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 |
12,685 |
12,758 |
73 |
0.6% |
12,605 |
High |
12,829 |
12,808 |
-21 |
-0.2% |
12,723 |
Low |
12,657 |
12,671 |
14 |
0.1% |
12,288 |
Close |
12,762 |
12,763 |
1 |
0.0% |
12,710 |
Range |
172 |
137 |
-35 |
-20.3% |
435 |
ATR |
180 |
177 |
-3 |
-1.7% |
0 |
Volume |
108,774 |
169,232 |
60,458 |
55.6% |
795,763 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,158 |
13,098 |
12,838 |
|
R3 |
13,021 |
12,961 |
12,801 |
|
R2 |
12,884 |
12,884 |
12,788 |
|
R1 |
12,824 |
12,824 |
12,776 |
12,854 |
PP |
12,747 |
12,747 |
12,747 |
12,763 |
S1 |
12,687 |
12,687 |
12,751 |
12,717 |
S2 |
12,610 |
12,610 |
12,738 |
|
S3 |
12,473 |
12,550 |
12,725 |
|
S4 |
12,336 |
12,413 |
12,688 |
|
|
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 |
12,829 |
12,406 |
423 |
3.3% |
170 |
1.3% |
84% |
False |
False |
137,476 |
10 |
12,829 |
12,288 |
541 |
4.2% |
197 |
1.5% |
88% |
False |
False |
133,768 |
20 |
12,829 |
11,884 |
945 |
7.4% |
187 |
1.5% |
93% |
False |
False |
67,752 |
40 |
13,213 |
11,884 |
1,329 |
10.4% |
151 |
1.2% |
66% |
False |
False |
33,940 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
127 |
1.0% |
66% |
False |
False |
22,629 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
114 |
0.9% |
66% |
False |
False |
16,977 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
96 |
0.7% |
66% |
False |
False |
13,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,390 |
2.618 |
13,167 |
1.618 |
13,030 |
1.000 |
12,945 |
0.618 |
12,893 |
HIGH |
12,808 |
0.618 |
12,756 |
0.500 |
12,740 |
0.382 |
12,723 |
LOW |
12,671 |
0.618 |
12,586 |
1.000 |
12,534 |
1.618 |
12,449 |
2.618 |
12,312 |
4.250 |
12,089 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,755 |
12,750 |
PP |
12,747 |
12,738 |
S1 |
12,740 |
12,725 |
|