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 |
1,525.6 |
1,504.0 |
-21.6 |
-1.4% |
1,541.2 |
High |
1,528.5 |
1,508.0 |
-20.5 |
-1.3% |
1,561.0 |
Low |
1,501.0 |
1,493.2 |
-7.8 |
-0.5% |
1,501.0 |
Close |
1,503.1 |
1,498.6 |
-4.5 |
-0.3% |
1,503.1 |
Range |
27.5 |
14.8 |
-12.7 |
-46.2% |
60.0 |
ATR |
19.7 |
19.4 |
-0.4 |
-1.8% |
0.0 |
Volume |
7,830 |
7,724 |
-106 |
-1.4% |
31,295 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.3 |
1,536.3 |
1,506.7 |
|
R3 |
1,529.5 |
1,521.5 |
1,502.7 |
|
R2 |
1,514.7 |
1,514.7 |
1,501.3 |
|
R1 |
1,506.7 |
1,506.7 |
1,500.0 |
1,503.3 |
PP |
1,499.9 |
1,499.9 |
1,499.9 |
1,498.3 |
S1 |
1,491.9 |
1,491.9 |
1,497.2 |
1,488.5 |
S2 |
1,485.1 |
1,485.1 |
1,495.9 |
|
S3 |
1,470.3 |
1,477.1 |
1,494.5 |
|
S4 |
1,455.5 |
1,462.3 |
1,490.5 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.7 |
1,662.4 |
1,536.1 |
|
R3 |
1,641.7 |
1,602.4 |
1,519.6 |
|
R2 |
1,581.7 |
1,581.7 |
1,514.1 |
|
R1 |
1,542.4 |
1,542.4 |
1,508.6 |
1,532.1 |
PP |
1,521.7 |
1,521.7 |
1,521.7 |
1,516.5 |
S1 |
1,482.4 |
1,482.4 |
1,497.6 |
1,472.1 |
S2 |
1,461.7 |
1,461.7 |
1,492.1 |
|
S3 |
1,401.7 |
1,422.4 |
1,486.6 |
|
S4 |
1,341.7 |
1,362.4 |
1,470.1 |
|
|
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 |
1,493.2 |
67.8 |
4.5% |
21.1 |
1.4% |
8% |
False |
True |
5,671 |
10 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
18.5 |
1.2% |
8% |
False |
True |
6,197 |
20 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
17.8 |
1.2% |
8% |
False |
True |
4,424 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
21.1 |
1.4% |
29% |
False |
False |
4,799 |
60 |
1,579.5 |
1,418.5 |
161.0 |
10.7% |
19.8 |
1.3% |
50% |
False |
False |
3,834 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.1 |
1.3% |
58% |
False |
False |
3,230 |
100 |
1,579.5 |
1,332.3 |
247.2 |
16.5% |
18.3 |
1.2% |
67% |
False |
False |
2,845 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
18.4 |
1.2% |
69% |
False |
False |
2,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,570.9 |
2.618 |
1,546.7 |
1.618 |
1,531.9 |
1.000 |
1,522.8 |
0.618 |
1,517.1 |
HIGH |
1,508.0 |
0.618 |
1,502.3 |
0.500 |
1,500.6 |
0.382 |
1,498.9 |
LOW |
1,493.2 |
0.618 |
1,484.1 |
1.000 |
1,478.4 |
1.618 |
1,469.3 |
2.618 |
1,454.5 |
4.250 |
1,430.3 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,500.6 |
1,522.3 |
PP |
1,499.9 |
1,514.4 |
S1 |
1,499.3 |
1,506.5 |
|