Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,934.66 |
12,042.28 |
107.62 |
0.9% |
12,004.28 |
High |
12,098.81 |
12,190.43 |
91.62 |
0.8% |
12,217.33 |
Low |
11,934.05 |
12,042.28 |
108.23 |
0.9% |
11,874.94 |
Close |
12,043.56 |
12,188.69 |
145.13 |
1.2% |
11,934.58 |
Range |
164.76 |
148.15 |
-16.61 |
-10.1% |
342.39 |
ATR |
140.76 |
141.29 |
0.53 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,584.92 |
12,534.95 |
12,270.17 |
|
R3 |
12,436.77 |
12,386.80 |
12,229.43 |
|
R2 |
12,288.62 |
12,288.62 |
12,215.85 |
|
R1 |
12,238.65 |
12,238.65 |
12,202.27 |
12,263.64 |
PP |
12,140.47 |
12,140.47 |
12,140.47 |
12,152.96 |
S1 |
12,090.50 |
12,090.50 |
12,175.11 |
12,115.49 |
S2 |
11,992.32 |
11,992.32 |
12,161.53 |
|
S3 |
11,844.17 |
11,942.35 |
12,147.95 |
|
S4 |
11,696.02 |
11,794.20 |
12,107.21 |
|
|
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 |
12,207.99 |
11,874.94 |
333.05 |
2.7% |
156.12 |
1.3% |
94% |
False |
False |
|
10 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
148.26 |
1.2% |
92% |
False |
False |
|
20 |
12,569.49 |
11,862.53 |
706.96 |
5.8% |
144.08 |
1.2% |
46% |
False |
False |
|
40 |
12,840.66 |
11,862.53 |
978.13 |
8.0% |
138.97 |
1.1% |
33% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
129.29 |
1.1% |
32% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
134.44 |
1.1% |
48% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
130.48 |
1.1% |
48% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
124.11 |
1.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,820.07 |
2.618 |
12,578.29 |
1.618 |
12,430.14 |
1.000 |
12,338.58 |
0.618 |
12,281.99 |
HIGH |
12,190.43 |
0.618 |
12,133.84 |
0.500 |
12,116.36 |
0.382 |
12,098.87 |
LOW |
12,042.28 |
0.618 |
11,950.72 |
1.000 |
11,894.13 |
1.618 |
11,802.57 |
2.618 |
11,654.42 |
4.250 |
11,412.64 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,164.58 |
12,145.10 |
PP |
12,140.47 |
12,101.51 |
S1 |
12,116.36 |
12,057.93 |
|