Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,945.33 |
11,951.38 |
6.05 |
0.1% |
12,151.19 |
High |
12,011.66 |
12,120.80 |
109.14 |
0.9% |
12,183.12 |
Low |
11,917.78 |
11,951.38 |
33.60 |
0.3% |
11,937.42 |
Close |
11,952.97 |
12,076.11 |
123.14 |
1.0% |
11,951.91 |
Range |
93.88 |
169.42 |
75.54 |
80.5% |
245.70 |
ATR |
129.54 |
132.39 |
2.85 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,557.69 |
12,486.32 |
12,169.29 |
|
R3 |
12,388.27 |
12,316.90 |
12,122.70 |
|
R2 |
12,218.85 |
12,218.85 |
12,107.17 |
|
R1 |
12,147.48 |
12,147.48 |
12,091.64 |
12,183.17 |
PP |
12,049.43 |
12,049.43 |
12,049.43 |
12,067.27 |
S1 |
11,978.06 |
11,978.06 |
12,060.58 |
12,013.75 |
S2 |
11,880.01 |
11,880.01 |
12,045.05 |
|
S3 |
11,710.59 |
11,808.64 |
12,029.52 |
|
S4 |
11,541.17 |
11,639.22 |
11,982.93 |
|
|
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 |
11,917.78 |
265.34 |
2.2% |
131.77 |
1.1% |
60% |
False |
False |
|
10 |
12,569.49 |
11,917.78 |
651.71 |
5.4% |
139.91 |
1.2% |
24% |
False |
False |
|
20 |
12,633.59 |
11,917.78 |
715.81 |
5.9% |
131.60 |
1.1% |
22% |
False |
False |
|
40 |
12,876.00 |
11,917.78 |
958.22 |
7.9% |
131.43 |
1.1% |
17% |
False |
False |
|
60 |
12,876.00 |
11,860.11 |
1,015.89 |
8.4% |
122.15 |
1.0% |
21% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
134.79 |
1.1% |
39% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
125.37 |
1.0% |
39% |
False |
False |
|
120 |
12,876.00 |
11,518.44 |
1,357.56 |
11.2% |
117.01 |
1.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,840.84 |
2.618 |
12,564.34 |
1.618 |
12,394.92 |
1.000 |
12,290.22 |
0.618 |
12,225.50 |
HIGH |
12,120.80 |
0.618 |
12,056.08 |
0.500 |
12,036.09 |
0.382 |
12,016.10 |
LOW |
11,951.38 |
0.618 |
11,846.68 |
1.000 |
11,781.96 |
1.618 |
11,677.26 |
2.618 |
11,507.84 |
4.250 |
11,231.35 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,062.77 |
12,057.85 |
PP |
12,049.43 |
12,039.58 |
S1 |
12,036.09 |
12,021.32 |
|