Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,924 |
12,008 |
84 |
0.7% |
11,883 |
High |
12,032 |
12,150 |
118 |
1.0% |
12,050 |
Low |
11,851 |
12,000 |
149 |
1.3% |
11,767 |
Close |
12,013 |
12,088 |
75 |
0.6% |
11,938 |
Range |
181 |
150 |
-31 |
-17.1% |
283 |
ATR |
151 |
151 |
0 |
0.0% |
0 |
Volume |
99,165 |
113,211 |
14,046 |
14.2% |
734,872 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,529 |
12,459 |
12,171 |
|
R3 |
12,379 |
12,309 |
12,129 |
|
R2 |
12,229 |
12,229 |
12,116 |
|
R1 |
12,159 |
12,159 |
12,102 |
12,194 |
PP |
12,079 |
12,079 |
12,079 |
12,097 |
S1 |
12,009 |
12,009 |
12,074 |
12,044 |
S2 |
11,929 |
11,929 |
12,061 |
|
S3 |
11,779 |
11,859 |
12,047 |
|
S4 |
11,629 |
11,709 |
12,006 |
|
|
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 |
12,150 |
11,767 |
383 |
3.2% |
171 |
1.4% |
84% |
True |
False |
139,940 |
10 |
12,150 |
11,767 |
383 |
3.2% |
157 |
1.3% |
84% |
True |
False |
108,838 |
20 |
12,522 |
11,767 |
755 |
6.2% |
149 |
1.2% |
43% |
False |
False |
54,602 |
40 |
12,803 |
11,767 |
1,036 |
8.6% |
147 |
1.2% |
31% |
False |
False |
27,353 |
60 |
12,803 |
11,767 |
1,036 |
8.6% |
136 |
1.1% |
31% |
False |
False |
18,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,788 |
2.618 |
12,543 |
1.618 |
12,393 |
1.000 |
12,300 |
0.618 |
12,243 |
HIGH |
12,150 |
0.618 |
12,093 |
0.500 |
12,075 |
0.382 |
12,057 |
LOW |
12,000 |
0.618 |
11,907 |
1.000 |
11,850 |
1.618 |
11,757 |
2.618 |
11,607 |
4.250 |
11,363 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,084 |
12,059 |
PP |
12,079 |
12,030 |
S1 |
12,075 |
12,001 |
|