Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,607.7 |
1,565.7 |
-42.0 |
-2.6% |
1,630.0 |
High |
1,608.2 |
1,574.1 |
-34.1 |
-2.1% |
1,634.3 |
Low |
1,564.8 |
1,558.6 |
-6.2 |
-0.4% |
1,558.6 |
Close |
1,565.5 |
1,566.9 |
1.4 |
0.1% |
1,566.9 |
Range |
43.4 |
15.5 |
-27.9 |
-64.3% |
75.7 |
ATR |
29.6 |
28.6 |
-1.0 |
-3.4% |
0.0 |
Volume |
198,593 |
113,516 |
-85,077 |
-42.8% |
750,076 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,613.0 |
1,605.5 |
1,575.4 |
|
R3 |
1,597.5 |
1,590.0 |
1,571.2 |
|
R2 |
1,582.0 |
1,582.0 |
1,569.7 |
|
R1 |
1,574.5 |
1,574.5 |
1,568.3 |
1,578.3 |
PP |
1,566.5 |
1,566.5 |
1,566.5 |
1,568.4 |
S1 |
1,559.0 |
1,559.0 |
1,565.5 |
1,562.8 |
S2 |
1,551.0 |
1,551.0 |
1,564.1 |
|
S3 |
1,535.5 |
1,543.5 |
1,562.6 |
|
S4 |
1,520.0 |
1,528.0 |
1,558.4 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.7 |
1,766.0 |
1,608.5 |
|
R3 |
1,738.0 |
1,690.3 |
1,587.7 |
|
R2 |
1,662.3 |
1,662.3 |
1,580.8 |
|
R1 |
1,614.6 |
1,614.6 |
1,573.8 |
1,600.6 |
PP |
1,586.6 |
1,586.6 |
1,586.6 |
1,579.6 |
S1 |
1,538.9 |
1,538.9 |
1,560.0 |
1,524.9 |
S2 |
1,510.9 |
1,510.9 |
1,553.0 |
|
S3 |
1,435.2 |
1,463.2 |
1,546.1 |
|
S4 |
1,359.5 |
1,387.5 |
1,525.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,634.3 |
1,558.6 |
75.7 |
4.8% |
26.5 |
1.7% |
11% |
False |
True |
150,015 |
10 |
1,635.4 |
1,558.6 |
76.8 |
4.9% |
24.4 |
1.6% |
11% |
False |
True |
138,261 |
20 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
30.2 |
1.9% |
32% |
False |
False |
155,271 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.3% |
27.1 |
1.7% |
26% |
False |
False |
85,753 |
60 |
1,687.1 |
1,529.3 |
157.8 |
10.1% |
24.7 |
1.6% |
24% |
False |
False |
58,921 |
80 |
1,731.0 |
1,529.3 |
201.7 |
12.9% |
24.7 |
1.6% |
19% |
False |
False |
45,238 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
24.6 |
1.6% |
14% |
False |
False |
36,592 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
23.7 |
1.5% |
14% |
False |
False |
30,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,640.0 |
2.618 |
1,614.7 |
1.618 |
1,599.2 |
1.000 |
1,589.6 |
0.618 |
1,583.7 |
HIGH |
1,574.1 |
0.618 |
1,568.2 |
0.500 |
1,566.4 |
0.382 |
1,564.5 |
LOW |
1,558.6 |
0.618 |
1,549.0 |
1.000 |
1,543.1 |
1.618 |
1,533.5 |
2.618 |
1,518.0 |
4.250 |
1,492.7 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,566.7 |
1,591.1 |
PP |
1,566.5 |
1,583.0 |
S1 |
1,566.4 |
1,575.0 |
|