Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,012 |
11,841 |
-171 |
-1.4% |
12,059 |
High |
12,013 |
11,921 |
-92 |
-0.8% |
12,108 |
Low |
11,791 |
11,767 |
-24 |
-0.2% |
11,854 |
Close |
11,831 |
11,899 |
68 |
0.6% |
11,873 |
Range |
222 |
154 |
-68 |
-30.6% |
254 |
ATR |
148 |
149 |
0 |
0.3% |
0 |
Volume |
188,290 |
167,367 |
-20,923 |
-11.1% |
142,378 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,324 |
12,266 |
11,984 |
|
R3 |
12,170 |
12,112 |
11,941 |
|
R2 |
12,016 |
12,016 |
11,927 |
|
R1 |
11,958 |
11,958 |
11,913 |
11,987 |
PP |
11,862 |
11,862 |
11,862 |
11,877 |
S1 |
11,804 |
11,804 |
11,885 |
11,833 |
S2 |
11,708 |
11,708 |
11,871 |
|
S3 |
11,554 |
11,650 |
11,857 |
|
S4 |
11,400 |
11,496 |
11,814 |
|
|
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 |
12,058 |
11,767 |
291 |
2.4% |
169 |
1.4% |
45% |
False |
True |
139,552 |
10 |
12,180 |
11,767 |
413 |
3.5% |
144 |
1.2% |
32% |
False |
True |
74,575 |
20 |
12,543 |
11,767 |
776 |
6.5% |
144 |
1.2% |
17% |
False |
True |
37,415 |
40 |
12,803 |
11,767 |
1,036 |
8.7% |
144 |
1.2% |
13% |
False |
True |
18,759 |
60 |
12,803 |
11,767 |
1,036 |
8.7% |
133 |
1.1% |
13% |
False |
True |
12,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,576 |
2.618 |
12,324 |
1.618 |
12,170 |
1.000 |
12,075 |
0.618 |
12,016 |
HIGH |
11,921 |
0.618 |
11,862 |
0.500 |
11,844 |
0.382 |
11,826 |
LOW |
11,767 |
0.618 |
11,672 |
1.000 |
11,613 |
1.618 |
11,518 |
2.618 |
11,364 |
4.250 |
11,113 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,881 |
11,909 |
PP |
11,862 |
11,905 |
S1 |
11,844 |
11,902 |
|