Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,630.0 |
1,627.3 |
-2.7 |
-0.2% |
1,602.8 |
High |
1,631.3 |
1,634.3 |
3.0 |
0.2% |
1,635.4 |
Low |
1,606.9 |
1,618.1 |
11.2 |
0.7% |
1,582.7 |
Close |
1,627.0 |
1,623.2 |
-3.8 |
-0.2% |
1,628.1 |
Range |
24.4 |
16.2 |
-8.2 |
-33.6% |
52.7 |
ATR |
28.4 |
27.5 |
-0.9 |
-3.1% |
0.0 |
Volume |
116,360 |
117,626 |
1,266 |
1.1% |
632,540 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.8 |
1,664.7 |
1,632.1 |
|
R3 |
1,657.6 |
1,648.5 |
1,627.7 |
|
R2 |
1,641.4 |
1,641.4 |
1,626.2 |
|
R1 |
1,632.3 |
1,632.3 |
1,624.7 |
1,628.8 |
PP |
1,625.2 |
1,625.2 |
1,625.2 |
1,623.4 |
S1 |
1,616.1 |
1,616.1 |
1,621.7 |
1,612.6 |
S2 |
1,609.0 |
1,609.0 |
1,620.2 |
|
S3 |
1,592.8 |
1,599.9 |
1,618.7 |
|
S4 |
1,576.6 |
1,583.7 |
1,614.3 |
|
|
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 |
1,606.9 |
28.5 |
1.8% |
18.6 |
1.1% |
57% |
False |
False |
122,042 |
10 |
1,642.4 |
1,556.4 |
86.0 |
5.3% |
27.2 |
1.7% |
78% |
False |
False |
142,501 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
30.3 |
1.9% |
83% |
False |
False |
134,062 |
40 |
1,674.3 |
1,529.3 |
145.0 |
8.9% |
26.1 |
1.6% |
65% |
False |
False |
73,369 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.5 |
1.5% |
55% |
False |
False |
50,532 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
25.3 |
1.6% |
35% |
False |
False |
38,894 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.1 |
1.5% |
35% |
False |
False |
31,469 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
23.5 |
1.4% |
35% |
False |
False |
26,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,703.2 |
2.618 |
1,676.7 |
1.618 |
1,660.5 |
1.000 |
1,650.5 |
0.618 |
1,644.3 |
HIGH |
1,634.3 |
0.618 |
1,628.1 |
0.500 |
1,626.2 |
0.382 |
1,624.3 |
LOW |
1,618.1 |
0.618 |
1,608.1 |
1.000 |
1,601.9 |
1.618 |
1,591.9 |
2.618 |
1,575.7 |
4.250 |
1,549.3 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,626.2 |
1,622.5 |
PP |
1,625.2 |
1,621.8 |
S1 |
1,624.2 |
1,621.2 |
|