Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,148.0 |
6,162.0 |
14.0 |
0.2% |
6,304.0 |
High |
6,169.5 |
6,243.9 |
74.4 |
1.2% |
6,322.0 |
Low |
6,077.0 |
6,138.0 |
61.0 |
1.0% |
6,077.0 |
Close |
6,137.0 |
6,243.8 |
106.8 |
1.7% |
6,243.8 |
Range |
92.5 |
105.9 |
13.4 |
14.5% |
245.0 |
ATR |
139.6 |
137.3 |
-2.3 |
-1.7% |
0.0 |
Volume |
226,527 |
30,584 |
-195,943 |
-86.5% |
991,223 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,526.3 |
6,490.9 |
6,302.0 |
|
R3 |
6,420.4 |
6,385.0 |
6,272.9 |
|
R2 |
6,314.5 |
6,314.5 |
6,263.2 |
|
R1 |
6,279.1 |
6,279.1 |
6,253.5 |
6,296.8 |
PP |
6,208.6 |
6,208.6 |
6,208.6 |
6,217.4 |
S1 |
6,173.2 |
6,173.2 |
6,234.1 |
6,190.9 |
S2 |
6,102.7 |
6,102.7 |
6,224.4 |
|
S3 |
5,996.8 |
6,067.3 |
6,214.7 |
|
S4 |
5,890.9 |
5,961.4 |
6,185.6 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,949.3 |
6,841.5 |
6,378.6 |
|
R3 |
6,704.3 |
6,596.5 |
6,311.2 |
|
R2 |
6,459.3 |
6,459.3 |
6,288.7 |
|
R1 |
6,351.5 |
6,351.5 |
6,266.3 |
6,282.9 |
PP |
6,214.3 |
6,214.3 |
6,214.3 |
6,180.0 |
S1 |
6,106.5 |
6,106.5 |
6,221.3 |
6,037.9 |
S2 |
5,969.3 |
5,969.3 |
6,198.9 |
|
S3 |
5,724.3 |
5,861.5 |
6,176.4 |
|
S4 |
5,479.3 |
5,616.5 |
6,109.1 |
|
|
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 |
6,077.0 |
245.0 |
3.9% |
136.6 |
2.2% |
68% |
False |
False |
198,244 |
10 |
6,322.0 |
5,913.0 |
409.0 |
6.6% |
128.1 |
2.1% |
81% |
False |
False |
188,412 |
20 |
6,447.5 |
5,913.0 |
534.5 |
8.6% |
130.3 |
2.1% |
62% |
False |
False |
186,961 |
40 |
6,885.0 |
5,913.0 |
972.0 |
15.6% |
141.7 |
2.3% |
34% |
False |
False |
174,482 |
60 |
7,167.0 |
5,913.0 |
1,254.0 |
20.1% |
142.7 |
2.3% |
26% |
False |
False |
166,910 |
80 |
7,211.0 |
5,913.0 |
1,298.0 |
20.8% |
133.9 |
2.1% |
25% |
False |
False |
133,350 |
100 |
7,211.0 |
5,913.0 |
1,298.0 |
20.8% |
126.1 |
2.0% |
25% |
False |
False |
106,766 |
120 |
7,211.0 |
5,795.5 |
1,415.5 |
22.7% |
121.0 |
1.9% |
32% |
False |
False |
89,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,694.0 |
2.618 |
6,521.1 |
1.618 |
6,415.2 |
1.000 |
6,349.8 |
0.618 |
6,309.3 |
HIGH |
6,243.9 |
0.618 |
6,203.4 |
0.500 |
6,191.0 |
0.382 |
6,178.5 |
LOW |
6,138.0 |
0.618 |
6,072.6 |
1.000 |
6,032.1 |
1.618 |
5,966.7 |
2.618 |
5,860.8 |
4.250 |
5,687.9 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,226.2 |
6,216.0 |
PP |
6,208.6 |
6,188.2 |
S1 |
6,191.0 |
6,160.5 |
|