Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,319.75 |
1,309.00 |
-10.75 |
-0.8% |
1,267.25 |
High |
1,321.25 |
1,327.75 |
6.50 |
0.5% |
1,323.00 |
Low |
1,303.50 |
1,305.25 |
1.75 |
0.1% |
1,255.50 |
Close |
1,308.75 |
1,326.25 |
17.50 |
1.3% |
1,322.00 |
Range |
17.75 |
22.50 |
4.75 |
26.8% |
67.50 |
ATR |
22.87 |
22.84 |
-0.03 |
-0.1% |
0.00 |
Volume |
2,566,729 |
2,806,842 |
240,113 |
9.4% |
3,344,985 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.25 |
1,379.25 |
1,338.50 |
|
R3 |
1,364.75 |
1,356.75 |
1,332.50 |
|
R2 |
1,342.25 |
1,342.25 |
1,330.50 |
|
R1 |
1,334.25 |
1,334.25 |
1,328.25 |
1,338.25 |
PP |
1,319.75 |
1,319.75 |
1,319.75 |
1,321.75 |
S1 |
1,311.75 |
1,311.75 |
1,324.25 |
1,315.75 |
S2 |
1,297.25 |
1,297.25 |
1,322.00 |
|
S3 |
1,274.75 |
1,289.25 |
1,320.00 |
|
S4 |
1,252.25 |
1,266.75 |
1,314.00 |
|
|
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% |
26.00 |
2.0% |
65% |
False |
False |
2,664,696 |
10 |
1,342.00 |
1,255.50 |
86.50 |
6.5% |
25.25 |
1.9% |
82% |
False |
False |
1,475,718 |
20 |
1,342.00 |
1,255.50 |
86.50 |
6.5% |
23.75 |
1.8% |
82% |
False |
False |
741,867 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.3% |
21.00 |
1.6% |
47% |
False |
False |
371,963 |
60 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
19.75 |
1.5% |
45% |
False |
False |
248,493 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
17.25 |
1.3% |
45% |
False |
False |
186,405 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
15.75 |
1.2% |
45% |
False |
False |
149,129 |
120 |
1,413.50 |
1,234.00 |
179.50 |
13.5% |
13.75 |
1.0% |
51% |
False |
False |
124,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.50 |
2.618 |
1,386.75 |
1.618 |
1,364.25 |
1.000 |
1,350.25 |
0.618 |
1,341.75 |
HIGH |
1,327.75 |
0.618 |
1,319.25 |
0.500 |
1,316.50 |
0.382 |
1,313.75 |
LOW |
1,305.25 |
0.618 |
1,291.25 |
1.000 |
1,282.75 |
1.618 |
1,268.75 |
2.618 |
1,246.25 |
4.250 |
1,209.50 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,323.00 |
1,321.50 |
PP |
1,319.75 |
1,317.00 |
S1 |
1,316.50 |
1,312.50 |
|