Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,066.27 |
12,049.47 |
-16.80 |
-0.1% |
12,443.40 |
High |
12,098.36 |
12,183.12 |
84.76 |
0.7% |
12,574.29 |
Low |
12,024.26 |
12,049.09 |
24.83 |
0.2% |
12,104.03 |
Close |
12,048.94 |
12,124.36 |
75.42 |
0.6% |
12,151.26 |
Range |
74.10 |
134.03 |
59.93 |
80.9% |
470.26 |
ATR |
127.57 |
128.04 |
0.47 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,520.95 |
12,456.68 |
12,198.08 |
|
R3 |
12,386.92 |
12,322.65 |
12,161.22 |
|
R2 |
12,252.89 |
12,252.89 |
12,148.93 |
|
R1 |
12,188.62 |
12,188.62 |
12,136.65 |
12,220.76 |
PP |
12,118.86 |
12,118.86 |
12,118.86 |
12,134.92 |
S1 |
12,054.59 |
12,054.59 |
12,112.07 |
12,086.73 |
S2 |
11,984.83 |
11,984.83 |
12,099.79 |
|
S3 |
11,850.80 |
11,920.56 |
12,087.50 |
|
S4 |
11,716.77 |
11,786.53 |
12,050.64 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,687.31 |
13,389.54 |
12,409.90 |
|
R3 |
13,217.05 |
12,919.28 |
12,280.58 |
|
R2 |
12,746.79 |
12,746.79 |
12,237.47 |
|
R1 |
12,449.02 |
12,449.02 |
12,194.37 |
12,362.78 |
PP |
12,276.53 |
12,276.53 |
12,276.53 |
12,233.40 |
S1 |
11,978.76 |
11,978.76 |
12,108.15 |
11,892.52 |
S2 |
11,806.27 |
11,806.27 |
12,065.05 |
|
S3 |
11,336.01 |
11,508.50 |
12,021.94 |
|
S4 |
10,865.75 |
11,038.24 |
11,892.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,247.87 |
12,024.26 |
223.61 |
1.8% |
109.02 |
0.9% |
45% |
False |
False |
|
10 |
12,574.29 |
12,024.26 |
550.03 |
4.5% |
128.90 |
1.1% |
18% |
False |
False |
|
20 |
12,718.58 |
12,024.26 |
694.32 |
5.7% |
132.30 |
1.1% |
14% |
False |
False |
|
40 |
12,876.00 |
12,024.26 |
851.74 |
7.0% |
128.89 |
1.1% |
12% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
125.25 |
1.0% |
43% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
132.11 |
1.1% |
43% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
123.31 |
1.0% |
43% |
False |
False |
|
120 |
12,876.00 |
11,442.68 |
1,433.32 |
11.8% |
114.90 |
0.9% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,752.75 |
2.618 |
12,534.01 |
1.618 |
12,399.98 |
1.000 |
12,317.15 |
0.618 |
12,265.95 |
HIGH |
12,183.12 |
0.618 |
12,131.92 |
0.500 |
12,116.11 |
0.382 |
12,100.29 |
LOW |
12,049.09 |
0.618 |
11,966.26 |
1.000 |
11,915.06 |
1.618 |
11,832.23 |
2.618 |
11,698.20 |
4.250 |
11,479.46 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,121.61 |
12,117.47 |
PP |
12,118.86 |
12,110.58 |
S1 |
12,116.11 |
12,103.69 |
|