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 |
12,505 |
12,674 |
169 |
1.4% |
12,661 |
High |
12,687 |
12,733 |
46 |
0.4% |
12,752 |
Low |
12,460 |
12,661 |
201 |
1.6% |
12,360 |
Close |
12,676 |
12,729 |
53 |
0.4% |
12,729 |
Range |
227 |
72 |
-155 |
-68.3% |
392 |
ATR |
195 |
187 |
-9 |
-4.5% |
0 |
Volume |
19,738 |
1,606 |
-18,132 |
-91.9% |
139,521 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,924 |
12,898 |
12,769 |
|
R3 |
12,852 |
12,826 |
12,749 |
|
R2 |
12,780 |
12,780 |
12,742 |
|
R1 |
12,754 |
12,754 |
12,736 |
12,767 |
PP |
12,708 |
12,708 |
12,708 |
12,714 |
S1 |
12,682 |
12,682 |
12,723 |
12,695 |
S2 |
12,636 |
12,636 |
12,716 |
|
S3 |
12,564 |
12,610 |
12,709 |
|
S4 |
12,492 |
12,538 |
12,690 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,790 |
13,651 |
12,945 |
|
R3 |
13,398 |
13,259 |
12,837 |
|
R2 |
13,006 |
13,006 |
12,801 |
|
R1 |
12,867 |
12,867 |
12,765 |
12,937 |
PP |
12,614 |
12,614 |
12,614 |
12,648 |
S1 |
12,475 |
12,475 |
12,693 |
12,545 |
S2 |
12,222 |
12,222 |
12,657 |
|
S3 |
11,830 |
12,083 |
12,621 |
|
S4 |
11,438 |
11,691 |
12,514 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,752 |
12,360 |
392 |
3.1% |
209 |
1.6% |
94% |
False |
False |
27,904 |
10 |
12,752 |
11,985 |
767 |
6.0% |
194 |
1.5% |
97% |
False |
False |
80,234 |
20 |
12,752 |
11,985 |
767 |
6.0% |
189 |
1.5% |
97% |
False |
False |
129,140 |
40 |
13,284 |
11,985 |
1,299 |
10.2% |
176 |
1.4% |
57% |
False |
False |
133,048 |
60 |
13,284 |
11,985 |
1,299 |
10.2% |
170 |
1.3% |
57% |
False |
False |
127,107 |
80 |
13,284 |
11,985 |
1,299 |
10.2% |
155 |
1.2% |
57% |
False |
False |
107,762 |
100 |
13,284 |
11,985 |
1,299 |
10.2% |
141 |
1.1% |
57% |
False |
False |
86,214 |
120 |
13,284 |
11,985 |
1,299 |
10.2% |
130 |
1.0% |
57% |
False |
False |
71,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,039 |
2.618 |
12,922 |
1.618 |
12,850 |
1.000 |
12,805 |
0.618 |
12,778 |
HIGH |
12,733 |
0.618 |
12,706 |
0.500 |
12,697 |
0.382 |
12,689 |
LOW |
12,661 |
0.618 |
12,617 |
1.000 |
12,589 |
1.618 |
12,545 |
2.618 |
12,473 |
4.250 |
12,355 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,718 |
12,684 |
PP |
12,708 |
12,638 |
S1 |
12,697 |
12,593 |
|