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 |
1,315.75 |
1,332.25 |
16.50 |
1.3% |
1,342.00 |
High |
1,333.50 |
1,339.75 |
6.25 |
0.5% |
1,349.00 |
Low |
1,311.75 |
1,331.25 |
19.50 |
1.5% |
1,303.75 |
Close |
1,333.00 |
1,336.47 |
3.47 |
0.3% |
1,336.47 |
Range |
21.75 |
8.50 |
-13.25 |
-60.9% |
45.25 |
ATR |
23.06 |
22.02 |
-1.04 |
-4.5% |
0.00 |
Volume |
485,343 |
72,958 |
-412,385 |
-85.0% |
3,058,153 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,357.50 |
1,341.25 |
|
R3 |
1,352.75 |
1,349.00 |
1,338.75 |
|
R2 |
1,344.25 |
1,344.25 |
1,338.00 |
|
R1 |
1,340.50 |
1,340.50 |
1,337.25 |
1,342.25 |
PP |
1,335.75 |
1,335.75 |
1,335.75 |
1,336.75 |
S1 |
1,332.00 |
1,332.00 |
1,335.75 |
1,333.75 |
S2 |
1,327.25 |
1,327.25 |
1,335.00 |
|
S3 |
1,318.75 |
1,323.50 |
1,334.25 |
|
S4 |
1,310.25 |
1,315.00 |
1,331.75 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.50 |
1,446.25 |
1,361.25 |
|
R3 |
1,420.25 |
1,401.00 |
1,349.00 |
|
R2 |
1,375.00 |
1,375.00 |
1,344.75 |
|
R1 |
1,355.75 |
1,355.75 |
1,340.50 |
1,342.75 |
PP |
1,329.75 |
1,329.75 |
1,329.75 |
1,323.25 |
S1 |
1,310.50 |
1,310.50 |
1,332.25 |
1,297.50 |
S2 |
1,284.50 |
1,284.50 |
1,328.25 |
|
S3 |
1,239.25 |
1,265.25 |
1,324.00 |
|
S4 |
1,194.00 |
1,220.00 |
1,311.50 |
|
|
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% |
22.75 |
1.7% |
72% |
False |
False |
611,630 |
10 |
1,349.00 |
1,262.00 |
87.00 |
6.5% |
22.75 |
1.7% |
86% |
False |
False |
1,417,425 |
20 |
1,349.00 |
1,262.00 |
87.00 |
6.5% |
22.75 |
1.7% |
86% |
False |
False |
1,912,827 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.2% |
21.00 |
1.6% |
50% |
False |
False |
1,904,529 |
60 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
20.00 |
1.5% |
47% |
False |
False |
1,858,044 |
80 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
18.50 |
1.4% |
47% |
False |
False |
1,617,446 |
100 |
1,419.75 |
1,262.00 |
157.75 |
11.8% |
17.75 |
1.3% |
47% |
False |
False |
1,294,774 |
120 |
1,419.75 |
1,237.75 |
182.00 |
13.6% |
17.00 |
1.3% |
54% |
False |
False |
1,079,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.00 |
2.618 |
1,362.00 |
1.618 |
1,353.50 |
1.000 |
1,348.25 |
0.618 |
1,345.00 |
HIGH |
1,339.75 |
0.618 |
1,336.50 |
0.500 |
1,335.50 |
0.382 |
1,334.50 |
LOW |
1,331.25 |
0.618 |
1,326.00 |
1.000 |
1,322.75 |
1.618 |
1,317.50 |
2.618 |
1,309.00 |
4.250 |
1,295.00 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,336.25 |
1,332.75 |
PP |
1,335.75 |
1,328.75 |
S1 |
1,335.50 |
1,325.00 |
|