Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,189.71 |
12,108.35 |
-81.36 |
-0.7% |
11,945.33 |
High |
12,207.99 |
12,108.73 |
-99.26 |
-0.8% |
12,120.80 |
Low |
12,105.85 |
11,874.94 |
-230.91 |
-1.9% |
11,862.53 |
Close |
12,109.67 |
12,050.00 |
-59.67 |
-0.5% |
12,004.36 |
Range |
102.14 |
233.79 |
131.65 |
128.9% |
258.27 |
ATR |
132.13 |
139.46 |
7.33 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,712.59 |
12,615.09 |
12,178.58 |
|
R3 |
12,478.80 |
12,381.30 |
12,114.29 |
|
R2 |
12,245.01 |
12,245.01 |
12,092.86 |
|
R1 |
12,147.51 |
12,147.51 |
12,071.43 |
12,079.37 |
PP |
12,011.22 |
12,011.22 |
12,011.22 |
11,977.15 |
S1 |
11,913.72 |
11,913.72 |
12,028.57 |
11,845.58 |
S2 |
11,777.43 |
11,777.43 |
12,007.14 |
|
S3 |
11,543.64 |
11,679.93 |
11,985.71 |
|
S4 |
11,309.85 |
11,446.14 |
11,921.42 |
|
|
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 |
11,874.94 |
342.39 |
2.8% |
142.21 |
1.2% |
51% |
False |
True |
|
10 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
148.87 |
1.2% |
53% |
False |
False |
|
20 |
12,574.29 |
11,862.53 |
711.76 |
5.9% |
138.88 |
1.2% |
26% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
134.72 |
1.1% |
18% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
126.29 |
1.0% |
18% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
135.18 |
1.1% |
37% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
129.01 |
1.1% |
37% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
122.79 |
1.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,102.34 |
2.618 |
12,720.79 |
1.618 |
12,487.00 |
1.000 |
12,342.52 |
0.618 |
12,253.21 |
HIGH |
12,108.73 |
0.618 |
12,019.42 |
0.500 |
11,991.84 |
0.382 |
11,964.25 |
LOW |
11,874.94 |
0.618 |
11,730.46 |
1.000 |
11,641.15 |
1.618 |
11,496.67 |
2.618 |
11,262.88 |
4.250 |
10,881.33 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,030.61 |
12,048.71 |
PP |
12,011.22 |
12,047.42 |
S1 |
11,991.84 |
12,046.14 |
|