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 |
6,180.0 |
6,148.0 |
-32.0 |
-0.5% |
5,980.0 |
High |
6,222.5 |
6,169.5 |
-53.0 |
-0.9% |
6,232.5 |
Low |
6,092.0 |
6,077.0 |
-15.0 |
-0.2% |
5,913.0 |
Close |
6,132.5 |
6,137.0 |
4.5 |
0.1% |
6,158.0 |
Range |
130.5 |
92.5 |
-38.0 |
-29.1% |
319.5 |
ATR |
143.2 |
139.6 |
-3.6 |
-2.5% |
0.0 |
Volume |
241,728 |
226,527 |
-15,201 |
-6.3% |
892,898 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,405.3 |
6,363.7 |
6,187.9 |
|
R3 |
6,312.8 |
6,271.2 |
6,162.4 |
|
R2 |
6,220.3 |
6,220.3 |
6,154.0 |
|
R1 |
6,178.7 |
6,178.7 |
6,145.5 |
6,153.3 |
PP |
6,127.8 |
6,127.8 |
6,127.8 |
6,115.1 |
S1 |
6,086.2 |
6,086.2 |
6,128.5 |
6,060.8 |
S2 |
6,035.3 |
6,035.3 |
6,120.0 |
|
S3 |
5,942.8 |
5,993.7 |
6,111.6 |
|
S4 |
5,850.3 |
5,901.2 |
6,086.1 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,059.7 |
6,928.3 |
6,333.7 |
|
R3 |
6,740.2 |
6,608.8 |
6,245.9 |
|
R2 |
6,420.7 |
6,420.7 |
6,216.6 |
|
R1 |
6,289.3 |
6,289.3 |
6,187.3 |
6,355.0 |
PP |
6,101.2 |
6,101.2 |
6,101.2 |
6,134.0 |
S1 |
5,969.8 |
5,969.8 |
6,128.7 |
6,035.5 |
S2 |
5,781.7 |
5,781.7 |
6,099.4 |
|
S3 |
5,462.2 |
5,650.3 |
6,070.1 |
|
S4 |
5,142.7 |
5,330.8 |
5,982.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,322.0 |
6,052.5 |
269.5 |
4.4% |
139.2 |
2.3% |
31% |
False |
False |
227,852 |
10 |
6,322.0 |
5,913.0 |
409.0 |
6.7% |
143.6 |
2.3% |
55% |
False |
False |
210,705 |
20 |
6,447.5 |
5,913.0 |
534.5 |
8.7% |
133.2 |
2.2% |
42% |
False |
False |
193,637 |
40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
141.5 |
2.3% |
23% |
False |
False |
177,312 |
60 |
7,188.0 |
5,913.0 |
1,275.0 |
20.8% |
142.3 |
2.3% |
18% |
False |
False |
168,121 |
80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
133.5 |
2.2% |
17% |
False |
False |
132,973 |
100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
126.1 |
2.1% |
17% |
False |
False |
106,466 |
120 |
7,211.0 |
5,795.5 |
1,415.5 |
23.1% |
120.8 |
2.0% |
24% |
False |
False |
88,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,562.6 |
2.618 |
6,411.7 |
1.618 |
6,319.2 |
1.000 |
6,262.0 |
0.618 |
6,226.7 |
HIGH |
6,169.5 |
0.618 |
6,134.2 |
0.500 |
6,123.3 |
0.382 |
6,112.3 |
LOW |
6,077.0 |
0.618 |
6,019.8 |
1.000 |
5,984.5 |
1.618 |
5,927.3 |
2.618 |
5,834.8 |
4.250 |
5,683.9 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,132.4 |
6,149.8 |
PP |
6,127.8 |
6,145.5 |
S1 |
6,123.3 |
6,141.3 |
|