Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,049.24 |
11,934.66 |
-114.58 |
-1.0% |
12,004.28 |
High |
12,057.19 |
12,098.81 |
41.62 |
0.3% |
12,217.33 |
Low |
11,925.42 |
11,934.05 |
8.63 |
0.1% |
11,874.94 |
Close |
11,934.58 |
12,043.56 |
108.98 |
0.9% |
11,934.58 |
Range |
131.77 |
164.76 |
32.99 |
25.0% |
342.39 |
ATR |
138.91 |
140.76 |
1.85 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,519.75 |
12,446.42 |
12,134.18 |
|
R3 |
12,354.99 |
12,281.66 |
12,088.87 |
|
R2 |
12,190.23 |
12,190.23 |
12,073.77 |
|
R1 |
12,116.90 |
12,116.90 |
12,058.66 |
12,153.57 |
PP |
12,025.47 |
12,025.47 |
12,025.47 |
12,043.81 |
S1 |
11,952.14 |
11,952.14 |
12,028.46 |
11,988.81 |
S2 |
11,860.71 |
11,860.71 |
12,013.35 |
|
S3 |
11,695.95 |
11,787.38 |
11,998.25 |
|
S4 |
11,531.19 |
11,622.62 |
11,952.94 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,036.12 |
12,827.74 |
12,122.89 |
|
R3 |
12,693.73 |
12,485.35 |
12,028.74 |
|
R2 |
12,351.34 |
12,351.34 |
11,997.35 |
|
R1 |
12,142.96 |
12,142.96 |
11,965.97 |
12,075.96 |
PP |
12,008.95 |
12,008.95 |
12,008.95 |
11,975.45 |
S1 |
11,800.57 |
11,800.57 |
11,903.19 |
11,733.57 |
S2 |
11,666.56 |
11,666.56 |
11,871.81 |
|
S3 |
11,324.17 |
11,458.18 |
11,840.42 |
|
S4 |
10,981.78 |
11,115.79 |
11,746.27 |
|
|
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% |
153.72 |
1.3% |
49% |
False |
False |
|
10 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
150.39 |
1.2% |
51% |
False |
False |
|
20 |
12,574.29 |
11,862.53 |
711.76 |
5.9% |
143.22 |
1.2% |
25% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
137.55 |
1.1% |
18% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
128.47 |
1.1% |
18% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
134.99 |
1.1% |
37% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
130.00 |
1.1% |
37% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
123.62 |
1.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,799.04 |
2.618 |
12,530.15 |
1.618 |
12,365.39 |
1.000 |
12,263.57 |
0.618 |
12,200.63 |
HIGH |
12,098.81 |
0.618 |
12,035.87 |
0.500 |
12,016.43 |
0.382 |
11,996.99 |
LOW |
11,934.05 |
0.618 |
11,832.23 |
1.000 |
11,769.29 |
1.618 |
11,667.47 |
2.618 |
11,502.71 |
4.250 |
11,233.82 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,034.52 |
12,026.32 |
PP |
12,025.47 |
12,009.08 |
S1 |
12,016.43 |
11,991.84 |
|