Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,445 |
9,530 |
85 |
0.9% |
9,425 |
High |
9,565 |
9,665 |
100 |
1.0% |
9,640 |
Low |
9,395 |
9,510 |
115 |
1.2% |
9,315 |
Close |
9,540 |
9,580 |
40 |
0.4% |
9,380 |
Range |
170 |
155 |
-15 |
-8.8% |
325 |
ATR |
130 |
132 |
2 |
1.4% |
0 |
Volume |
7,988 |
7,444 |
-544 |
-6.8% |
34,992 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,050 |
9,970 |
9,665 |
|
R3 |
9,895 |
9,815 |
9,623 |
|
R2 |
9,740 |
9,740 |
9,609 |
|
R1 |
9,660 |
9,660 |
9,594 |
9,700 |
PP |
9,585 |
9,585 |
9,585 |
9,605 |
S1 |
9,505 |
9,505 |
9,566 |
9,545 |
S2 |
9,430 |
9,430 |
9,552 |
|
S3 |
9,275 |
9,350 |
9,538 |
|
S4 |
9,120 |
9,195 |
9,495 |
|
|
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 |
9,665 |
9,315 |
350 |
3.7% |
148 |
1.5% |
76% |
True |
False |
6,812 |
10 |
9,665 |
9,315 |
350 |
3.7% |
161 |
1.7% |
76% |
True |
False |
7,446 |
20 |
9,775 |
9,315 |
460 |
4.8% |
140 |
1.5% |
58% |
False |
False |
5,797 |
40 |
10,020 |
9,315 |
705 |
7.4% |
86 |
0.9% |
38% |
False |
False |
2,906 |
60 |
10,020 |
9,315 |
705 |
7.4% |
57 |
0.6% |
38% |
False |
False |
1,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,324 |
2.618 |
10,071 |
1.618 |
9,916 |
1.000 |
9,820 |
0.618 |
9,761 |
HIGH |
9,665 |
0.618 |
9,606 |
0.500 |
9,588 |
0.382 |
9,569 |
LOW |
9,510 |
0.618 |
9,414 |
1.000 |
9,355 |
1.618 |
9,259 |
2.618 |
9,104 |
4.250 |
8,851 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,588 |
9,555 |
PP |
9,585 |
9,530 |
S1 |
9,583 |
9,505 |
|