Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,049.47 |
12,124.17 |
74.70 |
0.6% |
12,151.19 |
High |
12,183.12 |
12,124.85 |
-58.27 |
-0.5% |
12,183.12 |
Low |
12,049.09 |
11,937.42 |
-111.67 |
-0.9% |
11,937.42 |
Close |
12,124.36 |
11,951.91 |
-172.45 |
-1.4% |
11,951.91 |
Range |
134.03 |
187.43 |
53.40 |
39.8% |
245.70 |
ATR |
128.04 |
132.28 |
4.24 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,567.02 |
12,446.89 |
12,055.00 |
|
R3 |
12,379.59 |
12,259.46 |
12,003.45 |
|
R2 |
12,192.16 |
12,192.16 |
11,986.27 |
|
R1 |
12,072.03 |
12,072.03 |
11,969.09 |
12,038.38 |
PP |
12,004.73 |
12,004.73 |
12,004.73 |
11,987.90 |
S1 |
11,884.60 |
11,884.60 |
11,934.73 |
11,850.95 |
S2 |
11,817.30 |
11,817.30 |
11,917.55 |
|
S3 |
11,629.87 |
11,697.17 |
11,900.37 |
|
S4 |
11,442.44 |
11,509.74 |
11,848.82 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,761.25 |
12,602.28 |
12,087.05 |
|
R3 |
12,515.55 |
12,356.58 |
12,019.48 |
|
R2 |
12,269.85 |
12,269.85 |
11,996.96 |
|
R1 |
12,110.88 |
12,110.88 |
11,974.43 |
12,067.52 |
PP |
12,024.15 |
12,024.15 |
12,024.15 |
12,002.47 |
S1 |
11,865.18 |
11,865.18 |
11,929.39 |
11,821.82 |
S2 |
11,778.45 |
11,778.45 |
11,906.87 |
|
S3 |
11,532.75 |
11,619.48 |
11,884.34 |
|
S4 |
11,287.05 |
11,373.78 |
11,816.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,183.12 |
11,937.42 |
245.70 |
2.1% |
117.73 |
1.0% |
6% |
False |
True |
|
10 |
12,574.29 |
11,937.42 |
636.87 |
5.3% |
135.28 |
1.1% |
2% |
False |
True |
|
20 |
12,714.50 |
11,937.42 |
777.08 |
6.5% |
132.60 |
1.1% |
2% |
False |
True |
|
40 |
12,876.00 |
11,937.42 |
938.58 |
7.9% |
130.81 |
1.1% |
2% |
False |
True |
|
60 |
12,876.00 |
11,614.82 |
1,261.18 |
10.6% |
123.36 |
1.0% |
27% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
133.52 |
1.1% |
30% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
124.37 |
1.0% |
30% |
False |
False |
|
120 |
12,876.00 |
11,442.68 |
1,433.32 |
12.0% |
116.02 |
1.0% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,921.43 |
2.618 |
12,615.54 |
1.618 |
12,428.11 |
1.000 |
12,312.28 |
0.618 |
12,240.68 |
HIGH |
12,124.85 |
0.618 |
12,053.25 |
0.500 |
12,031.14 |
0.382 |
12,009.02 |
LOW |
11,937.42 |
0.618 |
11,821.59 |
1.000 |
11,749.99 |
1.618 |
11,634.16 |
2.618 |
11,446.73 |
4.250 |
11,140.84 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,031.14 |
12,060.27 |
PP |
12,004.73 |
12,024.15 |
S1 |
11,978.32 |
11,988.03 |
|