Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,580 |
9,600 |
20 |
0.2% |
9,360 |
High |
9,650 |
9,730 |
80 |
0.8% |
9,730 |
Low |
9,505 |
9,585 |
80 |
0.8% |
9,345 |
Close |
9,590 |
9,610 |
20 |
0.2% |
9,610 |
Range |
145 |
145 |
0 |
0.0% |
385 |
ATR |
133 |
134 |
1 |
0.7% |
0 |
Volume |
8,899 |
10,396 |
1,497 |
16.8% |
38,136 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,077 |
9,988 |
9,690 |
|
R3 |
9,932 |
9,843 |
9,650 |
|
R2 |
9,787 |
9,787 |
9,637 |
|
R1 |
9,698 |
9,698 |
9,623 |
9,743 |
PP |
9,642 |
9,642 |
9,642 |
9,664 |
S1 |
9,553 |
9,553 |
9,597 |
9,598 |
S2 |
9,497 |
9,497 |
9,584 |
|
S3 |
9,352 |
9,408 |
9,570 |
|
S4 |
9,207 |
9,263 |
9,530 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,717 |
10,548 |
9,822 |
|
R3 |
10,332 |
10,163 |
9,716 |
|
R2 |
9,947 |
9,947 |
9,681 |
|
R1 |
9,778 |
9,778 |
9,645 |
9,863 |
PP |
9,562 |
9,562 |
9,562 |
9,604 |
S1 |
9,393 |
9,393 |
9,575 |
9,478 |
S2 |
9,177 |
9,177 |
9,540 |
|
S3 |
8,792 |
9,008 |
9,504 |
|
S4 |
8,407 |
8,623 |
9,398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,730 |
9,345 |
385 |
4.0% |
143 |
1.5% |
69% |
True |
False |
7,627 |
10 |
9,730 |
9,315 |
415 |
4.3% |
151 |
1.6% |
71% |
True |
False |
7,312 |
20 |
9,775 |
9,315 |
460 |
4.8% |
150 |
1.6% |
64% |
False |
False |
6,760 |
40 |
10,020 |
9,315 |
705 |
7.3% |
90 |
0.9% |
42% |
False |
False |
3,388 |
60 |
10,020 |
9,315 |
705 |
7.3% |
62 |
0.6% |
42% |
False |
False |
2,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,346 |
2.618 |
10,110 |
1.618 |
9,965 |
1.000 |
9,875 |
0.618 |
9,820 |
HIGH |
9,730 |
0.618 |
9,675 |
0.500 |
9,658 |
0.382 |
9,641 |
LOW |
9,585 |
0.618 |
9,496 |
1.000 |
9,440 |
1.618 |
9,351 |
2.618 |
9,206 |
4.250 |
8,969 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,658 |
9,618 |
PP |
9,642 |
9,615 |
S1 |
9,626 |
9,613 |
|