Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,652.21 |
12,767.02 |
114.81 |
0.9% |
12,553.81 |
High |
12,774.70 |
12,781.93 |
7.23 |
0.1% |
12,774.70 |
Low |
12,651.38 |
12,696.18 |
44.80 |
0.4% |
12,398.48 |
Close |
12,767.17 |
12,741.82 |
-25.35 |
-0.2% |
12,767.17 |
Range |
123.32 |
85.75 |
-37.57 |
-30.5% |
376.22 |
ATR |
161.47 |
156.06 |
-5.41 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,997.23 |
12,955.27 |
12,788.98 |
|
R3 |
12,911.48 |
12,869.52 |
12,765.40 |
|
R2 |
12,825.73 |
12,825.73 |
12,757.54 |
|
R1 |
12,783.77 |
12,783.77 |
12,749.68 |
12,761.88 |
PP |
12,739.98 |
12,739.98 |
12,739.98 |
12,729.03 |
S1 |
12,698.02 |
12,698.02 |
12,733.96 |
12,676.13 |
S2 |
12,654.23 |
12,654.23 |
12,726.10 |
|
S3 |
12,568.48 |
12,612.27 |
12,718.24 |
|
S4 |
12,482.73 |
12,526.52 |
12,694.66 |
|
|
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 |
12,781.93 |
12,411.91 |
370.02 |
2.9% |
143.95 |
1.1% |
89% |
True |
False |
|
10 |
12,781.93 |
12,072.17 |
709.76 |
5.6% |
163.14 |
1.3% |
94% |
True |
False |
|
20 |
12,781.93 |
12,035.09 |
746.84 |
5.9% |
161.73 |
1.3% |
95% |
True |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
148.15 |
1.2% |
54% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
144.70 |
1.1% |
54% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.39 |
1.0% |
54% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
128.57 |
1.0% |
54% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
126.90 |
1.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,146.37 |
2.618 |
13,006.42 |
1.618 |
12,920.67 |
1.000 |
12,867.68 |
0.618 |
12,834.92 |
HIGH |
12,781.93 |
0.618 |
12,749.17 |
0.500 |
12,739.06 |
0.382 |
12,728.94 |
LOW |
12,696.18 |
0.618 |
12,643.19 |
1.000 |
12,610.43 |
1.618 |
12,557.44 |
2.618 |
12,471.69 |
4.250 |
12,331.74 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,740.90 |
12,707.81 |
PP |
12,739.98 |
12,673.80 |
S1 |
12,739.06 |
12,639.80 |
|