Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,627.3 |
1,619.3 |
-8.0 |
-0.5% |
1,602.8 |
High |
1,634.3 |
1,623.6 |
-10.7 |
-0.7% |
1,635.4 |
Low |
1,618.1 |
1,590.5 |
-27.6 |
-1.7% |
1,582.7 |
Close |
1,623.2 |
1,615.8 |
-7.4 |
-0.5% |
1,628.1 |
Range |
16.2 |
33.1 |
16.9 |
104.3% |
52.7 |
ATR |
27.5 |
27.9 |
0.4 |
1.4% |
0.0 |
Volume |
117,626 |
203,981 |
86,355 |
73.4% |
632,540 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.3 |
1,695.6 |
1,634.0 |
|
R3 |
1,676.2 |
1,662.5 |
1,624.9 |
|
R2 |
1,643.1 |
1,643.1 |
1,621.9 |
|
R1 |
1,629.4 |
1,629.4 |
1,618.8 |
1,619.7 |
PP |
1,610.0 |
1,610.0 |
1,610.0 |
1,605.1 |
S1 |
1,596.3 |
1,596.3 |
1,612.8 |
1,586.6 |
S2 |
1,576.9 |
1,576.9 |
1,609.7 |
|
S3 |
1,543.8 |
1,563.2 |
1,606.7 |
|
S4 |
1,510.7 |
1,530.1 |
1,597.6 |
|
|
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 |
1,590.5 |
44.9 |
2.8% |
21.5 |
1.3% |
56% |
False |
True |
138,018 |
10 |
1,635.4 |
1,556.4 |
79.0 |
4.9% |
27.7 |
1.7% |
75% |
False |
False |
145,876 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
30.3 |
1.9% |
76% |
False |
False |
143,065 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
26.6 |
1.6% |
60% |
False |
False |
78,268 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.4 |
1.5% |
50% |
False |
False |
53,906 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
25.5 |
1.6% |
32% |
False |
False |
41,395 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.3 |
1.5% |
32% |
False |
False |
33,501 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.6 |
1.5% |
32% |
False |
False |
28,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.3 |
2.618 |
1,710.3 |
1.618 |
1,677.2 |
1.000 |
1,656.7 |
0.618 |
1,644.1 |
HIGH |
1,623.6 |
0.618 |
1,611.0 |
0.500 |
1,607.1 |
0.382 |
1,603.1 |
LOW |
1,590.5 |
0.618 |
1,570.0 |
1.000 |
1,557.4 |
1.618 |
1,536.9 |
2.618 |
1,503.8 |
4.250 |
1,449.8 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,612.9 |
1,614.7 |
PP |
1,610.0 |
1,613.5 |
S1 |
1,607.1 |
1,612.4 |
|