Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,951.38 |
12,075.12 |
123.74 |
1.0% |
12,151.19 |
High |
12,120.80 |
12,075.20 |
-45.60 |
-0.4% |
12,183.12 |
Low |
11,951.38 |
11,862.53 |
-88.85 |
-0.7% |
11,937.42 |
Close |
12,076.11 |
11,897.27 |
-178.84 |
-1.5% |
11,951.91 |
Range |
169.42 |
212.67 |
43.25 |
25.5% |
245.70 |
ATR |
132.39 |
138.19 |
5.80 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,583.01 |
12,452.81 |
12,014.24 |
|
R3 |
12,370.34 |
12,240.14 |
11,955.75 |
|
R2 |
12,157.67 |
12,157.67 |
11,936.26 |
|
R1 |
12,027.47 |
12,027.47 |
11,916.76 |
11,986.24 |
PP |
11,945.00 |
11,945.00 |
11,945.00 |
11,924.38 |
S1 |
11,814.80 |
11,814.80 |
11,877.78 |
11,773.57 |
S2 |
11,732.33 |
11,732.33 |
11,858.28 |
|
S3 |
11,519.66 |
11,602.13 |
11,838.79 |
|
S4 |
11,306.99 |
11,389.46 |
11,780.30 |
|
|
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 |
11,862.53 |
320.59 |
2.7% |
159.49 |
1.3% |
11% |
False |
True |
|
10 |
12,306.71 |
11,862.53 |
444.18 |
3.7% |
132.47 |
1.1% |
8% |
False |
True |
|
20 |
12,633.59 |
11,862.53 |
771.06 |
6.5% |
134.11 |
1.1% |
5% |
False |
True |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
130.60 |
1.1% |
3% |
False |
True |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
122.06 |
1.0% |
3% |
False |
True |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
136.35 |
1.1% |
26% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
126.67 |
1.1% |
26% |
False |
False |
|
120 |
12,876.00 |
11,518.44 |
1,357.56 |
11.4% |
118.45 |
1.0% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,979.05 |
2.618 |
12,631.97 |
1.618 |
12,419.30 |
1.000 |
12,287.87 |
0.618 |
12,206.63 |
HIGH |
12,075.20 |
0.618 |
11,993.96 |
0.500 |
11,968.87 |
0.382 |
11,943.77 |
LOW |
11,862.53 |
0.618 |
11,731.10 |
1.000 |
11,649.86 |
1.618 |
11,518.43 |
2.618 |
11,305.76 |
4.250 |
10,958.68 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,968.87 |
11,991.67 |
PP |
11,945.00 |
11,960.20 |
S1 |
11,921.14 |
11,928.74 |
|