Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,046 |
11,883 |
-163 |
-1.4% |
12,059 |
High |
12,058 |
11,942 |
-116 |
-1.0% |
12,108 |
Low |
11,854 |
11,848 |
-6 |
-0.1% |
11,854 |
Close |
11,873 |
11,885 |
12 |
0.1% |
11,873 |
Range |
204 |
94 |
-110 |
-53.9% |
254 |
ATR |
144 |
140 |
-4 |
-2.5% |
0 |
Volume |
94,561 |
120,331 |
25,770 |
27.3% |
142,378 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,174 |
12,123 |
11,937 |
|
R3 |
12,080 |
12,029 |
11,911 |
|
R2 |
11,986 |
11,986 |
11,902 |
|
R1 |
11,935 |
11,935 |
11,894 |
11,961 |
PP |
11,892 |
11,892 |
11,892 |
11,904 |
S1 |
11,841 |
11,841 |
11,877 |
11,867 |
S2 |
11,798 |
11,798 |
11,868 |
|
S3 |
11,704 |
11,747 |
11,859 |
|
S4 |
11,610 |
11,653 |
11,833 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,707 |
12,544 |
12,013 |
|
R3 |
12,453 |
12,290 |
11,943 |
|
R2 |
12,199 |
12,199 |
11,920 |
|
R1 |
12,036 |
12,036 |
11,896 |
11,991 |
PP |
11,945 |
11,945 |
11,945 |
11,922 |
S1 |
11,782 |
11,782 |
11,850 |
11,737 |
S2 |
11,691 |
11,691 |
11,827 |
|
S3 |
11,437 |
11,528 |
11,803 |
|
S4 |
11,183 |
11,274 |
11,733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,108 |
11,848 |
260 |
2.2% |
130 |
1.1% |
14% |
False |
True |
52,456 |
10 |
12,522 |
11,848 |
674 |
5.7% |
147 |
1.2% |
5% |
False |
True |
26,421 |
20 |
12,543 |
11,848 |
695 |
5.8% |
138 |
1.2% |
5% |
False |
True |
13,300 |
40 |
12,803 |
11,848 |
955 |
8.0% |
143 |
1.2% |
4% |
False |
True |
6,694 |
60 |
12,803 |
11,704 |
1,099 |
9.2% |
130 |
1.1% |
16% |
False |
False |
4,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,342 |
2.618 |
12,188 |
1.618 |
12,094 |
1.000 |
12,036 |
0.618 |
12,000 |
HIGH |
11,942 |
0.618 |
11,906 |
0.500 |
11,895 |
0.382 |
11,884 |
LOW |
11,848 |
0.618 |
11,790 |
1.000 |
11,754 |
1.618 |
11,696 |
2.618 |
11,602 |
4.250 |
11,449 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,895 |
11,978 |
PP |
11,892 |
11,947 |
S1 |
11,888 |
11,916 |
|