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 |
1,619.0 |
1,624.0 |
5.0 |
0.3% |
1,602.8 |
High |
1,629.0 |
1,635.4 |
6.4 |
0.4% |
1,635.4 |
Low |
1,610.4 |
1,620.4 |
10.0 |
0.6% |
1,582.7 |
Close |
1,619.6 |
1,628.1 |
8.5 |
0.5% |
1,628.1 |
Range |
18.6 |
15.0 |
-3.6 |
-19.4% |
52.7 |
ATR |
29.7 |
28.7 |
-1.0 |
-3.3% |
0.0 |
Volume |
136,392 |
115,732 |
-20,660 |
-15.1% |
632,540 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.0 |
1,665.5 |
1,636.4 |
|
R3 |
1,658.0 |
1,650.5 |
1,632.2 |
|
R2 |
1,643.0 |
1,643.0 |
1,630.9 |
|
R1 |
1,635.5 |
1,635.5 |
1,629.5 |
1,639.3 |
PP |
1,628.0 |
1,628.0 |
1,628.0 |
1,629.8 |
S1 |
1,620.5 |
1,620.5 |
1,626.7 |
1,624.3 |
S2 |
1,613.0 |
1,613.0 |
1,625.4 |
|
S3 |
1,598.0 |
1,605.5 |
1,624.0 |
|
S4 |
1,583.0 |
1,590.5 |
1,619.9 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.5 |
1,753.5 |
1,657.1 |
|
R3 |
1,720.8 |
1,700.8 |
1,642.6 |
|
R2 |
1,668.1 |
1,668.1 |
1,637.8 |
|
R1 |
1,648.1 |
1,648.1 |
1,632.9 |
1,658.1 |
PP |
1,615.4 |
1,615.4 |
1,615.4 |
1,620.4 |
S1 |
1,595.4 |
1,595.4 |
1,623.3 |
1,605.4 |
S2 |
1,562.7 |
1,562.7 |
1,618.4 |
|
S3 |
1,510.0 |
1,542.7 |
1,613.6 |
|
S4 |
1,457.3 |
1,490.0 |
1,599.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,635.4 |
1,582.7 |
52.7 |
3.2% |
22.3 |
1.4% |
86% |
True |
False |
126,508 |
10 |
1,642.4 |
1,556.4 |
86.0 |
5.3% |
26.3 |
1.6% |
83% |
False |
False |
141,092 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
30.5 |
1.9% |
87% |
False |
False |
124,692 |
40 |
1,674.3 |
1,529.3 |
145.0 |
8.9% |
25.8 |
1.6% |
68% |
False |
False |
67,698 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.5% |
24.6 |
1.5% |
58% |
False |
False |
46,700 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
25.1 |
1.5% |
37% |
False |
False |
36,005 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.5 |
1.5% |
37% |
False |
False |
29,167 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
23.3 |
1.4% |
37% |
False |
False |
24,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.2 |
2.618 |
1,674.7 |
1.618 |
1,659.7 |
1.000 |
1,650.4 |
0.618 |
1,644.7 |
HIGH |
1,635.4 |
0.618 |
1,629.7 |
0.500 |
1,627.9 |
0.382 |
1,626.1 |
LOW |
1,620.4 |
0.618 |
1,611.1 |
1.000 |
1,605.4 |
1.618 |
1,596.1 |
2.618 |
1,581.1 |
4.250 |
1,556.7 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,628.0 |
1,625.8 |
PP |
1,628.0 |
1,623.5 |
S1 |
1,627.9 |
1,621.2 |
|