Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,532.1 |
1,541.2 |
9.1 |
0.6% |
1,531.5 |
High |
1,545.0 |
1,550.5 |
5.5 |
0.4% |
1,545.0 |
Low |
1,525.9 |
1,536.2 |
10.3 |
0.7% |
1,514.0 |
Close |
1,541.3 |
1,544.3 |
3.0 |
0.2% |
1,541.3 |
Range |
19.1 |
14.3 |
-4.8 |
-25.1% |
31.0 |
ATR |
18.4 |
18.1 |
-0.3 |
-1.6% |
0.0 |
Volume |
10,729 |
10,664 |
-65 |
-0.6% |
26,701 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.6 |
1,579.7 |
1,552.2 |
|
R3 |
1,572.3 |
1,565.4 |
1,548.2 |
|
R2 |
1,558.0 |
1,558.0 |
1,546.9 |
|
R1 |
1,551.1 |
1,551.1 |
1,545.6 |
1,554.6 |
PP |
1,543.7 |
1,543.7 |
1,543.7 |
1,545.4 |
S1 |
1,536.8 |
1,536.8 |
1,543.0 |
1,540.3 |
S2 |
1,529.4 |
1,529.4 |
1,541.7 |
|
S3 |
1,515.1 |
1,522.5 |
1,540.4 |
|
S4 |
1,500.8 |
1,508.2 |
1,536.4 |
|
|
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 |
1,550.5 |
1,515.2 |
35.3 |
2.3% |
15.9 |
1.0% |
82% |
True |
False |
6,723 |
10 |
1,553.0 |
1,514.0 |
39.0 |
2.5% |
16.4 |
1.1% |
78% |
False |
False |
4,581 |
20 |
1,557.0 |
1,508.4 |
48.6 |
3.1% |
16.2 |
1.0% |
74% |
False |
False |
4,312 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
21.1 |
1.4% |
69% |
False |
False |
4,309 |
60 |
1,579.5 |
1,416.8 |
162.7 |
10.5% |
19.3 |
1.2% |
78% |
False |
False |
3,553 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
18.8 |
1.2% |
82% |
False |
False |
2,967 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.6 |
1.2% |
87% |
False |
False |
2,629 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.3 |
1.2% |
87% |
False |
False |
2,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,611.3 |
2.618 |
1,587.9 |
1.618 |
1,573.6 |
1.000 |
1,564.8 |
0.618 |
1,559.3 |
HIGH |
1,550.5 |
0.618 |
1,545.0 |
0.500 |
1,543.4 |
0.382 |
1,541.7 |
LOW |
1,536.2 |
0.618 |
1,527.4 |
1.000 |
1,521.9 |
1.618 |
1,513.1 |
2.618 |
1,498.8 |
4.250 |
1,475.4 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,544.0 |
1,542.2 |
PP |
1,543.7 |
1,540.0 |
S1 |
1,543.4 |
1,537.9 |
|