Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,615 |
9,475 |
-140 |
-1.5% |
9,490 |
High |
9,640 |
9,515 |
-125 |
-1.3% |
9,640 |
Low |
9,455 |
9,350 |
-105 |
-1.1% |
9,350 |
Close |
9,485 |
9,420 |
-65 |
-0.7% |
9,450 |
Range |
185 |
165 |
-20 |
-10.8% |
290 |
ATR |
125 |
128 |
3 |
2.3% |
0 |
Volume |
7,017 |
8,136 |
1,119 |
15.9% |
59,542 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,923 |
9,837 |
9,511 |
|
R3 |
9,758 |
9,672 |
9,466 |
|
R2 |
9,593 |
9,593 |
9,450 |
|
R1 |
9,507 |
9,507 |
9,435 |
9,468 |
PP |
9,428 |
9,428 |
9,428 |
9,409 |
S1 |
9,342 |
9,342 |
9,405 |
9,303 |
S2 |
9,263 |
9,263 |
9,390 |
|
S3 |
9,098 |
9,177 |
9,375 |
|
S4 |
8,933 |
9,012 |
9,329 |
|
|
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% |
172 |
1.8% |
24% |
False |
True |
7,000 |
10 |
9,640 |
9,350 |
290 |
3.1% |
162 |
1.7% |
24% |
False |
True |
8,908 |
20 |
9,775 |
9,350 |
425 |
4.5% |
115 |
1.2% |
16% |
False |
True |
4,505 |
40 |
10,020 |
9,350 |
670 |
7.1% |
71 |
0.8% |
10% |
False |
True |
2,258 |
60 |
10,020 |
9,350 |
670 |
7.1% |
48 |
0.5% |
10% |
False |
True |
1,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,216 |
2.618 |
9,947 |
1.618 |
9,782 |
1.000 |
9,680 |
0.618 |
9,617 |
HIGH |
9,515 |
0.618 |
9,452 |
0.500 |
9,433 |
0.382 |
9,413 |
LOW |
9,350 |
0.618 |
9,248 |
1.000 |
9,185 |
1.618 |
9,083 |
2.618 |
8,918 |
4.250 |
8,649 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,433 |
9,495 |
PP |
9,428 |
9,470 |
S1 |
9,424 |
9,445 |
|