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 |
1,611.1 |
1,619.0 |
7.9 |
0.5% |
1,626.8 |
High |
1,626.0 |
1,629.0 |
3.0 |
0.2% |
1,642.4 |
Low |
1,607.0 |
1,610.4 |
3.4 |
0.2% |
1,556.4 |
Close |
1,619.4 |
1,619.6 |
0.2 |
0.0% |
1,591.4 |
Range |
19.0 |
18.6 |
-0.4 |
-2.1% |
86.0 |
ATR |
30.6 |
29.7 |
-0.9 |
-2.8% |
0.0 |
Volume |
124,104 |
136,392 |
12,288 |
9.9% |
778,381 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.5 |
1,666.1 |
1,629.8 |
|
R3 |
1,656.9 |
1,647.5 |
1,624.7 |
|
R2 |
1,638.3 |
1,638.3 |
1,623.0 |
|
R1 |
1,628.9 |
1,628.9 |
1,621.3 |
1,633.6 |
PP |
1,619.7 |
1,619.7 |
1,619.7 |
1,622.0 |
S1 |
1,610.3 |
1,610.3 |
1,617.9 |
1,615.0 |
S2 |
1,601.1 |
1,601.1 |
1,616.2 |
|
S3 |
1,582.5 |
1,591.7 |
1,614.5 |
|
S4 |
1,563.9 |
1,573.1 |
1,609.4 |
|
|
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 |
1,629.0 |
1,556.4 |
72.6 |
4.5% |
27.3 |
1.7% |
87% |
True |
False |
133,051 |
10 |
1,642.4 |
1,545.5 |
96.9 |
6.0% |
33.4 |
2.1% |
76% |
False |
False |
158,175 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
31.8 |
2.0% |
79% |
False |
False |
119,720 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
26.0 |
1.6% |
62% |
False |
False |
64,820 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.6 |
1.5% |
53% |
False |
False |
44,805 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
25.2 |
1.6% |
34% |
False |
False |
34,598 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.5 |
1.5% |
34% |
False |
False |
28,034 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.3 |
1.4% |
34% |
False |
False |
23,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.1 |
2.618 |
1,677.7 |
1.618 |
1,659.1 |
1.000 |
1,647.6 |
0.618 |
1,640.5 |
HIGH |
1,629.0 |
0.618 |
1,621.9 |
0.500 |
1,619.7 |
0.382 |
1,617.5 |
LOW |
1,610.4 |
0.618 |
1,598.9 |
1.000 |
1,591.8 |
1.618 |
1,580.3 |
2.618 |
1,561.7 |
4.250 |
1,531.4 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.7 |
1,615.6 |
PP |
1,619.7 |
1,611.7 |
S1 |
1,619.6 |
1,607.7 |
|