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 |
12,608 |
12,778 |
170 |
1.3% |
12,605 |
High |
12,723 |
12,803 |
80 |
0.6% |
12,723 |
Low |
12,592 |
12,621 |
29 |
0.2% |
12,288 |
Close |
12,710 |
12,686 |
-24 |
-0.2% |
12,710 |
Range |
131 |
182 |
51 |
38.9% |
435 |
ATR |
181 |
181 |
0 |
0.0% |
0 |
Volume |
102,545 |
133,894 |
31,349 |
30.6% |
795,763 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,249 |
13,150 |
12,786 |
|
R3 |
13,067 |
12,968 |
12,736 |
|
R2 |
12,885 |
12,885 |
12,719 |
|
R1 |
12,786 |
12,786 |
12,703 |
12,745 |
PP |
12,703 |
12,703 |
12,703 |
12,683 |
S1 |
12,604 |
12,604 |
12,669 |
12,563 |
S2 |
12,521 |
12,521 |
12,653 |
|
S3 |
12,339 |
12,422 |
12,636 |
|
S4 |
12,157 |
12,240 |
12,586 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,879 |
13,729 |
12,949 |
|
R3 |
13,444 |
13,294 |
12,830 |
|
R2 |
13,009 |
13,009 |
12,790 |
|
R1 |
12,859 |
12,859 |
12,750 |
12,934 |
PP |
12,574 |
12,574 |
12,574 |
12,611 |
S1 |
12,424 |
12,424 |
12,670 |
12,499 |
S2 |
12,139 |
12,139 |
12,630 |
|
S3 |
11,704 |
11,989 |
12,591 |
|
S4 |
11,269 |
11,554 |
12,471 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,803 |
12,288 |
515 |
4.1% |
184 |
1.4% |
77% |
True |
False |
149,879 |
10 |
12,803 |
11,961 |
842 |
6.6% |
206 |
1.6% |
86% |
True |
False |
107,309 |
20 |
12,803 |
11,884 |
919 |
7.2% |
186 |
1.5% |
87% |
True |
False |
53,894 |
40 |
13,213 |
11,884 |
1,329 |
10.5% |
144 |
1.1% |
60% |
False |
False |
26,990 |
60 |
13,213 |
11,884 |
1,329 |
10.5% |
126 |
1.0% |
60% |
False |
False |
17,996 |
80 |
13,213 |
11,884 |
1,329 |
10.5% |
111 |
0.9% |
60% |
False |
False |
13,502 |
100 |
13,213 |
11,884 |
1,329 |
10.5% |
92 |
0.7% |
60% |
False |
False |
10,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,577 |
2.618 |
13,280 |
1.618 |
13,098 |
1.000 |
12,985 |
0.618 |
12,916 |
HIGH |
12,803 |
0.618 |
12,734 |
0.500 |
12,712 |
0.382 |
12,691 |
LOW |
12,621 |
0.618 |
12,509 |
1.000 |
12,439 |
1.618 |
12,327 |
2.618 |
12,145 |
4.250 |
11,848 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,712 |
12,659 |
PP |
12,703 |
12,632 |
S1 |
12,695 |
12,605 |
|