Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,882 |
11,995 |
113 |
1.0% |
11,924 |
High |
12,031 |
12,144 |
113 |
0.9% |
12,150 |
Low |
11,818 |
11,954 |
136 |
1.2% |
11,803 |
Close |
11,990 |
12,141 |
151 |
1.3% |
11,881 |
Range |
213 |
190 |
-23 |
-10.8% |
347 |
ATR |
162 |
164 |
2 |
1.2% |
0 |
Volume |
104,596 |
104,735 |
139 |
0.1% |
594,098 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,650 |
12,585 |
12,246 |
|
R3 |
12,460 |
12,395 |
12,193 |
|
R2 |
12,270 |
12,270 |
12,176 |
|
R1 |
12,205 |
12,205 |
12,159 |
12,238 |
PP |
12,080 |
12,080 |
12,080 |
12,096 |
S1 |
12,015 |
12,015 |
12,124 |
12,048 |
S2 |
11,890 |
11,890 |
12,106 |
|
S3 |
11,700 |
11,825 |
12,089 |
|
S4 |
11,510 |
11,635 |
12,037 |
|
|
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 |
12,144 |
11,803 |
341 |
2.8% |
191 |
1.6% |
99% |
True |
False |
118,210 |
10 |
12,150 |
11,767 |
383 |
3.2% |
181 |
1.5% |
98% |
False |
False |
129,075 |
20 |
12,522 |
11,767 |
755 |
6.2% |
166 |
1.4% |
50% |
False |
False |
84,071 |
40 |
12,718 |
11,767 |
951 |
7.8% |
155 |
1.3% |
39% |
False |
False |
42,121 |
60 |
12,803 |
11,767 |
1,036 |
8.5% |
144 |
1.2% |
36% |
False |
False |
28,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,952 |
2.618 |
12,642 |
1.618 |
12,452 |
1.000 |
12,334 |
0.618 |
12,262 |
HIGH |
12,144 |
0.618 |
12,072 |
0.500 |
12,049 |
0.382 |
12,027 |
LOW |
11,954 |
0.618 |
11,837 |
1.000 |
11,764 |
1.618 |
11,647 |
2.618 |
11,457 |
4.250 |
11,147 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,110 |
12,088 |
PP |
12,080 |
12,034 |
S1 |
12,049 |
11,981 |
|