Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,895 |
11,924 |
29 |
0.2% |
11,883 |
High |
12,006 |
12,032 |
26 |
0.2% |
12,050 |
Low |
11,858 |
11,851 |
-7 |
-0.1% |
11,767 |
Close |
11,938 |
12,013 |
75 |
0.6% |
11,938 |
Range |
148 |
181 |
33 |
22.3% |
283 |
ATR |
149 |
151 |
2 |
1.6% |
0 |
Volume |
131,671 |
99,165 |
-32,506 |
-24.7% |
734,872 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,508 |
12,442 |
12,113 |
|
R3 |
12,327 |
12,261 |
12,063 |
|
R2 |
12,146 |
12,146 |
12,046 |
|
R1 |
12,080 |
12,080 |
12,030 |
12,113 |
PP |
11,965 |
11,965 |
11,965 |
11,982 |
S1 |
11,899 |
11,899 |
11,997 |
11,932 |
S2 |
11,784 |
11,784 |
11,980 |
|
S3 |
11,603 |
11,718 |
11,963 |
|
S4 |
11,422 |
11,537 |
11,914 |
|
|
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% |
176 |
1.5% |
87% |
False |
False |
142,741 |
10 |
12,108 |
11,767 |
341 |
2.8% |
153 |
1.3% |
72% |
False |
False |
97,599 |
20 |
12,522 |
11,767 |
755 |
6.3% |
149 |
1.2% |
33% |
False |
False |
48,949 |
40 |
12,803 |
11,767 |
1,036 |
8.6% |
145 |
1.2% |
24% |
False |
False |
24,525 |
60 |
12,803 |
11,767 |
1,036 |
8.6% |
135 |
1.1% |
24% |
False |
False |
16,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,801 |
2.618 |
12,506 |
1.618 |
12,325 |
1.000 |
12,213 |
0.618 |
12,144 |
HIGH |
12,032 |
0.618 |
11,963 |
0.500 |
11,942 |
0.382 |
11,920 |
LOW |
11,851 |
0.618 |
11,739 |
1.000 |
11,670 |
1.618 |
11,558 |
2.618 |
11,377 |
4.250 |
11,082 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,989 |
11,975 |
PP |
11,965 |
11,937 |
S1 |
11,942 |
11,900 |
|