Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,124.17 |
11,945.33 |
-178.84 |
-1.5% |
12,151.19 |
High |
12,124.85 |
12,011.66 |
-113.19 |
-0.9% |
12,183.12 |
Low |
11,937.42 |
11,917.78 |
-19.64 |
-0.2% |
11,937.42 |
Close |
11,951.91 |
11,952.97 |
1.06 |
0.0% |
11,951.91 |
Range |
187.43 |
93.88 |
-93.55 |
-49.9% |
245.70 |
ATR |
132.28 |
129.54 |
-2.74 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,242.44 |
12,191.59 |
12,004.60 |
|
R3 |
12,148.56 |
12,097.71 |
11,978.79 |
|
R2 |
12,054.68 |
12,054.68 |
11,970.18 |
|
R1 |
12,003.83 |
12,003.83 |
11,961.58 |
12,029.26 |
PP |
11,960.80 |
11,960.80 |
11,960.80 |
11,973.52 |
S1 |
11,909.95 |
11,909.95 |
11,944.36 |
11,935.38 |
S2 |
11,866.92 |
11,866.92 |
11,935.76 |
|
S3 |
11,773.04 |
11,816.07 |
11,927.15 |
|
S4 |
11,679.16 |
11,722.19 |
11,901.34 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,761.25 |
12,602.28 |
12,087.05 |
|
R3 |
12,515.55 |
12,356.58 |
12,019.48 |
|
R2 |
12,269.85 |
12,269.85 |
11,996.96 |
|
R1 |
12,110.88 |
12,110.88 |
11,974.43 |
12,067.52 |
PP |
12,024.15 |
12,024.15 |
12,024.15 |
12,002.47 |
S1 |
11,865.18 |
11,865.18 |
11,929.39 |
11,821.82 |
S2 |
11,778.45 |
11,778.45 |
11,906.87 |
|
S3 |
11,532.75 |
11,619.48 |
11,884.34 |
|
S4 |
11,287.05 |
11,373.78 |
11,816.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,183.12 |
11,917.78 |
265.34 |
2.2% |
120.34 |
1.0% |
13% |
False |
True |
|
10 |
12,574.29 |
11,917.78 |
656.51 |
5.5% |
136.05 |
1.1% |
5% |
False |
True |
|
20 |
12,642.90 |
11,917.78 |
725.12 |
6.1% |
128.73 |
1.1% |
5% |
False |
True |
|
40 |
12,876.00 |
11,917.78 |
958.22 |
8.0% |
129.61 |
1.1% |
4% |
False |
True |
|
60 |
12,876.00 |
11,777.23 |
1,098.77 |
9.2% |
121.83 |
1.0% |
16% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
133.65 |
1.1% |
30% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
124.68 |
1.0% |
30% |
False |
False |
|
120 |
12,876.00 |
11,478.29 |
1,397.71 |
11.7% |
116.18 |
1.0% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,410.65 |
2.618 |
12,257.44 |
1.618 |
12,163.56 |
1.000 |
12,105.54 |
0.618 |
12,069.68 |
HIGH |
12,011.66 |
0.618 |
11,975.80 |
0.500 |
11,964.72 |
0.382 |
11,953.64 |
LOW |
11,917.78 |
0.618 |
11,859.76 |
1.000 |
11,823.90 |
1.618 |
11,765.88 |
2.618 |
11,672.00 |
4.250 |
11,518.79 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,964.72 |
12,050.45 |
PP |
11,960.80 |
12,017.96 |
S1 |
11,956.89 |
11,985.46 |
|