Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
12,108.35 |
12,049.24 |
-59.11 |
-0.5% |
12,004.28 |
High |
12,108.73 |
12,057.19 |
-51.54 |
-0.4% |
12,217.33 |
Low |
11,874.94 |
11,925.42 |
50.48 |
0.4% |
11,874.94 |
Close |
12,050.00 |
11,934.58 |
-115.42 |
-1.0% |
11,934.58 |
Range |
233.79 |
131.77 |
-102.02 |
-43.6% |
342.39 |
ATR |
139.46 |
138.91 |
-0.55 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,367.71 |
12,282.91 |
12,007.05 |
|
R3 |
12,235.94 |
12,151.14 |
11,970.82 |
|
R2 |
12,104.17 |
12,104.17 |
11,958.74 |
|
R1 |
12,019.37 |
12,019.37 |
11,946.66 |
11,995.89 |
PP |
11,972.40 |
11,972.40 |
11,972.40 |
11,960.65 |
S1 |
11,887.60 |
11,887.60 |
11,922.50 |
11,864.12 |
S2 |
11,840.63 |
11,840.63 |
11,910.42 |
|
S3 |
11,708.86 |
11,755.83 |
11,898.34 |
|
S4 |
11,577.09 |
11,624.06 |
11,862.11 |
|
|
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 |
2.9% |
146.49 |
1.2% |
17% |
False |
False |
|
10 |
12,217.33 |
11,862.53 |
354.80 |
3.0% |
143.30 |
1.2% |
20% |
False |
False |
|
20 |
12,574.29 |
11,862.53 |
711.76 |
6.0% |
139.29 |
1.2% |
10% |
False |
False |
|
40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
135.47 |
1.1% |
7% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
126.77 |
1.1% |
7% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
135.62 |
1.1% |
29% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
128.74 |
1.1% |
29% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
122.77 |
1.0% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,617.21 |
2.618 |
12,402.16 |
1.618 |
12,270.39 |
1.000 |
12,188.96 |
0.618 |
12,138.62 |
HIGH |
12,057.19 |
0.618 |
12,006.85 |
0.500 |
11,991.31 |
0.382 |
11,975.76 |
LOW |
11,925.42 |
0.618 |
11,843.99 |
1.000 |
11,793.65 |
1.618 |
11,712.22 |
2.618 |
11,580.45 |
4.250 |
11,365.40 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,991.31 |
12,041.47 |
PP |
11,972.40 |
12,005.84 |
S1 |
11,953.49 |
11,970.21 |
|