Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,594.1 |
1,608.2 |
14.1 |
0.9% |
1,623.0 |
High |
1,612.8 |
1,622.4 |
9.6 |
0.6% |
1,639.7 |
Low |
1,588.5 |
1,608.2 |
19.7 |
1.2% |
1,566.5 |
Close |
1,612.7 |
1,618.1 |
5.4 |
0.3% |
1,590.1 |
Range |
24.3 |
14.2 |
-10.1 |
-41.6% |
73.2 |
ATR |
29.6 |
28.5 |
-1.1 |
-3.7% |
0.0 |
Volume |
168 |
305 |
137 |
81.5% |
4,469 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.8 |
1,652.7 |
1,625.9 |
|
R3 |
1,644.6 |
1,638.5 |
1,622.0 |
|
R2 |
1,630.4 |
1,630.4 |
1,620.7 |
|
R1 |
1,624.3 |
1,624.3 |
1,619.4 |
1,627.4 |
PP |
1,616.2 |
1,616.2 |
1,616.2 |
1,617.8 |
S1 |
1,610.1 |
1,610.1 |
1,616.8 |
1,613.2 |
S2 |
1,602.0 |
1,602.0 |
1,615.5 |
|
S3 |
1,587.8 |
1,595.9 |
1,614.2 |
|
S4 |
1,573.6 |
1,581.7 |
1,610.3 |
|
|
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 |
1,627.2 |
1,566.5 |
60.7 |
3.8% |
27.2 |
1.7% |
85% |
False |
False |
391 |
10 |
1,639.7 |
1,545.5 |
94.2 |
5.8% |
29.3 |
1.8% |
77% |
False |
False |
1,376 |
20 |
1,639.7 |
1,526.7 |
113.0 |
7.0% |
30.0 |
1.9% |
81% |
False |
False |
90,804 |
40 |
1,672.3 |
1,526.7 |
145.6 |
9.0% |
25.6 |
1.6% |
63% |
False |
False |
110,347 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.7% |
25.1 |
1.5% |
53% |
False |
False |
104,996 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.7 |
1.7% |
34% |
False |
False |
82,955 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.4 |
1.6% |
34% |
False |
False |
67,433 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
25.9 |
1.6% |
34% |
False |
False |
56,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.8 |
2.618 |
1,659.6 |
1.618 |
1,645.4 |
1.000 |
1,636.6 |
0.618 |
1,631.2 |
HIGH |
1,622.4 |
0.618 |
1,617.0 |
0.500 |
1,615.3 |
0.382 |
1,613.6 |
LOW |
1,608.2 |
0.618 |
1,599.4 |
1.000 |
1,594.0 |
1.618 |
1,585.2 |
2.618 |
1,571.0 |
4.250 |
1,547.9 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.2 |
1,613.0 |
PP |
1,616.2 |
1,607.8 |
S1 |
1,615.3 |
1,602.7 |
|