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 |
1,326.25 |
1,315.75 |
-10.50 |
-0.8% |
1,275.00 |
High |
1,327.75 |
1,333.50 |
5.75 |
0.4% |
1,329.50 |
Low |
1,310.25 |
1,311.75 |
1.50 |
0.1% |
1,262.00 |
Close |
1,315.50 |
1,333.00 |
17.50 |
1.3% |
1,328.75 |
Range |
17.50 |
21.75 |
4.25 |
24.3% |
67.50 |
ATR |
23.16 |
23.06 |
-0.10 |
-0.4% |
0.00 |
Volume |
510,825 |
485,343 |
-25,482 |
-5.0% |
11,116,106 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.25 |
1,384.00 |
1,345.00 |
|
R3 |
1,369.50 |
1,362.25 |
1,339.00 |
|
R2 |
1,347.75 |
1,347.75 |
1,337.00 |
|
R1 |
1,340.50 |
1,340.50 |
1,335.00 |
1,344.00 |
PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,328.00 |
S1 |
1,318.75 |
1,318.75 |
1,331.00 |
1,322.50 |
S2 |
1,304.25 |
1,304.25 |
1,329.00 |
|
S3 |
1,282.50 |
1,297.00 |
1,327.00 |
|
S4 |
1,260.75 |
1,275.25 |
1,321.00 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.25 |
1,486.50 |
1,366.00 |
|
R3 |
1,441.75 |
1,419.00 |
1,347.25 |
|
R2 |
1,374.25 |
1,374.25 |
1,341.00 |
|
R1 |
1,351.50 |
1,351.50 |
1,335.00 |
1,363.00 |
PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,312.50 |
S1 |
1,284.00 |
1,284.00 |
1,322.50 |
1,295.50 |
S2 |
1,239.25 |
1,239.25 |
1,316.50 |
|
S3 |
1,171.75 |
1,216.50 |
1,310.25 |
|
S4 |
1,104.25 |
1,149.00 |
1,291.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.00 |
1,303.75 |
45.25 |
3.4% |
26.00 |
1.9% |
65% |
False |
False |
863,841 |
10 |
1,349.00 |
1,262.00 |
87.00 |
6.5% |
25.25 |
1.9% |
82% |
False |
False |
1,737,779 |
20 |
1,349.00 |
1,262.00 |
87.00 |
6.5% |
23.75 |
1.8% |
82% |
False |
False |
2,053,374 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.2% |
21.50 |
1.6% |
47% |
False |
False |
1,968,498 |
60 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
20.25 |
1.5% |
45% |
False |
False |
1,882,384 |
80 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
18.50 |
1.4% |
45% |
False |
False |
1,616,601 |
100 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
17.75 |
1.3% |
45% |
False |
False |
1,294,047 |
120 |
1,419.75 |
1,226.75 |
193.00 |
14.5% |
17.00 |
1.3% |
55% |
False |
False |
1,078,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.00 |
2.618 |
1,390.50 |
1.618 |
1,368.75 |
1.000 |
1,355.25 |
0.618 |
1,347.00 |
HIGH |
1,333.50 |
0.618 |
1,325.25 |
0.500 |
1,322.50 |
0.382 |
1,320.00 |
LOW |
1,311.75 |
0.618 |
1,298.25 |
1.000 |
1,290.00 |
1.618 |
1,276.50 |
2.618 |
1,254.75 |
4.250 |
1,219.25 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,329.50 |
1,328.25 |
PP |
1,326.00 |
1,323.50 |
S1 |
1,322.50 |
1,318.50 |
|