Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,081.33 |
12,189.71 |
108.38 |
0.9% |
11,945.33 |
High |
12,217.33 |
12,207.99 |
-9.34 |
-0.1% |
12,120.80 |
Low |
12,081.18 |
12,105.85 |
24.67 |
0.2% |
11,862.53 |
Close |
12,190.01 |
12,109.67 |
-80.34 |
-0.7% |
12,004.36 |
Range |
136.15 |
102.14 |
-34.01 |
-25.0% |
258.27 |
ATR |
134.44 |
132.13 |
-2.31 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,447.59 |
12,380.77 |
12,165.85 |
|
R3 |
12,345.45 |
12,278.63 |
12,137.76 |
|
R2 |
12,243.31 |
12,243.31 |
12,128.40 |
|
R1 |
12,176.49 |
12,176.49 |
12,119.03 |
12,158.83 |
PP |
12,141.17 |
12,141.17 |
12,141.17 |
12,132.34 |
S1 |
12,074.35 |
12,074.35 |
12,100.31 |
12,056.69 |
S2 |
12,039.03 |
12,039.03 |
12,090.94 |
|
S3 |
11,936.89 |
11,972.21 |
12,081.58 |
|
S4 |
11,834.75 |
11,870.07 |
12,053.49 |
|
|
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 |
12,217.33 |
11,875.77 |
341.56 |
2.8% |
118.30 |
1.0% |
68% |
False |
False |
|
10 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
138.89 |
1.1% |
70% |
False |
False |
|
20 |
12,574.29 |
11,862.53 |
711.76 |
5.9% |
133.72 |
1.1% |
35% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
131.87 |
1.1% |
24% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
124.26 |
1.0% |
24% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
134.84 |
1.1% |
42% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
127.41 |
1.1% |
42% |
False |
False |
|
120 |
12,876.00 |
11,530.32 |
1,345.68 |
11.1% |
121.40 |
1.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,642.09 |
2.618 |
12,475.39 |
1.618 |
12,373.25 |
1.000 |
12,310.13 |
0.618 |
12,271.11 |
HIGH |
12,207.99 |
0.618 |
12,168.97 |
0.500 |
12,156.92 |
0.382 |
12,144.87 |
LOW |
12,105.85 |
0.618 |
12,042.73 |
1.000 |
12,003.71 |
1.618 |
11,940.59 |
2.618 |
11,838.45 |
4.250 |
11,671.76 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,156.92 |
12,104.55 |
PP |
12,141.17 |
12,099.43 |
S1 |
12,125.42 |
12,094.31 |
|