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 |
1,547.7 |
1,531.5 |
-16.2 |
-1.0% |
1,545.9 |
High |
1,547.7 |
1,535.9 |
-11.8 |
-0.8% |
1,557.0 |
Low |
1,529.3 |
1,514.0 |
-15.3 |
-1.0% |
1,529.3 |
Close |
1,531.5 |
1,518.0 |
-13.5 |
-0.9% |
1,531.5 |
Range |
18.4 |
21.9 |
3.5 |
19.0% |
27.7 |
ATR |
18.9 |
19.1 |
0.2 |
1.1% |
0.0 |
Volume |
1,788 |
3,748 |
1,960 |
109.6% |
11,025 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.3 |
1,575.1 |
1,530.0 |
|
R3 |
1,566.4 |
1,553.2 |
1,524.0 |
|
R2 |
1,544.5 |
1,544.5 |
1,522.0 |
|
R1 |
1,531.3 |
1,531.3 |
1,520.0 |
1,527.0 |
PP |
1,522.6 |
1,522.6 |
1,522.6 |
1,520.5 |
S1 |
1,509.4 |
1,509.4 |
1,516.0 |
1,505.1 |
S2 |
1,500.7 |
1,500.7 |
1,514.0 |
|
S3 |
1,478.8 |
1,487.5 |
1,512.0 |
|
S4 |
1,456.9 |
1,465.6 |
1,506.0 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.4 |
1,604.6 |
1,546.7 |
|
R3 |
1,594.7 |
1,576.9 |
1,539.1 |
|
R2 |
1,567.0 |
1,567.0 |
1,536.6 |
|
R1 |
1,549.2 |
1,549.2 |
1,534.0 |
1,544.3 |
PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,536.8 |
S1 |
1,521.5 |
1,521.5 |
1,529.0 |
1,516.6 |
S2 |
1,511.6 |
1,511.6 |
1,526.4 |
|
S3 |
1,483.9 |
1,493.8 |
1,523.9 |
|
S4 |
1,456.2 |
1,466.1 |
1,516.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,553.0 |
1,514.0 |
39.0 |
2.6% |
17.0 |
1.1% |
10% |
False |
True |
2,439 |
10 |
1,557.0 |
1,514.0 |
43.0 |
2.8% |
17.2 |
1.1% |
9% |
False |
True |
2,651 |
20 |
1,557.0 |
1,475.0 |
82.0 |
5.4% |
17.0 |
1.1% |
52% |
False |
False |
3,896 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
20.7 |
1.4% |
46% |
False |
False |
3,692 |
60 |
1,579.5 |
1,409.5 |
170.0 |
11.2% |
19.3 |
1.3% |
64% |
False |
False |
3,081 |
80 |
1,579.5 |
1,381.3 |
198.2 |
13.1% |
18.9 |
1.2% |
69% |
False |
False |
2,623 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.7 |
1.2% |
77% |
False |
False |
2,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,629.0 |
2.618 |
1,593.2 |
1.618 |
1,571.3 |
1.000 |
1,557.8 |
0.618 |
1,549.4 |
HIGH |
1,535.9 |
0.618 |
1,527.5 |
0.500 |
1,525.0 |
0.382 |
1,522.4 |
LOW |
1,514.0 |
0.618 |
1,500.5 |
1.000 |
1,492.1 |
1.618 |
1,478.6 |
2.618 |
1,456.7 |
4.250 |
1,420.9 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,525.0 |
1,533.5 |
PP |
1,522.6 |
1,528.3 |
S1 |
1,520.3 |
1,523.2 |
|