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 |
1,550.7 |
1,525.6 |
-25.1 |
-1.6% |
1,541.2 |
High |
1,551.4 |
1,528.5 |
-22.9 |
-1.5% |
1,561.0 |
Low |
1,514.1 |
1,501.0 |
-13.1 |
-0.9% |
1,501.0 |
Close |
1,522.6 |
1,503.1 |
-19.5 |
-1.3% |
1,503.1 |
Range |
37.3 |
27.5 |
-9.8 |
-26.3% |
60.0 |
ATR |
19.2 |
19.7 |
0.6 |
3.1% |
0.0 |
Volume |
4,405 |
7,830 |
3,425 |
77.8% |
31,295 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.4 |
1,575.7 |
1,518.2 |
|
R3 |
1,565.9 |
1,548.2 |
1,510.7 |
|
R2 |
1,538.4 |
1,538.4 |
1,508.1 |
|
R1 |
1,520.7 |
1,520.7 |
1,505.6 |
1,515.8 |
PP |
1,510.9 |
1,510.9 |
1,510.9 |
1,508.4 |
S1 |
1,493.2 |
1,493.2 |
1,500.6 |
1,488.3 |
S2 |
1,483.4 |
1,483.4 |
1,498.1 |
|
S3 |
1,455.9 |
1,465.7 |
1,495.5 |
|
S4 |
1,428.4 |
1,438.2 |
1,488.0 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.7 |
1,662.4 |
1,536.1 |
|
R3 |
1,641.7 |
1,602.4 |
1,519.6 |
|
R2 |
1,581.7 |
1,581.7 |
1,514.1 |
|
R1 |
1,542.4 |
1,542.4 |
1,508.6 |
1,532.1 |
PP |
1,521.7 |
1,521.7 |
1,521.7 |
1,516.5 |
S1 |
1,482.4 |
1,482.4 |
1,497.6 |
1,472.1 |
S2 |
1,461.7 |
1,461.7 |
1,492.1 |
|
S3 |
1,401.7 |
1,422.4 |
1,486.6 |
|
S4 |
1,341.7 |
1,362.4 |
1,470.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,561.0 |
1,501.0 |
60.0 |
4.0% |
21.0 |
1.4% |
4% |
False |
True |
6,259 |
10 |
1,561.0 |
1,501.0 |
60.0 |
4.0% |
19.2 |
1.3% |
4% |
False |
True |
5,799 |
20 |
1,561.0 |
1,501.0 |
60.0 |
4.0% |
18.0 |
1.2% |
4% |
False |
True |
4,205 |
40 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
21.6 |
1.4% |
33% |
False |
False |
4,651 |
60 |
1,579.5 |
1,418.5 |
161.0 |
10.7% |
19.8 |
1.3% |
53% |
False |
False |
3,737 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.2 |
1.3% |
60% |
False |
False |
3,170 |
100 |
1,579.5 |
1,332.3 |
247.2 |
16.4% |
18.4 |
1.2% |
69% |
False |
False |
2,789 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.4% |
18.7 |
1.2% |
71% |
False |
False |
2,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.4 |
2.618 |
1,600.5 |
1.618 |
1,573.0 |
1.000 |
1,556.0 |
0.618 |
1,545.5 |
HIGH |
1,528.5 |
0.618 |
1,518.0 |
0.500 |
1,514.8 |
0.382 |
1,511.5 |
LOW |
1,501.0 |
0.618 |
1,484.0 |
1.000 |
1,473.5 |
1.618 |
1,456.5 |
2.618 |
1,429.0 |
4.250 |
1,384.1 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,514.8 |
1,531.0 |
PP |
1,510.9 |
1,521.7 |
S1 |
1,507.0 |
1,512.4 |
|