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 |
1,550.8 |
1,550.7 |
-0.1 |
0.0% |
1,531.5 |
High |
1,561.0 |
1,551.4 |
-9.6 |
-0.6% |
1,545.0 |
Low |
1,544.1 |
1,514.1 |
-30.0 |
-1.9% |
1,514.0 |
Close |
1,555.6 |
1,522.6 |
-33.0 |
-2.1% |
1,541.3 |
Range |
16.9 |
37.3 |
20.4 |
120.7% |
31.0 |
ATR |
17.4 |
19.2 |
1.7 |
9.9% |
0.0 |
Volume |
5,744 |
4,405 |
-1,339 |
-23.3% |
26,701 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.3 |
1,619.2 |
1,543.1 |
|
R3 |
1,604.0 |
1,581.9 |
1,532.9 |
|
R2 |
1,566.7 |
1,566.7 |
1,529.4 |
|
R1 |
1,544.6 |
1,544.6 |
1,526.0 |
1,537.0 |
PP |
1,529.4 |
1,529.4 |
1,529.4 |
1,525.6 |
S1 |
1,507.3 |
1,507.3 |
1,519.2 |
1,499.7 |
S2 |
1,492.1 |
1,492.1 |
1,515.8 |
|
S3 |
1,454.8 |
1,470.0 |
1,512.3 |
|
S4 |
1,417.5 |
1,432.7 |
1,502.1 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.4 |
1,614.9 |
1,558.4 |
|
R3 |
1,595.4 |
1,583.9 |
1,549.8 |
|
R2 |
1,564.4 |
1,564.4 |
1,547.0 |
|
R1 |
1,552.9 |
1,552.9 |
1,544.1 |
1,558.7 |
PP |
1,533.4 |
1,533.4 |
1,533.4 |
1,536.3 |
S1 |
1,521.9 |
1,521.9 |
1,538.5 |
1,527.7 |
S2 |
1,502.4 |
1,502.4 |
1,535.6 |
|
S3 |
1,471.4 |
1,490.9 |
1,532.8 |
|
S4 |
1,440.4 |
1,459.9 |
1,524.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,561.0 |
1,514.1 |
46.9 |
3.1% |
19.3 |
1.3% |
18% |
False |
True |
6,838 |
10 |
1,561.0 |
1,514.0 |
47.0 |
3.1% |
18.3 |
1.2% |
18% |
False |
False |
5,195 |
20 |
1,561.0 |
1,514.0 |
47.0 |
3.1% |
17.4 |
1.1% |
18% |
False |
False |
4,074 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
21.3 |
1.4% |
50% |
False |
False |
4,484 |
60 |
1,579.5 |
1,418.5 |
161.0 |
10.6% |
19.7 |
1.3% |
65% |
False |
False |
3,653 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.0 |
1.2% |
70% |
False |
False |
3,093 |
100 |
1,579.5 |
1,332.3 |
247.2 |
16.2% |
18.3 |
1.2% |
77% |
False |
False |
2,724 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.2% |
18.5 |
1.2% |
78% |
False |
False |
2,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.9 |
2.618 |
1,649.1 |
1.618 |
1,611.8 |
1.000 |
1,588.7 |
0.618 |
1,574.5 |
HIGH |
1,551.4 |
0.618 |
1,537.2 |
0.500 |
1,532.8 |
0.382 |
1,528.3 |
LOW |
1,514.1 |
0.618 |
1,491.0 |
1.000 |
1,476.8 |
1.618 |
1,453.7 |
2.618 |
1,416.4 |
4.250 |
1,355.6 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,532.8 |
1,537.6 |
PP |
1,529.4 |
1,532.6 |
S1 |
1,526.0 |
1,527.6 |
|