Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,619.3 |
1,607.7 |
-11.6 |
-0.7% |
1,602.8 |
High |
1,623.6 |
1,608.2 |
-15.4 |
-0.9% |
1,635.4 |
Low |
1,590.5 |
1,564.8 |
-25.7 |
-1.6% |
1,582.7 |
Close |
1,615.8 |
1,565.5 |
-50.3 |
-3.1% |
1,628.1 |
Range |
33.1 |
43.4 |
10.3 |
31.1% |
52.7 |
ATR |
27.9 |
29.6 |
1.6 |
5.9% |
0.0 |
Volume |
203,981 |
198,593 |
-5,388 |
-2.6% |
632,540 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.7 |
1,681.0 |
1,589.4 |
|
R3 |
1,666.3 |
1,637.6 |
1,577.4 |
|
R2 |
1,622.9 |
1,622.9 |
1,573.5 |
|
R1 |
1,594.2 |
1,594.2 |
1,569.5 |
1,586.9 |
PP |
1,579.5 |
1,579.5 |
1,579.5 |
1,575.8 |
S1 |
1,550.8 |
1,550.8 |
1,561.5 |
1,543.5 |
S2 |
1,536.1 |
1,536.1 |
1,557.5 |
|
S3 |
1,492.7 |
1,507.4 |
1,553.6 |
|
S4 |
1,449.3 |
1,464.0 |
1,541.6 |
|
|
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 |
1,564.8 |
70.6 |
4.5% |
26.4 |
1.7% |
1% |
False |
True |
150,458 |
10 |
1,635.4 |
1,556.4 |
79.0 |
5.0% |
26.9 |
1.7% |
12% |
False |
False |
141,754 |
20 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
30.7 |
2.0% |
30% |
False |
False |
151,308 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.3% |
27.1 |
1.7% |
25% |
False |
False |
83,093 |
60 |
1,687.3 |
1,529.3 |
158.0 |
10.1% |
24.9 |
1.6% |
23% |
False |
False |
57,143 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
25.8 |
1.6% |
13% |
False |
False |
43,839 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
24.6 |
1.6% |
13% |
False |
False |
35,466 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
23.7 |
1.5% |
13% |
False |
False |
29,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.7 |
2.618 |
1,721.8 |
1.618 |
1,678.4 |
1.000 |
1,651.6 |
0.618 |
1,635.0 |
HIGH |
1,608.2 |
0.618 |
1,591.6 |
0.500 |
1,586.5 |
0.382 |
1,581.4 |
LOW |
1,564.8 |
0.618 |
1,538.0 |
1.000 |
1,521.4 |
1.618 |
1,494.6 |
2.618 |
1,451.2 |
4.250 |
1,380.4 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,586.5 |
1,599.6 |
PP |
1,579.5 |
1,588.2 |
S1 |
1,572.5 |
1,576.9 |
|