Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,075.12 |
11,896.13 |
-178.99 |
-1.5% |
12,151.19 |
High |
12,075.20 |
11,990.02 |
-85.18 |
-0.7% |
12,183.12 |
Low |
11,862.53 |
11,875.77 |
13.24 |
0.1% |
11,937.42 |
Close |
11,897.27 |
11,961.52 |
64.25 |
0.5% |
11,951.91 |
Range |
212.67 |
114.25 |
-98.42 |
-46.3% |
245.70 |
ATR |
138.19 |
136.48 |
-1.71 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,285.19 |
12,237.60 |
12,024.36 |
|
R3 |
12,170.94 |
12,123.35 |
11,992.94 |
|
R2 |
12,056.69 |
12,056.69 |
11,982.47 |
|
R1 |
12,009.10 |
12,009.10 |
11,971.99 |
12,032.90 |
PP |
11,942.44 |
11,942.44 |
11,942.44 |
11,954.33 |
S1 |
11,894.85 |
11,894.85 |
11,951.05 |
11,918.65 |
S2 |
11,828.19 |
11,828.19 |
11,940.57 |
|
S3 |
11,713.94 |
11,780.60 |
11,930.10 |
|
S4 |
11,599.69 |
11,666.35 |
11,898.68 |
|
|
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 |
12,124.85 |
11,862.53 |
262.32 |
2.2% |
155.53 |
1.3% |
38% |
False |
False |
|
10 |
12,247.87 |
11,862.53 |
385.34 |
3.2% |
132.27 |
1.1% |
26% |
False |
False |
|
20 |
12,633.59 |
11,862.53 |
771.06 |
6.4% |
133.42 |
1.1% |
13% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
131.58 |
1.1% |
10% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
123.16 |
1.0% |
10% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
135.11 |
1.1% |
31% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
126.67 |
1.1% |
31% |
False |
False |
|
120 |
12,876.00 |
11,518.44 |
1,357.56 |
11.3% |
119.09 |
1.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,475.58 |
2.618 |
12,289.13 |
1.618 |
12,174.88 |
1.000 |
12,104.27 |
0.618 |
12,060.63 |
HIGH |
11,990.02 |
0.618 |
11,946.38 |
0.500 |
11,932.90 |
0.382 |
11,919.41 |
LOW |
11,875.77 |
0.618 |
11,805.16 |
1.000 |
11,761.52 |
1.618 |
11,690.91 |
2.618 |
11,576.66 |
4.250 |
11,390.21 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,951.98 |
11,991.67 |
PP |
11,942.44 |
11,981.62 |
S1 |
11,932.90 |
11,971.57 |
|