Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,008 |
12,092 |
84 |
0.7% |
11,883 |
High |
12,150 |
12,139 |
-11 |
-0.1% |
12,050 |
Low |
12,000 |
12,021 |
21 |
0.2% |
11,767 |
Close |
12,088 |
12,023 |
-65 |
-0.5% |
11,938 |
Range |
150 |
118 |
-32 |
-21.3% |
283 |
ATR |
151 |
149 |
-2 |
-1.6% |
0 |
Volume |
113,211 |
102,304 |
-10,907 |
-9.6% |
734,872 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,415 |
12,337 |
12,088 |
|
R3 |
12,297 |
12,219 |
12,056 |
|
R2 |
12,179 |
12,179 |
12,045 |
|
R1 |
12,101 |
12,101 |
12,034 |
12,081 |
PP |
12,061 |
12,061 |
12,061 |
12,051 |
S1 |
11,983 |
11,983 |
12,012 |
11,963 |
S2 |
11,943 |
11,943 |
12,001 |
|
S3 |
11,825 |
11,865 |
11,991 |
|
S4 |
11,707 |
11,747 |
11,958 |
|
|
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% |
150 |
1.2% |
67% |
False |
False |
122,743 |
10 |
12,150 |
11,767 |
383 |
3.2% |
160 |
1.3% |
67% |
False |
False |
118,327 |
20 |
12,522 |
11,767 |
755 |
6.3% |
151 |
1.3% |
34% |
False |
False |
59,702 |
40 |
12,803 |
11,767 |
1,036 |
8.6% |
146 |
1.2% |
25% |
False |
False |
29,910 |
60 |
12,803 |
11,767 |
1,036 |
8.6% |
136 |
1.1% |
25% |
False |
False |
19,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,641 |
2.618 |
12,448 |
1.618 |
12,330 |
1.000 |
12,257 |
0.618 |
12,212 |
HIGH |
12,139 |
0.618 |
12,094 |
0.500 |
12,080 |
0.382 |
12,066 |
LOW |
12,021 |
0.618 |
11,948 |
1.000 |
11,903 |
1.618 |
11,830 |
2.618 |
11,712 |
4.250 |
11,520 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,080 |
12,016 |
PP |
12,061 |
12,008 |
S1 |
12,042 |
12,001 |
|