Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,098.0 |
4,046.0 |
-52.0 |
-1.3% |
4,003.0 |
High |
4,105.0 |
4,068.0 |
-37.0 |
-0.9% |
4,140.0 |
Low |
4,050.0 |
4,028.0 |
-22.0 |
-0.5% |
3,988.0 |
Close |
4,066.0 |
4,044.0 |
-22.0 |
-0.5% |
4,072.0 |
Range |
55.0 |
40.0 |
-15.0 |
-27.3% |
152.0 |
ATR |
55.0 |
53.9 |
-1.1 |
-1.9% |
0.0 |
Volume |
25,059 |
23,782 |
-1,277 |
-5.1% |
139,896 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,166.7 |
4,145.3 |
4,066.0 |
|
R3 |
4,126.7 |
4,105.3 |
4,055.0 |
|
R2 |
4,086.7 |
4,086.7 |
4,051.3 |
|
R1 |
4,065.3 |
4,065.3 |
4,047.7 |
4,056.0 |
PP |
4,046.7 |
4,046.7 |
4,046.7 |
4,042.0 |
S1 |
4,025.3 |
4,025.3 |
4,040.3 |
4,016.0 |
S2 |
4,006.7 |
4,006.7 |
4,036.7 |
|
S3 |
3,966.7 |
3,985.3 |
4,033.0 |
|
S4 |
3,926.7 |
3,945.3 |
4,022.0 |
|
|
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 |
4,028.0 |
112.0 |
2.8% |
45.8 |
1.1% |
14% |
False |
True |
27,947 |
10 |
4,140.0 |
3,988.0 |
152.0 |
3.8% |
41.7 |
1.0% |
37% |
False |
False |
28,246 |
20 |
4,188.0 |
3,988.0 |
200.0 |
4.9% |
47.0 |
1.2% |
28% |
False |
False |
29,852 |
40 |
4,448.0 |
3,988.0 |
460.0 |
11.4% |
41.9 |
1.0% |
12% |
False |
False |
27,703 |
60 |
4,448.0 |
3,988.0 |
460.0 |
11.4% |
40.3 |
1.0% |
12% |
False |
False |
27,074 |
80 |
4,448.0 |
3,988.0 |
460.0 |
11.4% |
35.0 |
0.9% |
12% |
False |
False |
23,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,238.0 |
2.618 |
4,172.7 |
1.618 |
4,132.7 |
1.000 |
4,108.0 |
0.618 |
4,092.7 |
HIGH |
4,068.0 |
0.618 |
4,052.7 |
0.500 |
4,048.0 |
0.382 |
4,043.3 |
LOW |
4,028.0 |
0.618 |
4,003.3 |
1.000 |
3,988.0 |
1.618 |
3,963.3 |
2.618 |
3,923.3 |
4.250 |
3,858.0 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,048.0 |
4,066.5 |
PP |
4,046.7 |
4,059.0 |
S1 |
4,045.3 |
4,051.5 |
|