Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,823.10 |
12,574.82 |
-248.28 |
-1.9% |
12,767.02 |
High |
12,857.39 |
12,674.01 |
-183.38 |
-1.4% |
12,898.94 |
Low |
12,561.46 |
12,574.67 |
13.21 |
0.1% |
12,561.46 |
Close |
12,573.57 |
12,640.78 |
67.21 |
0.5% |
12,640.78 |
Range |
295.93 |
99.34 |
-196.59 |
-66.4% |
337.48 |
ATR |
164.54 |
159.96 |
-4.58 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,927.84 |
12,883.65 |
12,695.42 |
|
R3 |
12,828.50 |
12,784.31 |
12,668.10 |
|
R2 |
12,729.16 |
12,729.16 |
12,658.99 |
|
R1 |
12,684.97 |
12,684.97 |
12,649.89 |
12,707.07 |
PP |
12,629.82 |
12,629.82 |
12,629.82 |
12,640.87 |
S1 |
12,585.63 |
12,585.63 |
12,631.67 |
12,607.73 |
S2 |
12,530.48 |
12,530.48 |
12,622.57 |
|
S3 |
12,431.14 |
12,486.29 |
12,613.46 |
|
S4 |
12,331.80 |
12,386.95 |
12,586.14 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,712.83 |
13,514.29 |
12,826.39 |
|
R3 |
13,375.35 |
13,176.81 |
12,733.59 |
|
R2 |
13,037.87 |
13,037.87 |
12,702.65 |
|
R1 |
12,839.33 |
12,839.33 |
12,671.72 |
12,769.86 |
PP |
12,700.39 |
12,700.39 |
12,700.39 |
12,665.66 |
S1 |
12,501.85 |
12,501.85 |
12,609.84 |
12,432.38 |
S2 |
12,362.91 |
12,362.91 |
12,578.91 |
|
S3 |
12,025.43 |
12,164.37 |
12,547.97 |
|
S4 |
11,687.95 |
11,826.89 |
12,455.17 |
|
|
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 |
12,561.46 |
337.48 |
2.7% |
153.55 |
1.2% |
24% |
False |
False |
|
10 |
12,898.94 |
12,398.48 |
500.46 |
4.0% |
165.38 |
1.3% |
48% |
False |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.8% |
166.54 |
1.3% |
70% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.94 |
1.2% |
46% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
148.19 |
1.2% |
46% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
136.88 |
1.1% |
46% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
130.06 |
1.0% |
46% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
128.95 |
1.0% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,096.21 |
2.618 |
12,934.08 |
1.618 |
12,834.74 |
1.000 |
12,773.35 |
0.618 |
12,735.40 |
HIGH |
12,674.01 |
0.618 |
12,636.06 |
0.500 |
12,624.34 |
0.382 |
12,612.62 |
LOW |
12,574.67 |
0.618 |
12,513.28 |
1.000 |
12,475.33 |
1.618 |
12,413.94 |
2.618 |
12,314.60 |
4.250 |
12,152.48 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,635.30 |
12,719.32 |
PP |
12,629.82 |
12,693.14 |
S1 |
12,624.34 |
12,666.96 |
|