Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,533.0 |
1,532.1 |
-0.9 |
-0.1% |
1,531.5 |
High |
1,536.1 |
1,545.0 |
8.9 |
0.6% |
1,545.0 |
Low |
1,525.2 |
1,525.9 |
0.7 |
0.0% |
1,514.0 |
Close |
1,532.1 |
1,541.3 |
9.2 |
0.6% |
1,541.3 |
Range |
10.9 |
19.1 |
8.2 |
75.2% |
31.0 |
ATR |
18.4 |
18.4 |
0.1 |
0.3% |
0.0 |
Volume |
4,571 |
10,729 |
6,158 |
134.7% |
26,701 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.7 |
1,587.1 |
1,551.8 |
|
R3 |
1,575.6 |
1,568.0 |
1,546.6 |
|
R2 |
1,556.5 |
1,556.5 |
1,544.8 |
|
R1 |
1,548.9 |
1,548.9 |
1,543.1 |
1,552.7 |
PP |
1,537.4 |
1,537.4 |
1,537.4 |
1,539.3 |
S1 |
1,529.8 |
1,529.8 |
1,539.5 |
1,533.6 |
S2 |
1,518.3 |
1,518.3 |
1,537.8 |
|
S3 |
1,499.2 |
1,510.7 |
1,536.0 |
|
S4 |
1,480.1 |
1,491.6 |
1,530.8 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.4 |
1,614.9 |
1,558.4 |
|
R3 |
1,595.4 |
1,583.9 |
1,549.8 |
|
R2 |
1,564.4 |
1,564.4 |
1,547.0 |
|
R1 |
1,552.9 |
1,552.9 |
1,544.1 |
1,558.7 |
PP |
1,533.4 |
1,533.4 |
1,533.4 |
1,536.3 |
S1 |
1,521.9 |
1,521.9 |
1,538.5 |
1,527.7 |
S2 |
1,502.4 |
1,502.4 |
1,535.6 |
|
S3 |
1,471.4 |
1,490.9 |
1,532.8 |
|
S4 |
1,440.4 |
1,459.9 |
1,524.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,545.0 |
1,514.0 |
31.0 |
2.0% |
17.4 |
1.1% |
88% |
True |
False |
5,340 |
10 |
1,557.0 |
1,514.0 |
43.0 |
2.8% |
16.2 |
1.1% |
63% |
False |
False |
3,772 |
20 |
1,557.0 |
1,492.0 |
65.0 |
4.2% |
16.8 |
1.1% |
76% |
False |
False |
4,081 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
20.9 |
1.4% |
66% |
False |
False |
4,071 |
60 |
1,579.5 |
1,416.8 |
162.7 |
10.6% |
19.5 |
1.3% |
77% |
False |
False |
3,400 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
18.9 |
1.2% |
80% |
False |
False |
2,854 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.6 |
1.2% |
85% |
False |
False |
2,530 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.3 |
1.2% |
85% |
False |
False |
2,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,626.2 |
2.618 |
1,595.0 |
1.618 |
1,575.9 |
1.000 |
1,564.1 |
0.618 |
1,556.8 |
HIGH |
1,545.0 |
0.618 |
1,537.7 |
0.500 |
1,535.5 |
0.382 |
1,533.2 |
LOW |
1,525.9 |
0.618 |
1,514.1 |
1.000 |
1,506.8 |
1.618 |
1,495.0 |
2.618 |
1,475.9 |
4.250 |
1,444.7 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,539.4 |
1,537.9 |
PP |
1,537.4 |
1,534.4 |
S1 |
1,535.5 |
1,531.0 |
|