Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,530 |
9,580 |
50 |
0.5% |
9,425 |
High |
9,665 |
9,650 |
-15 |
-0.2% |
9,640 |
Low |
9,510 |
9,505 |
-5 |
-0.1% |
9,315 |
Close |
9,580 |
9,590 |
10 |
0.1% |
9,380 |
Range |
155 |
145 |
-10 |
-6.5% |
325 |
ATR |
132 |
133 |
1 |
0.7% |
0 |
Volume |
7,444 |
8,899 |
1,455 |
19.5% |
34,992 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,017 |
9,948 |
9,670 |
|
R3 |
9,872 |
9,803 |
9,630 |
|
R2 |
9,727 |
9,727 |
9,617 |
|
R1 |
9,658 |
9,658 |
9,603 |
9,693 |
PP |
9,582 |
9,582 |
9,582 |
9,599 |
S1 |
9,513 |
9,513 |
9,577 |
9,548 |
S2 |
9,437 |
9,437 |
9,564 |
|
S3 |
9,292 |
9,368 |
9,550 |
|
S4 |
9,147 |
9,223 |
9,510 |
|
|
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 |
3.6% |
144 |
1.5% |
79% |
False |
False |
6,965 |
10 |
9,665 |
9,315 |
350 |
3.6% |
158 |
1.6% |
79% |
False |
False |
6,982 |
20 |
9,775 |
9,315 |
460 |
4.8% |
145 |
1.5% |
60% |
False |
False |
6,241 |
40 |
10,020 |
9,315 |
705 |
7.4% |
89 |
0.9% |
39% |
False |
False |
3,128 |
60 |
10,020 |
9,315 |
705 |
7.4% |
60 |
0.6% |
39% |
False |
False |
2,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,266 |
2.618 |
10,030 |
1.618 |
9,885 |
1.000 |
9,795 |
0.618 |
9,740 |
HIGH |
9,650 |
0.618 |
9,595 |
0.500 |
9,578 |
0.382 |
9,561 |
LOW |
9,505 |
0.618 |
9,416 |
1.000 |
9,360 |
1.618 |
9,271 |
2.618 |
9,126 |
4.250 |
8,889 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,586 |
9,570 |
PP |
9,582 |
9,550 |
S1 |
9,578 |
9,530 |
|