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 |
5,454.5 |
5,546.0 |
91.5 |
1.7% |
5,460.0 |
High |
5,559.0 |
5,604.0 |
45.0 |
0.8% |
5,510.0 |
Low |
5,448.0 |
5,520.0 |
72.0 |
1.3% |
5,357.0 |
Close |
5,537.5 |
5,579.5 |
42.0 |
0.8% |
5,459.5 |
Range |
111.0 |
84.0 |
-27.0 |
-24.3% |
153.0 |
ATR |
90.8 |
90.3 |
-0.5 |
-0.5% |
0.0 |
Volume |
114,024 |
105,485 |
-8,539 |
-7.5% |
602,987 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.0 |
5,783.5 |
5,625.5 |
|
R3 |
5,736.0 |
5,699.5 |
5,602.5 |
|
R2 |
5,652.0 |
5,652.0 |
5,595.0 |
|
R1 |
5,615.5 |
5,615.5 |
5,587.0 |
5,634.0 |
PP |
5,568.0 |
5,568.0 |
5,568.0 |
5,577.0 |
S1 |
5,531.5 |
5,531.5 |
5,572.0 |
5,550.0 |
S2 |
5,484.0 |
5,484.0 |
5,564.0 |
|
S3 |
5,400.0 |
5,447.5 |
5,556.5 |
|
S4 |
5,316.0 |
5,363.5 |
5,533.5 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,901.0 |
5,833.5 |
5,543.5 |
|
R3 |
5,748.0 |
5,680.5 |
5,501.5 |
|
R2 |
5,595.0 |
5,595.0 |
5,487.5 |
|
R1 |
5,527.5 |
5,527.5 |
5,473.5 |
5,485.0 |
PP |
5,442.0 |
5,442.0 |
5,442.0 |
5,421.0 |
S1 |
5,374.5 |
5,374.5 |
5,445.5 |
5,332.0 |
S2 |
5,289.0 |
5,289.0 |
5,431.5 |
|
S3 |
5,136.0 |
5,221.5 |
5,417.5 |
|
S4 |
4,983.0 |
5,068.5 |
5,375.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,604.0 |
5,379.5 |
224.5 |
4.0% |
88.5 |
1.6% |
89% |
True |
False |
115,283 |
10 |
5,604.0 |
5,339.0 |
265.0 |
4.7% |
94.0 |
1.7% |
91% |
True |
False |
99,391 |
20 |
5,604.0 |
5,176.0 |
428.0 |
7.7% |
88.5 |
1.6% |
94% |
True |
False |
50,425 |
40 |
5,740.0 |
5,176.0 |
564.0 |
10.1% |
73.0 |
1.3% |
72% |
False |
False |
25,238 |
60 |
5,840.0 |
5,176.0 |
664.0 |
11.9% |
69.5 |
1.2% |
61% |
False |
False |
16,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,961.0 |
2.618 |
5,824.0 |
1.618 |
5,740.0 |
1.000 |
5,688.0 |
0.618 |
5,656.0 |
HIGH |
5,604.0 |
0.618 |
5,572.0 |
0.500 |
5,562.0 |
0.382 |
5,552.0 |
LOW |
5,520.0 |
0.618 |
5,468.0 |
1.000 |
5,436.0 |
1.618 |
5,384.0 |
2.618 |
5,300.0 |
4.250 |
5,163.0 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
5,573.5 |
5,556.0 |
PP |
5,568.0 |
5,532.0 |
S1 |
5,562.0 |
5,508.5 |
|