Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,360 |
9,445 |
85 |
0.9% |
9,425 |
High |
9,445 |
9,565 |
120 |
1.3% |
9,640 |
Low |
9,345 |
9,395 |
50 |
0.5% |
9,315 |
Close |
9,445 |
9,540 |
95 |
1.0% |
9,380 |
Range |
100 |
170 |
70 |
70.0% |
325 |
ATR |
127 |
130 |
3 |
2.4% |
0 |
Volume |
3,409 |
7,988 |
4,579 |
134.3% |
34,992 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,010 |
9,945 |
9,634 |
|
R3 |
9,840 |
9,775 |
9,587 |
|
R2 |
9,670 |
9,670 |
9,571 |
|
R1 |
9,605 |
9,605 |
9,556 |
9,638 |
PP |
9,500 |
9,500 |
9,500 |
9,516 |
S1 |
9,435 |
9,435 |
9,525 |
9,468 |
S2 |
9,330 |
9,330 |
9,509 |
|
S3 |
9,160 |
9,265 |
9,493 |
|
S4 |
8,990 |
9,095 |
9,447 |
|
|
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 |
3.4% |
154 |
1.6% |
69% |
False |
False |
6,727 |
10 |
9,640 |
9,315 |
325 |
3.4% |
160 |
1.7% |
69% |
False |
False |
7,641 |
20 |
9,775 |
9,315 |
460 |
4.8% |
133 |
1.4% |
49% |
False |
False |
5,427 |
40 |
10,020 |
9,315 |
705 |
7.4% |
82 |
0.9% |
32% |
False |
False |
2,720 |
60 |
10,020 |
9,315 |
705 |
7.4% |
55 |
0.6% |
32% |
False |
False |
1,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,288 |
2.618 |
10,010 |
1.618 |
9,840 |
1.000 |
9,735 |
0.618 |
9,670 |
HIGH |
9,565 |
0.618 |
9,500 |
0.500 |
9,480 |
0.382 |
9,460 |
LOW |
9,395 |
0.618 |
9,290 |
1.000 |
9,225 |
1.618 |
9,120 |
2.618 |
8,950 |
4.250 |
8,673 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,520 |
9,507 |
PP |
9,500 |
9,473 |
S1 |
9,480 |
9,440 |
|