Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,767.02 |
12,744.62 |
-22.40 |
-0.2% |
12,553.81 |
High |
12,781.93 |
12,898.94 |
117.01 |
0.9% |
12,774.70 |
Low |
12,696.18 |
12,744.47 |
48.29 |
0.4% |
12,398.48 |
Close |
12,741.82 |
12,837.33 |
95.51 |
0.7% |
12,767.17 |
Range |
85.75 |
154.47 |
68.72 |
80.1% |
376.22 |
ATR |
156.06 |
156.14 |
0.08 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,290.32 |
13,218.30 |
12,922.29 |
|
R3 |
13,135.85 |
13,063.83 |
12,879.81 |
|
R2 |
12,981.38 |
12,981.38 |
12,865.65 |
|
R1 |
12,909.36 |
12,909.36 |
12,851.49 |
12,945.37 |
PP |
12,826.91 |
12,826.91 |
12,826.91 |
12,844.92 |
S1 |
12,754.89 |
12,754.89 |
12,823.17 |
12,790.90 |
S2 |
12,672.44 |
12,672.44 |
12,809.01 |
|
S3 |
12,517.97 |
12,600.42 |
12,794.85 |
|
S4 |
12,363.50 |
12,445.95 |
12,752.37 |
|
|
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 |
12,898.94 |
12,453.69 |
445.25 |
3.5% |
141.82 |
1.1% |
86% |
True |
False |
|
10 |
12,898.94 |
12,125.00 |
773.94 |
6.0% |
171.05 |
1.3% |
92% |
True |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.7% |
162.43 |
1.3% |
93% |
True |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
147.45 |
1.1% |
62% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
145.65 |
1.1% |
62% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
134.54 |
1.0% |
62% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
128.65 |
1.0% |
62% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
127.70 |
1.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,555.44 |
2.618 |
13,303.34 |
1.618 |
13,148.87 |
1.000 |
13,053.41 |
0.618 |
12,994.40 |
HIGH |
12,898.94 |
0.618 |
12,839.93 |
0.500 |
12,821.71 |
0.382 |
12,803.48 |
LOW |
12,744.47 |
0.618 |
12,649.01 |
1.000 |
12,590.00 |
1.618 |
12,494.54 |
2.618 |
12,340.07 |
4.250 |
12,087.97 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,832.12 |
12,816.61 |
PP |
12,826.91 |
12,795.88 |
S1 |
12,821.71 |
12,775.16 |
|