Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,978 |
11,882 |
-96 |
-0.8% |
11,924 |
High |
12,058 |
12,031 |
-27 |
-0.2% |
12,150 |
Low |
11,854 |
11,818 |
-36 |
-0.3% |
11,803 |
Close |
11,881 |
11,990 |
109 |
0.9% |
11,881 |
Range |
204 |
213 |
9 |
4.4% |
347 |
ATR |
158 |
162 |
4 |
2.5% |
0 |
Volume |
97,989 |
104,596 |
6,607 |
6.7% |
594,098 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,585 |
12,501 |
12,107 |
|
R3 |
12,372 |
12,288 |
12,049 |
|
R2 |
12,159 |
12,159 |
12,029 |
|
R1 |
12,075 |
12,075 |
12,010 |
12,117 |
PP |
11,946 |
11,946 |
11,946 |
11,968 |
S1 |
11,862 |
11,862 |
11,971 |
11,904 |
S2 |
11,733 |
11,733 |
11,951 |
|
S3 |
11,520 |
11,649 |
11,932 |
|
S4 |
11,307 |
11,436 |
11,873 |
|
|
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% |
183 |
1.5% |
54% |
False |
False |
119,905 |
10 |
12,150 |
11,767 |
383 |
3.2% |
179 |
1.5% |
58% |
False |
False |
131,323 |
20 |
12,522 |
11,767 |
755 |
6.3% |
163 |
1.4% |
30% |
False |
False |
78,872 |
40 |
12,803 |
11,767 |
1,036 |
8.6% |
154 |
1.3% |
22% |
False |
False |
39,503 |
60 |
12,803 |
11,767 |
1,036 |
8.6% |
143 |
1.2% |
22% |
False |
False |
26,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,936 |
2.618 |
12,589 |
1.618 |
12,376 |
1.000 |
12,244 |
0.618 |
12,163 |
HIGH |
12,031 |
0.618 |
11,950 |
0.500 |
11,925 |
0.382 |
11,899 |
LOW |
11,818 |
0.618 |
11,686 |
1.000 |
11,605 |
1.618 |
11,473 |
2.618 |
11,260 |
4.250 |
10,913 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,968 |
11,970 |
PP |
11,946 |
11,950 |
S1 |
11,925 |
11,931 |
|