Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,133.5 |
7,122.0 |
-11.5 |
-0.2% |
7,133.0 |
High |
7,171.0 |
7,277.5 |
106.5 |
1.5% |
7,287.5 |
Low |
7,071.0 |
7,091.0 |
20.0 |
0.3% |
7,071.0 |
Close |
7,161.0 |
7,230.5 |
69.5 |
1.0% |
7,230.5 |
Range |
100.0 |
186.5 |
86.5 |
86.5% |
216.5 |
ATR |
104.3 |
110.2 |
5.9 |
5.6% |
0.0 |
Volume |
22,527 |
4,861 |
-17,666 |
-78.4% |
49,123 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,759.2 |
7,681.3 |
7,333.1 |
|
R3 |
7,572.7 |
7,494.8 |
7,281.8 |
|
R2 |
7,386.2 |
7,386.2 |
7,264.7 |
|
R1 |
7,308.3 |
7,308.3 |
7,247.6 |
7,347.3 |
PP |
7,199.7 |
7,199.7 |
7,199.7 |
7,219.1 |
S1 |
7,121.8 |
7,121.8 |
7,213.4 |
7,160.8 |
S2 |
7,013.2 |
7,013.2 |
7,196.3 |
|
S3 |
6,826.7 |
6,935.3 |
7,179.2 |
|
S4 |
6,640.2 |
6,748.8 |
7,127.9 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,845.8 |
7,754.7 |
7,349.6 |
|
R3 |
7,629.3 |
7,538.2 |
7,290.0 |
|
R2 |
7,412.8 |
7,412.8 |
7,270.2 |
|
R1 |
7,321.7 |
7,321.7 |
7,250.3 |
7,367.3 |
PP |
7,196.3 |
7,196.3 |
7,196.3 |
7,219.1 |
S1 |
7,105.2 |
7,105.2 |
7,210.7 |
7,150.8 |
S2 |
6,979.8 |
6,979.8 |
7,190.8 |
|
S3 |
6,763.3 |
6,888.7 |
7,171.0 |
|
S4 |
6,546.8 |
6,672.2 |
7,111.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,287.5 |
7,071.0 |
216.5 |
3.0% |
110.3 |
1.5% |
74% |
False |
False |
9,824 |
10 |
7,287.5 |
7,054.5 |
233.0 |
3.2% |
103.8 |
1.4% |
76% |
False |
False |
5,609 |
20 |
7,364.5 |
7,054.5 |
310.0 |
4.3% |
89.2 |
1.2% |
57% |
False |
False |
2,856 |
40 |
7,680.0 |
7,054.5 |
625.5 |
8.7% |
87.3 |
1.2% |
28% |
False |
False |
1,476 |
60 |
7,680.0 |
6,860.0 |
820.0 |
11.3% |
73.9 |
1.0% |
45% |
False |
False |
1,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,070.1 |
2.618 |
7,765.8 |
1.618 |
7,579.3 |
1.000 |
7,464.0 |
0.618 |
7,392.8 |
HIGH |
7,277.5 |
0.618 |
7,206.3 |
0.500 |
7,184.3 |
0.382 |
7,162.2 |
LOW |
7,091.0 |
0.618 |
6,975.7 |
1.000 |
6,904.5 |
1.618 |
6,789.2 |
2.618 |
6,602.7 |
4.250 |
6,298.4 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,215.1 |
7,211.8 |
PP |
7,199.7 |
7,193.0 |
S1 |
7,184.3 |
7,174.3 |
|