Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,624.0 |
1,630.0 |
6.0 |
0.4% |
1,602.8 |
High |
1,635.4 |
1,631.3 |
-4.1 |
-0.3% |
1,635.4 |
Low |
1,620.4 |
1,606.9 |
-13.5 |
-0.8% |
1,582.7 |
Close |
1,628.1 |
1,627.0 |
-1.1 |
-0.1% |
1,628.1 |
Range |
15.0 |
24.4 |
9.4 |
62.7% |
52.7 |
ATR |
28.7 |
28.4 |
-0.3 |
-1.1% |
0.0 |
Volume |
115,732 |
116,360 |
628 |
0.5% |
632,540 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.9 |
1,685.4 |
1,640.4 |
|
R3 |
1,670.5 |
1,661.0 |
1,633.7 |
|
R2 |
1,646.1 |
1,646.1 |
1,631.5 |
|
R1 |
1,636.6 |
1,636.6 |
1,629.2 |
1,629.2 |
PP |
1,621.7 |
1,621.7 |
1,621.7 |
1,618.0 |
S1 |
1,612.2 |
1,612.2 |
1,624.8 |
1,604.8 |
S2 |
1,597.3 |
1,597.3 |
1,622.5 |
|
S3 |
1,572.9 |
1,587.8 |
1,620.3 |
|
S4 |
1,548.5 |
1,563.4 |
1,613.6 |
|
|
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 |
1,586.4 |
49.0 |
3.0% |
21.9 |
1.3% |
83% |
False |
False |
127,330 |
10 |
1,642.4 |
1,556.4 |
86.0 |
5.3% |
26.8 |
1.6% |
82% |
False |
False |
140,007 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
30.2 |
1.9% |
86% |
False |
False |
129,554 |
40 |
1,674.3 |
1,529.3 |
145.0 |
8.9% |
26.2 |
1.6% |
67% |
False |
False |
70,465 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.5% |
24.6 |
1.5% |
57% |
False |
False |
48,604 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
25.2 |
1.5% |
36% |
False |
False |
37,432 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.2 |
1.5% |
36% |
False |
False |
30,306 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
23.5 |
1.4% |
36% |
False |
False |
25,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.0 |
2.618 |
1,695.2 |
1.618 |
1,670.8 |
1.000 |
1,655.7 |
0.618 |
1,646.4 |
HIGH |
1,631.3 |
0.618 |
1,622.0 |
0.500 |
1,619.1 |
0.382 |
1,616.2 |
LOW |
1,606.9 |
0.618 |
1,591.8 |
1.000 |
1,582.5 |
1.618 |
1,567.4 |
2.618 |
1,543.0 |
4.250 |
1,503.2 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,624.4 |
1,625.1 |
PP |
1,621.7 |
1,623.1 |
S1 |
1,619.1 |
1,621.2 |
|