Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,608.0 |
1,594.1 |
-13.9 |
-0.9% |
1,623.0 |
High |
1,608.0 |
1,612.8 |
4.8 |
0.3% |
1,639.7 |
Low |
1,583.0 |
1,588.5 |
5.5 |
0.3% |
1,566.5 |
Close |
1,595.5 |
1,612.7 |
17.2 |
1.1% |
1,590.1 |
Range |
25.0 |
24.3 |
-0.7 |
-2.8% |
73.2 |
ATR |
30.1 |
29.6 |
-0.4 |
-1.4% |
0.0 |
Volume |
129 |
168 |
39 |
30.2% |
4,469 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.6 |
1,669.4 |
1,626.1 |
|
R3 |
1,653.3 |
1,645.1 |
1,619.4 |
|
R2 |
1,629.0 |
1,629.0 |
1,617.2 |
|
R1 |
1,620.8 |
1,620.8 |
1,614.9 |
1,624.9 |
PP |
1,604.7 |
1,604.7 |
1,604.7 |
1,606.7 |
S1 |
1,596.5 |
1,596.5 |
1,610.5 |
1,600.6 |
S2 |
1,580.4 |
1,580.4 |
1,608.2 |
|
S3 |
1,556.1 |
1,572.2 |
1,606.0 |
|
S4 |
1,531.8 |
1,547.9 |
1,599.3 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,777.4 |
1,630.4 |
|
R3 |
1,745.2 |
1,704.2 |
1,610.2 |
|
R2 |
1,672.0 |
1,672.0 |
1,603.5 |
|
R1 |
1,631.0 |
1,631.0 |
1,596.8 |
1,614.9 |
PP |
1,598.8 |
1,598.8 |
1,598.8 |
1,590.7 |
S1 |
1,557.8 |
1,557.8 |
1,583.4 |
1,541.7 |
S2 |
1,525.6 |
1,525.6 |
1,576.7 |
|
S3 |
1,452.4 |
1,484.6 |
1,570.0 |
|
S4 |
1,379.2 |
1,411.4 |
1,549.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,639.7 |
1,566.5 |
73.2 |
4.5% |
29.0 |
1.8% |
63% |
False |
False |
414 |
10 |
1,639.7 |
1,530.4 |
109.3 |
6.8% |
31.8 |
2.0% |
75% |
False |
False |
9,003 |
20 |
1,639.7 |
1,526.7 |
113.0 |
7.0% |
30.4 |
1.9% |
76% |
False |
False |
98,460 |
40 |
1,672.3 |
1,526.7 |
145.6 |
9.0% |
25.8 |
1.6% |
59% |
False |
False |
113,690 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.7% |
25.1 |
1.6% |
50% |
False |
False |
105,481 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.8 |
1.7% |
32% |
False |
False |
83,016 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.4 |
1.6% |
32% |
False |
False |
67,528 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.0 |
1.6% |
32% |
False |
False |
56,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.1 |
2.618 |
1,676.4 |
1.618 |
1,652.1 |
1.000 |
1,637.1 |
0.618 |
1,627.8 |
HIGH |
1,612.8 |
0.618 |
1,603.5 |
0.500 |
1,600.7 |
0.382 |
1,597.8 |
LOW |
1,588.5 |
0.618 |
1,573.5 |
1.000 |
1,564.2 |
1.618 |
1,549.2 |
2.618 |
1,524.9 |
4.250 |
1,485.2 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,608.7 |
1,605.0 |
PP |
1,604.7 |
1,597.3 |
S1 |
1,600.7 |
1,589.7 |
|