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 |
4,069.0 |
4,081.0 |
12.0 |
0.3% |
4,027.0 |
High |
4,105.0 |
4,094.0 |
-11.0 |
-0.3% |
4,061.0 |
Low |
4,067.0 |
4,062.0 |
-5.0 |
-0.1% |
3,988.0 |
Close |
4,096.0 |
4,091.0 |
-5.0 |
-0.1% |
4,013.0 |
Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
73.0 |
ATR |
47.4 |
46.5 |
-1.0 |
-2.0% |
0.0 |
Volume |
45,883 |
135,134 |
89,251 |
194.5% |
30,359 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.3 |
4,166.7 |
4,108.6 |
|
R3 |
4,146.3 |
4,134.7 |
4,099.8 |
|
R2 |
4,114.3 |
4,114.3 |
4,096.9 |
|
R1 |
4,102.7 |
4,102.7 |
4,093.9 |
4,108.5 |
PP |
4,082.3 |
4,082.3 |
4,082.3 |
4,085.3 |
S1 |
4,070.7 |
4,070.7 |
4,088.1 |
4,076.5 |
S2 |
4,050.3 |
4,050.3 |
4,085.1 |
|
S3 |
4,018.3 |
4,038.7 |
4,082.2 |
|
S4 |
3,986.3 |
4,006.7 |
4,073.4 |
|
|
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% |
38.8 |
0.9% |
88% |
False |
False |
40,255 |
10 |
4,105.0 |
3,988.0 |
117.0 |
2.9% |
34.6 |
0.8% |
88% |
False |
False |
21,613 |
20 |
4,105.0 |
3,950.0 |
155.0 |
3.8% |
31.8 |
0.8% |
91% |
False |
False |
10,904 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
28.5 |
0.7% |
31% |
False |
False |
5,529 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
24.5 |
0.6% |
31% |
False |
False |
3,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,230.0 |
2.618 |
4,177.8 |
1.618 |
4,145.8 |
1.000 |
4,126.0 |
0.618 |
4,113.8 |
HIGH |
4,094.0 |
0.618 |
4,081.8 |
0.500 |
4,078.0 |
0.382 |
4,074.2 |
LOW |
4,062.0 |
0.618 |
4,042.2 |
1.000 |
4,030.0 |
1.618 |
4,010.2 |
2.618 |
3,978.2 |
4.250 |
3,926.0 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,086.7 |
4,077.2 |
PP |
4,082.3 |
4,063.3 |
S1 |
4,078.0 |
4,049.5 |
|