |
20% |
False |
False |
2,054 |
60 |
10,020 |
9,350 |
670 |
7.1% |
45 |
0.5% |
20% |
False |
False |
1,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,426 |
2.618 |
10,124 |
1.618 |
9,939 |
1.000 |
9,825 |
0.618 |
9,754 |
HIGH |
9,640 |
0.618 |
9,569 |
0.500 |
9,548 |
0.382 |
9,526 |
LOW |
9,455 |
0.618 |
9,341 |
1.000 |
9,270 |
1.618 |
9,156 |
2.618 |
8,971 |
4.250 |
8,669 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,548 |
9,520 |
PP |
9,527 |
9,508 |
S1 |
9,506 |
9,497 |
|