Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,962.66 |
12,004.28 |
41.62 |
0.3% |
11,945.33 |
High |
12,072.89 |
12,099.87 |
26.98 |
0.2% |
12,120.80 |
Low |
11,962.51 |
11,971.29 |
8.78 |
0.1% |
11,862.53 |
Close |
12,004.36 |
12,080.38 |
76.02 |
0.6% |
12,004.36 |
Range |
110.38 |
128.58 |
18.20 |
16.5% |
258.27 |
ATR |
134.68 |
134.25 |
-0.44 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,436.25 |
12,386.90 |
12,151.10 |
|
R3 |
12,307.67 |
12,258.32 |
12,115.74 |
|
R2 |
12,179.09 |
12,179.09 |
12,103.95 |
|
R1 |
12,129.74 |
12,129.74 |
12,092.17 |
12,154.42 |
PP |
12,050.51 |
12,050.51 |
12,050.51 |
12,062.85 |
S1 |
12,001.16 |
12,001.16 |
12,068.59 |
12,025.84 |
S2 |
11,921.93 |
11,921.93 |
12,056.81 |
|
S3 |
11,793.35 |
11,872.58 |
12,045.02 |
|
S4 |
11,664.77 |
11,744.00 |
12,009.66 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,770.71 |
12,645.80 |
12,146.41 |
|
R3 |
12,512.44 |
12,387.53 |
12,075.38 |
|
R2 |
12,254.17 |
12,254.17 |
12,051.71 |
|
R1 |
12,129.26 |
12,129.26 |
12,028.03 |
12,191.72 |
PP |
11,995.90 |
11,995.90 |
11,995.90 |
12,027.12 |
S1 |
11,870.99 |
11,870.99 |
11,980.69 |
11,933.45 |
S2 |
11,737.63 |
11,737.63 |
11,957.01 |
|
S3 |
11,479.36 |
11,612.72 |
11,933.34 |
|
S4 |
11,221.09 |
11,354.45 |
11,862.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,120.80 |
11,862.53 |
258.27 |
2.1% |
147.06 |
1.2% |
84% |
False |
False |
|
10 |
12,183.12 |
11,862.53 |
320.59 |
2.7% |
133.70 |
1.1% |
68% |
False |
False |
|
20 |
12,574.29 |
11,862.53 |
711.76 |
5.9% |
134.41 |
1.1% |
31% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
130.79 |
1.1% |
21% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
123.02 |
1.0% |
21% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
134.30 |
1.1% |
40% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
127.60 |
1.1% |
40% |
False |
False |
|
120 |
12,876.00 |
11,530.32 |
1,345.68 |
11.1% |
120.21 |
1.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,646.34 |
2.618 |
12,436.49 |
1.618 |
12,307.91 |
1.000 |
12,228.45 |
0.618 |
12,179.33 |
HIGH |
12,099.87 |
0.618 |
12,050.75 |
0.500 |
12,035.58 |
0.382 |
12,020.41 |
LOW |
11,971.29 |
0.618 |
11,891.83 |
1.000 |
11,842.71 |
1.618 |
11,763.25 |
2.618 |
11,634.67 |
4.250 |
11,424.83 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,065.45 |
12,049.53 |
PP |
12,050.51 |
12,018.67 |
S1 |
12,035.58 |
11,987.82 |
|