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 |
1,621.2 |
1,624.3 |
3.1 |
0.2% |
1,608.0 |
High |
1,626.4 |
1,630.0 |
3.6 |
0.2% |
1,630.0 |
Low |
1,610.1 |
1,621.5 |
11.4 |
0.7% |
1,583.0 |
Close |
1,618.4 |
1,627.0 |
8.6 |
0.5% |
1,627.0 |
Range |
16.3 |
8.5 |
-7.8 |
-47.9% |
47.0 |
ATR |
27.7 |
26.5 |
-1.1 |
-4.1% |
0.0 |
Volume |
493 |
35 |
-458 |
-92.9% |
1,130 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.7 |
1,647.8 |
1,631.7 |
|
R3 |
1,643.2 |
1,639.3 |
1,629.3 |
|
R2 |
1,634.7 |
1,634.7 |
1,628.6 |
|
R1 |
1,630.8 |
1,630.8 |
1,627.8 |
1,632.8 |
PP |
1,626.2 |
1,626.2 |
1,626.2 |
1,627.1 |
S1 |
1,622.3 |
1,622.3 |
1,626.2 |
1,624.3 |
S2 |
1,617.7 |
1,617.7 |
1,625.4 |
|
S3 |
1,609.2 |
1,613.8 |
1,624.7 |
|
S4 |
1,600.7 |
1,605.3 |
1,622.3 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.3 |
1,737.7 |
1,652.9 |
|
R3 |
1,707.3 |
1,690.7 |
1,639.9 |
|
R2 |
1,660.3 |
1,660.3 |
1,635.6 |
|
R1 |
1,643.7 |
1,643.7 |
1,631.3 |
1,652.0 |
PP |
1,613.3 |
1,613.3 |
1,613.3 |
1,617.5 |
S1 |
1,596.7 |
1,596.7 |
1,622.7 |
1,605.0 |
S2 |
1,566.3 |
1,566.3 |
1,618.4 |
|
S3 |
1,519.3 |
1,549.7 |
1,614.1 |
|
S4 |
1,472.3 |
1,502.7 |
1,601.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.0 |
1,583.0 |
47.0 |
2.9% |
17.7 |
1.1% |
94% |
True |
False |
226 |
10 |
1,639.7 |
1,566.5 |
73.2 |
4.5% |
21.3 |
1.3% |
83% |
False |
False |
559 |
20 |
1,639.7 |
1,530.4 |
109.3 |
6.7% |
27.9 |
1.7% |
88% |
False |
False |
68,654 |
40 |
1,672.3 |
1,526.7 |
145.6 |
8.9% |
25.2 |
1.5% |
69% |
False |
False |
104,080 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.6% |
24.9 |
1.5% |
58% |
False |
False |
104,295 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.5% |
26.2 |
1.6% |
37% |
False |
False |
82,828 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.5% |
26.3 |
1.6% |
37% |
False |
False |
67,348 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.5% |
25.8 |
1.6% |
37% |
False |
False |
56,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.1 |
2.618 |
1,652.3 |
1.618 |
1,643.8 |
1.000 |
1,638.5 |
0.618 |
1,635.3 |
HIGH |
1,630.0 |
0.618 |
1,626.8 |
0.500 |
1,625.8 |
0.382 |
1,624.7 |
LOW |
1,621.5 |
0.618 |
1,616.2 |
1.000 |
1,613.0 |
1.618 |
1,607.7 |
2.618 |
1,599.2 |
4.250 |
1,585.4 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,626.6 |
1,624.4 |
PP |
1,626.2 |
1,621.7 |
S1 |
1,625.8 |
1,619.1 |
|