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 |
1,608.2 |
1,621.2 |
13.0 |
0.8% |
1,623.0 |
High |
1,622.4 |
1,626.4 |
4.0 |
0.2% |
1,639.7 |
Low |
1,608.2 |
1,610.1 |
1.9 |
0.1% |
1,566.5 |
Close |
1,618.1 |
1,618.4 |
0.3 |
0.0% |
1,590.1 |
Range |
14.2 |
16.3 |
2.1 |
14.8% |
73.2 |
ATR |
28.5 |
27.7 |
-0.9 |
-3.1% |
0.0 |
Volume |
305 |
493 |
188 |
61.6% |
4,469 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.2 |
1,659.1 |
1,627.4 |
|
R3 |
1,650.9 |
1,642.8 |
1,622.9 |
|
R2 |
1,634.6 |
1,634.6 |
1,621.4 |
|
R1 |
1,626.5 |
1,626.5 |
1,619.9 |
1,622.4 |
PP |
1,618.3 |
1,618.3 |
1,618.3 |
1,616.3 |
S1 |
1,610.2 |
1,610.2 |
1,616.9 |
1,606.1 |
S2 |
1,602.0 |
1,602.0 |
1,615.4 |
|
S3 |
1,585.7 |
1,593.9 |
1,613.9 |
|
S4 |
1,569.4 |
1,577.6 |
1,609.4 |
|
|
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 |
1,626.4 |
1,566.5 |
59.9 |
3.7% |
21.4 |
1.3% |
87% |
True |
False |
250 |
10 |
1,639.7 |
1,545.5 |
94.2 |
5.8% |
28.9 |
1.8% |
77% |
False |
False |
837 |
20 |
1,639.7 |
1,530.4 |
109.3 |
6.8% |
29.5 |
1.8% |
81% |
False |
False |
78,771 |
40 |
1,672.3 |
1,526.7 |
145.6 |
9.0% |
25.6 |
1.6% |
63% |
False |
False |
107,880 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.7% |
25.0 |
1.5% |
53% |
False |
False |
104,638 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.5 |
1.6% |
34% |
False |
False |
82,904 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.4 |
1.6% |
34% |
False |
False |
67,394 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
25.8 |
1.6% |
34% |
False |
False |
56,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,695.7 |
2.618 |
1,669.1 |
1.618 |
1,652.8 |
1.000 |
1,642.7 |
0.618 |
1,636.5 |
HIGH |
1,626.4 |
0.618 |
1,620.2 |
0.500 |
1,618.3 |
0.382 |
1,616.3 |
LOW |
1,610.1 |
0.618 |
1,600.0 |
1.000 |
1,593.8 |
1.618 |
1,583.7 |
2.618 |
1,567.4 |
4.250 |
1,540.8 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.4 |
1,614.8 |
PP |
1,618.3 |
1,611.1 |
S1 |
1,618.3 |
1,607.5 |
|