Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,092 |
12,029 |
-63 |
-0.5% |
11,883 |
High |
12,139 |
12,032 |
-107 |
-0.9% |
12,050 |
Low |
12,021 |
11,803 |
-218 |
-1.8% |
11,767 |
Close |
12,023 |
11,976 |
-47 |
-0.4% |
11,938 |
Range |
118 |
229 |
111 |
94.1% |
283 |
ATR |
149 |
154 |
6 |
3.9% |
0 |
Volume |
102,304 |
181,429 |
79,125 |
77.3% |
734,872 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,624 |
12,529 |
12,102 |
|
R3 |
12,395 |
12,300 |
12,039 |
|
R2 |
12,166 |
12,166 |
12,018 |
|
R1 |
12,071 |
12,071 |
11,997 |
12,004 |
PP |
11,937 |
11,937 |
11,937 |
11,904 |
S1 |
11,842 |
11,842 |
11,955 |
11,775 |
S2 |
11,708 |
11,708 |
11,934 |
|
S3 |
11,479 |
11,613 |
11,913 |
|
S4 |
11,250 |
11,384 |
11,850 |
|
|
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 |
11,803 |
347 |
2.9% |
165 |
1.4% |
50% |
False |
True |
125,556 |
10 |
12,150 |
11,767 |
383 |
3.2% |
167 |
1.4% |
55% |
False |
False |
132,554 |
20 |
12,522 |
11,767 |
755 |
6.3% |
152 |
1.3% |
28% |
False |
False |
68,766 |
40 |
12,803 |
11,767 |
1,036 |
8.7% |
149 |
1.2% |
20% |
False |
False |
34,445 |
60 |
12,803 |
11,767 |
1,036 |
8.7% |
138 |
1.2% |
20% |
False |
False |
22,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,005 |
2.618 |
12,632 |
1.618 |
12,403 |
1.000 |
12,261 |
0.618 |
12,174 |
HIGH |
12,032 |
0.618 |
11,945 |
0.500 |
11,918 |
0.382 |
11,891 |
LOW |
11,803 |
0.618 |
11,662 |
1.000 |
11,574 |
1.618 |
11,433 |
2.618 |
11,204 |
4.250 |
10,830 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,957 |
11,977 |
PP |
11,937 |
11,976 |
S1 |
11,918 |
11,976 |
|