Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,883 |
11,893 |
10 |
0.1% |
12,059 |
High |
11,942 |
12,050 |
108 |
0.9% |
12,108 |
Low |
11,848 |
11,878 |
30 |
0.3% |
11,854 |
Close |
11,885 |
12,018 |
133 |
1.1% |
11,873 |
Range |
94 |
172 |
78 |
83.0% |
254 |
ATR |
140 |
142 |
2 |
1.6% |
0 |
Volume |
120,331 |
127,213 |
6,882 |
5.7% |
142,378 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,498 |
12,430 |
12,113 |
|
R3 |
12,326 |
12,258 |
12,065 |
|
R2 |
12,154 |
12,154 |
12,050 |
|
R1 |
12,086 |
12,086 |
12,034 |
12,120 |
PP |
11,982 |
11,982 |
11,982 |
11,999 |
S1 |
11,914 |
11,914 |
12,002 |
11,948 |
S2 |
11,810 |
11,810 |
11,987 |
|
S3 |
11,638 |
11,742 |
11,971 |
|
S4 |
11,466 |
11,570 |
11,924 |
|
|
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% |
143 |
1.2% |
65% |
False |
False |
77,735 |
10 |
12,522 |
11,848 |
674 |
5.6% |
151 |
1.3% |
25% |
False |
False |
39,066 |
20 |
12,543 |
11,848 |
695 |
5.8% |
141 |
1.2% |
24% |
False |
False |
19,658 |
40 |
12,803 |
11,848 |
955 |
7.9% |
145 |
1.2% |
18% |
False |
False |
9,872 |
60 |
12,803 |
11,740 |
1,063 |
8.8% |
131 |
1.1% |
26% |
False |
False |
6,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,781 |
2.618 |
12,500 |
1.618 |
12,328 |
1.000 |
12,222 |
0.618 |
12,156 |
HIGH |
12,050 |
0.618 |
11,984 |
0.500 |
11,964 |
0.382 |
11,944 |
LOW |
11,878 |
0.618 |
11,772 |
1.000 |
11,706 |
1.618 |
11,600 |
2.618 |
11,428 |
4.250 |
11,147 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,000 |
11,996 |
PP |
11,982 |
11,975 |
S1 |
11,964 |
11,953 |
|