Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,600 |
9,625 |
25 |
0.3% |
9,360 |
High |
9,730 |
9,690 |
-40 |
-0.4% |
9,730 |
Low |
9,585 |
9,585 |
0 |
0.0% |
9,345 |
Close |
9,610 |
9,680 |
70 |
0.7% |
9,610 |
Range |
145 |
105 |
-40 |
-27.6% |
385 |
ATR |
134 |
132 |
-2 |
-1.5% |
0 |
Volume |
10,396 |
6,860 |
-3,536 |
-34.0% |
38,136 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,967 |
9,928 |
9,738 |
|
R3 |
9,862 |
9,823 |
9,709 |
|
R2 |
9,757 |
9,757 |
9,699 |
|
R1 |
9,718 |
9,718 |
9,690 |
9,738 |
PP |
9,652 |
9,652 |
9,652 |
9,661 |
S1 |
9,613 |
9,613 |
9,671 |
9,633 |
S2 |
9,547 |
9,547 |
9,661 |
|
S3 |
9,442 |
9,508 |
9,651 |
|
S4 |
9,337 |
9,403 |
9,622 |
|
|
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 |
9,395 |
335 |
3.5% |
144 |
1.5% |
85% |
False |
False |
8,317 |
10 |
9,730 |
9,315 |
415 |
4.3% |
153 |
1.6% |
88% |
False |
False |
7,359 |
20 |
9,775 |
9,315 |
460 |
4.8% |
153 |
1.6% |
79% |
False |
False |
7,102 |
40 |
10,020 |
9,315 |
705 |
7.3% |
90 |
0.9% |
52% |
False |
False |
3,559 |
60 |
10,020 |
9,315 |
705 |
7.3% |
64 |
0.7% |
52% |
False |
False |
2,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,136 |
2.618 |
9,965 |
1.618 |
9,860 |
1.000 |
9,795 |
0.618 |
9,755 |
HIGH |
9,690 |
0.618 |
9,650 |
0.500 |
9,638 |
0.382 |
9,625 |
LOW |
9,585 |
0.618 |
9,520 |
1.000 |
9,480 |
1.618 |
9,415 |
2.618 |
9,310 |
4.250 |
9,139 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,666 |
9,659 |
PP |
9,652 |
9,638 |
S1 |
9,638 |
9,618 |
|