Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,070.0 |
4,098.0 |
28.0 |
0.7% |
4,003.0 |
High |
4,092.0 |
4,105.0 |
13.0 |
0.3% |
4,140.0 |
Low |
4,067.0 |
4,050.0 |
-17.0 |
-0.4% |
3,988.0 |
Close |
4,084.0 |
4,066.0 |
-18.0 |
-0.4% |
4,072.0 |
Range |
25.0 |
55.0 |
30.0 |
120.0% |
152.0 |
ATR |
55.0 |
55.0 |
0.0 |
0.0% |
0.0 |
Volume |
29,248 |
25,059 |
-4,189 |
-14.3% |
139,896 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.7 |
4,207.3 |
4,096.3 |
|
R3 |
4,183.7 |
4,152.3 |
4,081.1 |
|
R2 |
4,128.7 |
4,128.7 |
4,076.1 |
|
R1 |
4,097.3 |
4,097.3 |
4,071.0 |
4,085.5 |
PP |
4,073.7 |
4,073.7 |
4,073.7 |
4,067.8 |
S1 |
4,042.3 |
4,042.3 |
4,061.0 |
4,030.5 |
S2 |
4,018.7 |
4,018.7 |
4,055.9 |
|
S3 |
3,963.7 |
3,987.3 |
4,050.9 |
|
S4 |
3,908.7 |
3,932.3 |
4,035.8 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.7 |
4,449.3 |
4,155.6 |
|
R3 |
4,370.7 |
4,297.3 |
4,113.8 |
|
R2 |
4,218.7 |
4,218.7 |
4,099.9 |
|
R1 |
4,145.3 |
4,145.3 |
4,085.9 |
4,182.0 |
PP |
4,066.7 |
4,066.7 |
4,066.7 |
4,085.0 |
S1 |
3,993.3 |
3,993.3 |
4,058.1 |
4,030.0 |
S2 |
3,914.7 |
3,914.7 |
4,044.1 |
|
S3 |
3,762.7 |
3,841.3 |
4,030.2 |
|
S4 |
3,610.7 |
3,689.3 |
3,988.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,140.0 |
4,040.0 |
100.0 |
2.5% |
45.2 |
1.1% |
26% |
False |
False |
27,810 |
10 |
4,140.0 |
3,988.0 |
152.0 |
3.7% |
40.8 |
1.0% |
51% |
False |
False |
28,667 |
20 |
4,247.0 |
3,988.0 |
259.0 |
6.4% |
49.6 |
1.2% |
30% |
False |
False |
30,923 |
40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
41.9 |
1.0% |
17% |
False |
False |
27,800 |
60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
40.1 |
1.0% |
17% |
False |
False |
27,058 |
80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
34.5 |
0.8% |
17% |
False |
False |
23,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,338.8 |
2.618 |
4,249.0 |
1.618 |
4,194.0 |
1.000 |
4,160.0 |
0.618 |
4,139.0 |
HIGH |
4,105.0 |
0.618 |
4,084.0 |
0.500 |
4,077.5 |
0.382 |
4,071.0 |
LOW |
4,050.0 |
0.618 |
4,016.0 |
1.000 |
3,995.0 |
1.618 |
3,961.0 |
2.618 |
3,906.0 |
4.250 |
3,816.3 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,077.5 |
4,095.0 |
PP |
4,073.7 |
4,085.3 |
S1 |
4,069.8 |
4,075.7 |
|