Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,301.00 |
1,319.75 |
18.75 |
1.4% |
1,267.25 |
High |
1,320.50 |
1,321.25 |
0.75 |
0.1% |
1,323.00 |
Low |
1,297.00 |
1,303.50 |
6.50 |
0.5% |
1,255.50 |
Close |
1,320.00 |
1,308.75 |
-11.25 |
-0.9% |
1,322.00 |
Range |
23.50 |
17.75 |
-5.75 |
-24.5% |
67.50 |
ATR |
23.26 |
22.87 |
-0.39 |
-1.7% |
0.00 |
Volume |
2,899,992 |
2,566,729 |
-333,263 |
-11.5% |
3,344,985 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.50 |
1,354.25 |
1,318.50 |
|
R3 |
1,346.75 |
1,336.50 |
1,313.75 |
|
R2 |
1,329.00 |
1,329.00 |
1,312.00 |
|
R1 |
1,318.75 |
1,318.75 |
1,310.50 |
1,315.00 |
PP |
1,311.25 |
1,311.25 |
1,311.25 |
1,309.25 |
S1 |
1,301.00 |
1,301.00 |
1,307.00 |
1,297.25 |
S2 |
1,293.50 |
1,293.50 |
1,305.50 |
|
S3 |
1,275.75 |
1,283.25 |
1,303.75 |
|
S4 |
1,258.00 |
1,265.50 |
1,299.00 |
|
|
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 |
1,297.00 |
45.00 |
3.4% |
25.00 |
1.9% |
26% |
False |
False |
2,301,323 |
10 |
1,342.00 |
1,255.50 |
86.50 |
6.6% |
25.25 |
1.9% |
62% |
False |
False |
1,195,828 |
20 |
1,342.00 |
1,255.50 |
86.50 |
6.6% |
23.50 |
1.8% |
62% |
False |
False |
601,684 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.4% |
20.50 |
1.6% |
36% |
False |
False |
301,830 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
19.50 |
1.5% |
34% |
False |
False |
201,715 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
17.25 |
1.3% |
34% |
False |
False |
151,320 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
15.50 |
1.2% |
34% |
False |
False |
121,060 |
120 |
1,413.50 |
1,234.00 |
179.50 |
13.7% |
13.75 |
1.0% |
42% |
False |
False |
100,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.75 |
2.618 |
1,367.75 |
1.618 |
1,350.00 |
1.000 |
1,339.00 |
0.618 |
1,332.25 |
HIGH |
1,321.25 |
0.618 |
1,314.50 |
0.500 |
1,312.50 |
0.382 |
1,310.25 |
LOW |
1,303.50 |
0.618 |
1,292.50 |
1.000 |
1,285.75 |
1.618 |
1,274.75 |
2.618 |
1,257.00 |
4.250 |
1,228.00 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,312.50 |
1,319.50 |
PP |
1,311.25 |
1,316.00 |
S1 |
1,310.00 |
1,312.25 |
|