Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,497.89 |
12,652.21 |
154.32 |
1.2% |
12,553.81 |
High |
12,698.68 |
12,774.70 |
76.02 |
0.6% |
12,774.70 |
Low |
12,497.66 |
12,651.38 |
153.72 |
1.2% |
12,398.48 |
Close |
12,651.91 |
12,767.17 |
115.26 |
0.9% |
12,767.17 |
Range |
201.02 |
123.32 |
-77.70 |
-38.7% |
376.22 |
ATR |
164.41 |
161.47 |
-2.93 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,101.04 |
13,057.43 |
12,835.00 |
|
R3 |
12,977.72 |
12,934.11 |
12,801.08 |
|
R2 |
12,854.40 |
12,854.40 |
12,789.78 |
|
R1 |
12,810.79 |
12,810.79 |
12,778.47 |
12,832.60 |
PP |
12,731.08 |
12,731.08 |
12,731.08 |
12,741.99 |
S1 |
12,687.47 |
12,687.47 |
12,755.87 |
12,709.28 |
S2 |
12,607.76 |
12,607.76 |
12,744.56 |
|
S3 |
12,484.44 |
12,564.15 |
12,733.26 |
|
S4 |
12,361.12 |
12,440.83 |
12,699.34 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,775.44 |
13,647.53 |
12,974.09 |
|
R3 |
13,399.22 |
13,271.31 |
12,870.63 |
|
R2 |
13,023.00 |
13,023.00 |
12,836.14 |
|
R1 |
12,895.09 |
12,895.09 |
12,801.66 |
12,959.05 |
PP |
12,646.78 |
12,646.78 |
12,646.78 |
12,678.76 |
S1 |
12,518.87 |
12,518.87 |
12,732.68 |
12,582.83 |
S2 |
12,270.56 |
12,270.56 |
12,698.20 |
|
S3 |
11,894.34 |
12,142.65 |
12,663.71 |
|
S4 |
11,518.12 |
11,766.43 |
12,560.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,774.70 |
12,398.48 |
376.22 |
2.9% |
177.20 |
1.4% |
98% |
True |
False |
|
10 |
12,774.70 |
12,035.09 |
739.61 |
5.8% |
165.43 |
1.3% |
99% |
True |
False |
|
20 |
12,774.70 |
12,035.09 |
739.61 |
5.8% |
165.25 |
1.3% |
99% |
True |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
148.97 |
1.2% |
56% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
145.05 |
1.1% |
56% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.74 |
1.0% |
56% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
129.69 |
1.0% |
56% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
127.25 |
1.0% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,298.81 |
2.618 |
13,097.55 |
1.618 |
12,974.23 |
1.000 |
12,898.02 |
0.618 |
12,850.91 |
HIGH |
12,774.70 |
0.618 |
12,727.59 |
0.500 |
12,713.04 |
0.382 |
12,698.49 |
LOW |
12,651.38 |
0.618 |
12,575.17 |
1.000 |
12,528.06 |
1.618 |
12,451.85 |
2.618 |
12,328.53 |
4.250 |
12,127.27 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,749.13 |
12,716.18 |
PP |
12,731.08 |
12,665.19 |
S1 |
12,713.04 |
12,614.20 |
|