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 |
4,027.0 |
4,069.0 |
42.0 |
1.0% |
4,027.0 |
High |
4,027.0 |
4,105.0 |
78.0 |
1.9% |
4,061.0 |
Low |
3,994.0 |
4,067.0 |
73.0 |
1.8% |
3,988.0 |
Close |
4,013.0 |
4,096.0 |
83.0 |
2.1% |
4,013.0 |
Range |
33.0 |
38.0 |
5.0 |
15.2% |
73.0 |
ATR |
44.0 |
47.4 |
3.4 |
7.8% |
0.0 |
Volume |
6,749 |
45,883 |
39,134 |
579.8% |
30,359 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,203.3 |
4,187.7 |
4,116.9 |
|
R3 |
4,165.3 |
4,149.7 |
4,106.5 |
|
R2 |
4,127.3 |
4,127.3 |
4,103.0 |
|
R1 |
4,111.7 |
4,111.7 |
4,099.5 |
4,119.5 |
PP |
4,089.3 |
4,089.3 |
4,089.3 |
4,093.3 |
S1 |
4,073.7 |
4,073.7 |
4,092.5 |
4,081.5 |
S2 |
4,051.3 |
4,051.3 |
4,089.0 |
|
S3 |
4,013.3 |
4,035.7 |
4,085.6 |
|
S4 |
3,975.3 |
3,997.7 |
4,075.1 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.7 |
4,199.3 |
4,053.2 |
|
R3 |
4,166.7 |
4,126.3 |
4,033.1 |
|
R2 |
4,093.7 |
4,093.7 |
4,026.4 |
|
R1 |
4,053.3 |
4,053.3 |
4,019.7 |
4,037.0 |
PP |
4,020.7 |
4,020.7 |
4,020.7 |
4,012.5 |
S1 |
3,980.3 |
3,980.3 |
4,006.3 |
3,964.0 |
S2 |
3,947.7 |
3,947.7 |
3,999.6 |
|
S3 |
3,874.7 |
3,907.3 |
3,992.9 |
|
S4 |
3,801.7 |
3,834.3 |
3,972.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,105.0 |
3,988.0 |
117.0 |
2.9% |
37.0 |
0.9% |
92% |
True |
False |
15,248 |
10 |
4,105.0 |
3,950.0 |
155.0 |
3.8% |
33.1 |
0.8% |
94% |
True |
False |
8,125 |
20 |
4,105.0 |
3,950.0 |
155.0 |
3.8% |
32.1 |
0.8% |
94% |
True |
False |
4,168 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
28.0 |
0.7% |
32% |
False |
False |
2,156 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
24.6 |
0.6% |
32% |
False |
False |
1,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,266.5 |
2.618 |
4,204.5 |
1.618 |
4,166.5 |
1.000 |
4,143.0 |
0.618 |
4,128.5 |
HIGH |
4,105.0 |
0.618 |
4,090.5 |
0.500 |
4,086.0 |
0.382 |
4,081.5 |
LOW |
4,067.0 |
0.618 |
4,043.5 |
1.000 |
4,029.0 |
1.618 |
4,005.5 |
2.618 |
3,967.5 |
4.250 |
3,905.5 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,092.7 |
4,079.5 |
PP |
4,089.3 |
4,063.0 |
S1 |
4,086.0 |
4,046.5 |
|