Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,029 |
11,978 |
-51 |
-0.4% |
11,924 |
High |
12,032 |
12,058 |
26 |
0.2% |
12,150 |
Low |
11,803 |
11,854 |
51 |
0.4% |
11,803 |
Close |
11,976 |
11,881 |
-95 |
-0.8% |
11,881 |
Range |
229 |
204 |
-25 |
-10.9% |
347 |
ATR |
154 |
158 |
4 |
2.3% |
0 |
Volume |
181,429 |
97,989 |
-83,440 |
-46.0% |
594,098 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,543 |
12,416 |
11,993 |
|
R3 |
12,339 |
12,212 |
11,937 |
|
R2 |
12,135 |
12,135 |
11,919 |
|
R1 |
12,008 |
12,008 |
11,900 |
11,970 |
PP |
11,931 |
11,931 |
11,931 |
11,912 |
S1 |
11,804 |
11,804 |
11,862 |
11,766 |
S2 |
11,727 |
11,727 |
11,844 |
|
S3 |
11,523 |
11,600 |
11,825 |
|
S4 |
11,319 |
11,396 |
11,769 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,986 |
12,780 |
12,072 |
|
R3 |
12,639 |
12,433 |
11,977 |
|
R2 |
12,292 |
12,292 |
11,945 |
|
R1 |
12,086 |
12,086 |
11,913 |
12,016 |
PP |
11,945 |
11,945 |
11,945 |
11,909 |
S1 |
11,739 |
11,739 |
11,849 |
11,669 |
S2 |
11,598 |
11,598 |
11,818 |
|
S3 |
11,251 |
11,392 |
11,786 |
|
S4 |
10,904 |
11,045 |
11,690 |
|
|
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% |
177 |
1.5% |
22% |
False |
False |
118,819 |
10 |
12,150 |
11,767 |
383 |
3.2% |
167 |
1.4% |
30% |
False |
False |
132,897 |
20 |
12,522 |
11,767 |
755 |
6.4% |
157 |
1.3% |
15% |
False |
False |
73,654 |
40 |
12,803 |
11,767 |
1,036 |
8.7% |
151 |
1.3% |
11% |
False |
False |
36,893 |
60 |
12,803 |
11,767 |
1,036 |
8.7% |
140 |
1.2% |
11% |
False |
False |
24,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,925 |
2.618 |
12,592 |
1.618 |
12,388 |
1.000 |
12,262 |
0.618 |
12,184 |
HIGH |
12,058 |
0.618 |
11,980 |
0.500 |
11,956 |
0.382 |
11,932 |
LOW |
11,854 |
0.618 |
11,728 |
1.000 |
11,650 |
1.618 |
11,524 |
2.618 |
11,320 |
4.250 |
10,987 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,956 |
11,971 |
PP |
11,931 |
11,941 |
S1 |
11,906 |
11,911 |
|