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 |
9,475 |
9,465 |
-10 |
-0.1% |
9,425 |
High |
9,515 |
9,465 |
-50 |
-0.5% |
9,640 |
Low |
9,350 |
9,315 |
-35 |
-0.4% |
9,315 |
Close |
9,420 |
9,380 |
-40 |
-0.4% |
9,380 |
Range |
165 |
150 |
-15 |
-9.1% |
325 |
ATR |
128 |
129 |
2 |
1.3% |
0 |
Volume |
8,136 |
7,085 |
-1,051 |
-12.9% |
34,992 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,837 |
9,758 |
9,463 |
|
R3 |
9,687 |
9,608 |
9,421 |
|
R2 |
9,537 |
9,537 |
9,408 |
|
R1 |
9,458 |
9,458 |
9,394 |
9,423 |
PP |
9,387 |
9,387 |
9,387 |
9,369 |
S1 |
9,308 |
9,308 |
9,366 |
9,273 |
S2 |
9,237 |
9,237 |
9,353 |
|
S3 |
9,087 |
9,158 |
9,339 |
|
S4 |
8,937 |
9,008 |
9,298 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,420 |
10,225 |
9,559 |
|
R3 |
10,095 |
9,900 |
9,470 |
|
R2 |
9,770 |
9,770 |
9,440 |
|
R1 |
9,575 |
9,575 |
9,410 |
9,510 |
PP |
9,445 |
9,445 |
9,445 |
9,413 |
S1 |
9,250 |
9,250 |
9,350 |
9,185 |
S2 |
9,120 |
9,120 |
9,321 |
|
S3 |
8,795 |
8,925 |
9,291 |
|
S4 |
8,470 |
8,600 |
9,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,640 |
9,315 |
325 |
3.5% |
158 |
1.7% |
20% |
False |
True |
6,998 |
10 |
9,640 |
9,315 |
325 |
3.5% |
161 |
1.7% |
20% |
False |
True |
9,453 |
20 |
9,775 |
9,315 |
460 |
4.9% |
123 |
1.3% |
14% |
False |
True |
4,858 |
40 |
10,020 |
9,315 |
705 |
7.5% |
75 |
0.8% |
9% |
False |
True |
2,435 |
60 |
10,020 |
9,315 |
705 |
7.5% |
50 |
0.5% |
9% |
False |
True |
1,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,103 |
2.618 |
9,858 |
1.618 |
9,708 |
1.000 |
9,615 |
0.618 |
9,558 |
HIGH |
9,465 |
0.618 |
9,408 |
0.500 |
9,390 |
0.382 |
9,372 |
LOW |
9,315 |
0.618 |
9,222 |
1.000 |
9,165 |
1.618 |
9,072 |
2.618 |
8,922 |
4.250 |
8,678 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,390 |
9,478 |
PP |
9,387 |
9,445 |
S1 |
9,383 |
9,413 |
|