Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,841 |
11,895 |
54 |
0.5% |
11,883 |
High |
11,921 |
12,006 |
85 |
0.7% |
12,050 |
Low |
11,767 |
11,858 |
91 |
0.8% |
11,767 |
Close |
11,899 |
11,938 |
39 |
0.3% |
11,938 |
Range |
154 |
148 |
-6 |
-3.9% |
283 |
ATR |
149 |
149 |
0 |
0.0% |
0 |
Volume |
167,367 |
131,671 |
-35,696 |
-21.3% |
734,872 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,378 |
12,306 |
12,020 |
|
R3 |
12,230 |
12,158 |
11,979 |
|
R2 |
12,082 |
12,082 |
11,965 |
|
R1 |
12,010 |
12,010 |
11,952 |
12,046 |
PP |
11,934 |
11,934 |
11,934 |
11,952 |
S1 |
11,862 |
11,862 |
11,925 |
11,898 |
S2 |
11,786 |
11,786 |
11,911 |
|
S3 |
11,638 |
11,714 |
11,897 |
|
S4 |
11,490 |
11,566 |
11,857 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,767 |
12,636 |
12,094 |
|
R3 |
12,484 |
12,353 |
12,016 |
|
R2 |
12,201 |
12,201 |
11,990 |
|
R1 |
12,070 |
12,070 |
11,964 |
12,136 |
PP |
11,918 |
11,918 |
11,918 |
11,951 |
S1 |
11,787 |
11,787 |
11,912 |
11,853 |
S2 |
11,635 |
11,635 |
11,886 |
|
S3 |
11,352 |
11,504 |
11,860 |
|
S4 |
11,069 |
11,221 |
11,782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,050 |
11,767 |
283 |
2.4% |
158 |
1.3% |
60% |
False |
False |
146,974 |
10 |
12,108 |
11,767 |
341 |
2.9% |
142 |
1.2% |
50% |
False |
False |
87,725 |
20 |
12,531 |
11,767 |
764 |
6.4% |
146 |
1.2% |
22% |
False |
False |
43,995 |
40 |
12,803 |
11,767 |
1,036 |
8.7% |
142 |
1.2% |
17% |
False |
False |
22,049 |
60 |
12,803 |
11,767 |
1,036 |
8.7% |
134 |
1.1% |
17% |
False |
False |
14,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,635 |
2.618 |
12,394 |
1.618 |
12,246 |
1.000 |
12,154 |
0.618 |
12,098 |
HIGH |
12,006 |
0.618 |
11,950 |
0.500 |
11,932 |
0.382 |
11,915 |
LOW |
11,858 |
0.618 |
11,767 |
1.000 |
11,710 |
1.618 |
11,619 |
2.618 |
11,471 |
4.250 |
11,229 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,936 |
11,922 |
PP |
11,934 |
11,906 |
S1 |
11,932 |
11,890 |
|