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 |
1,597.6 |
1,611.1 |
13.5 |
0.8% |
1,626.8 |
High |
1,618.9 |
1,626.0 |
7.1 |
0.4% |
1,642.4 |
Low |
1,586.4 |
1,607.0 |
20.6 |
1.3% |
1,556.4 |
Close |
1,613.8 |
1,619.4 |
5.6 |
0.3% |
1,591.4 |
Range |
32.5 |
19.0 |
-13.5 |
-41.5% |
86.0 |
ATR |
31.4 |
30.6 |
-0.9 |
-2.8% |
0.0 |
Volume |
144,062 |
124,104 |
-19,958 |
-13.9% |
778,381 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.5 |
1,665.9 |
1,629.9 |
|
R3 |
1,655.5 |
1,646.9 |
1,624.6 |
|
R2 |
1,636.5 |
1,636.5 |
1,622.9 |
|
R1 |
1,627.9 |
1,627.9 |
1,621.1 |
1,632.2 |
PP |
1,617.5 |
1,617.5 |
1,617.5 |
1,619.6 |
S1 |
1,608.9 |
1,608.9 |
1,617.7 |
1,613.2 |
S2 |
1,598.5 |
1,598.5 |
1,615.9 |
|
S3 |
1,579.5 |
1,589.9 |
1,614.2 |
|
S4 |
1,560.5 |
1,570.9 |
1,609.0 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.7 |
1,809.1 |
1,638.7 |
|
R3 |
1,768.7 |
1,723.1 |
1,615.1 |
|
R2 |
1,682.7 |
1,682.7 |
1,607.2 |
|
R1 |
1,637.1 |
1,637.1 |
1,599.3 |
1,616.9 |
PP |
1,596.7 |
1,596.7 |
1,596.7 |
1,586.7 |
S1 |
1,551.1 |
1,551.1 |
1,583.5 |
1,530.9 |
S2 |
1,510.7 |
1,510.7 |
1,575.6 |
|
S3 |
1,424.7 |
1,465.1 |
1,567.8 |
|
S4 |
1,338.7 |
1,379.1 |
1,544.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.7 |
1,556.4 |
74.3 |
4.6% |
33.9 |
2.1% |
85% |
False |
False |
153,735 |
10 |
1,642.4 |
1,545.5 |
96.9 |
6.0% |
33.7 |
2.1% |
76% |
False |
False |
161,162 |
20 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
32.1 |
2.0% |
80% |
False |
False |
113,440 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
25.9 |
1.6% |
62% |
False |
False |
61,443 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.6 |
1.5% |
53% |
False |
False |
42,574 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
25.3 |
1.6% |
34% |
False |
False |
32,928 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.4 |
1.5% |
34% |
False |
False |
26,679 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.3 |
1.4% |
34% |
False |
False |
22,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.8 |
2.618 |
1,675.7 |
1.618 |
1,656.7 |
1.000 |
1,645.0 |
0.618 |
1,637.7 |
HIGH |
1,626.0 |
0.618 |
1,618.7 |
0.500 |
1,616.5 |
0.382 |
1,614.3 |
LOW |
1,607.0 |
0.618 |
1,595.3 |
1.000 |
1,588.0 |
1.618 |
1,576.3 |
2.618 |
1,557.3 |
4.250 |
1,526.3 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.4 |
1,614.4 |
PP |
1,617.5 |
1,609.4 |
S1 |
1,616.5 |
1,604.4 |
|