Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,337.00 |
1,301.00 |
-36.00 |
-2.7% |
1,267.25 |
High |
1,342.00 |
1,320.50 |
-21.50 |
-1.6% |
1,323.00 |
Low |
1,299.75 |
1,297.00 |
-2.75 |
-0.2% |
1,255.50 |
Close |
1,300.25 |
1,320.00 |
19.75 |
1.5% |
1,322.00 |
Range |
42.25 |
23.50 |
-18.75 |
-44.4% |
67.50 |
ATR |
23.24 |
23.26 |
0.02 |
0.1% |
0.00 |
Volume |
3,116,807 |
2,899,992 |
-216,815 |
-7.0% |
3,344,985 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.00 |
1,375.00 |
1,333.00 |
|
R3 |
1,359.50 |
1,351.50 |
1,326.50 |
|
R2 |
1,336.00 |
1,336.00 |
1,324.25 |
|
R1 |
1,328.00 |
1,328.00 |
1,322.25 |
1,332.00 |
PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,314.50 |
S1 |
1,304.50 |
1,304.50 |
1,317.75 |
1,308.50 |
S2 |
1,289.00 |
1,289.00 |
1,315.75 |
|
S3 |
1,265.50 |
1,281.00 |
1,313.50 |
|
S4 |
1,242.00 |
1,257.50 |
1,307.00 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.75 |
1,479.75 |
1,359.00 |
|
R3 |
1,435.25 |
1,412.25 |
1,340.50 |
|
R2 |
1,367.75 |
1,367.75 |
1,334.50 |
|
R1 |
1,344.75 |
1,344.75 |
1,328.25 |
1,356.25 |
PP |
1,300.25 |
1,300.25 |
1,300.25 |
1,306.00 |
S1 |
1,277.25 |
1,277.25 |
1,315.75 |
1,288.75 |
S2 |
1,232.75 |
1,232.75 |
1,309.50 |
|
S3 |
1,165.25 |
1,209.75 |
1,303.50 |
|
S4 |
1,097.75 |
1,142.25 |
1,285.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.00 |
1,276.50 |
65.50 |
5.0% |
28.00 |
2.1% |
66% |
False |
False |
1,835,696 |
10 |
1,342.00 |
1,255.50 |
86.50 |
6.6% |
26.00 |
2.0% |
75% |
False |
False |
940,495 |
20 |
1,342.00 |
1,255.50 |
86.50 |
6.6% |
23.50 |
1.8% |
75% |
False |
False |
473,416 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.3% |
20.75 |
1.6% |
43% |
False |
False |
237,671 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
19.50 |
1.5% |
41% |
False |
False |
158,953 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
17.25 |
1.3% |
41% |
False |
False |
119,236 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
15.50 |
1.2% |
41% |
False |
False |
95,393 |
120 |
1,413.50 |
1,225.75 |
187.75 |
14.2% |
13.50 |
1.0% |
50% |
False |
False |
79,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.50 |
2.618 |
1,382.00 |
1.618 |
1,358.50 |
1.000 |
1,344.00 |
0.618 |
1,335.00 |
HIGH |
1,320.50 |
0.618 |
1,311.50 |
0.500 |
1,308.75 |
0.382 |
1,306.00 |
LOW |
1,297.00 |
0.618 |
1,282.50 |
1.000 |
1,273.50 |
1.618 |
1,259.00 |
2.618 |
1,235.50 |
4.250 |
1,197.00 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,316.25 |
1,319.75 |
PP |
1,312.50 |
1,319.75 |
S1 |
1,308.75 |
1,319.50 |
|