Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,345.25 |
1,340.75 |
-4.50 |
-0.3% |
1,337.00 |
High |
1,347.50 |
1,357.00 |
9.50 |
0.7% |
1,342.00 |
Low |
1,327.25 |
1,336.50 |
9.25 |
0.7% |
1,297.00 |
Close |
1,341.00 |
1,350.50 |
9.50 |
0.7% |
1,337.50 |
Range |
20.25 |
20.50 |
0.25 |
1.2% |
45.00 |
ATR |
22.07 |
21.96 |
-0.11 |
-0.5% |
0.00 |
Volume |
2,069,087 |
1,771,063 |
-298,024 |
-14.4% |
13,207,731 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,400.50 |
1,361.75 |
|
R3 |
1,389.00 |
1,380.00 |
1,356.25 |
|
R2 |
1,368.50 |
1,368.50 |
1,354.25 |
|
R1 |
1,359.50 |
1,359.50 |
1,352.50 |
1,364.00 |
PP |
1,348.00 |
1,348.00 |
1,348.00 |
1,350.25 |
S1 |
1,339.00 |
1,339.00 |
1,348.50 |
1,343.50 |
S2 |
1,327.50 |
1,327.50 |
1,346.75 |
|
S3 |
1,307.00 |
1,318.50 |
1,344.75 |
|
S4 |
1,286.50 |
1,298.00 |
1,339.25 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.50 |
1,444.00 |
1,362.25 |
|
R3 |
1,415.50 |
1,399.00 |
1,350.00 |
|
R2 |
1,370.50 |
1,370.50 |
1,345.75 |
|
R1 |
1,354.00 |
1,354.00 |
1,341.50 |
1,362.25 |
PP |
1,325.50 |
1,325.50 |
1,325.50 |
1,329.50 |
S1 |
1,309.00 |
1,309.00 |
1,333.50 |
1,317.25 |
S2 |
1,280.50 |
1,280.50 |
1,329.25 |
|
S3 |
1,235.50 |
1,264.00 |
1,325.00 |
|
S4 |
1,190.50 |
1,219.00 |
1,312.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,357.00 |
1,303.50 |
53.50 |
4.0% |
19.00 |
1.4% |
88% |
True |
False |
2,206,216 |
10 |
1,357.00 |
1,276.50 |
80.50 |
6.0% |
23.50 |
1.7% |
92% |
True |
False |
2,020,956 |
20 |
1,357.00 |
1,255.50 |
101.50 |
7.5% |
22.50 |
1.7% |
94% |
True |
False |
1,023,850 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
21.00 |
1.6% |
64% |
False |
False |
513,318 |
60 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
19.75 |
1.5% |
60% |
False |
False |
342,686 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
17.75 |
1.3% |
60% |
False |
False |
257,123 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
16.00 |
1.2% |
60% |
False |
False |
205,703 |
120 |
1,413.50 |
1,242.00 |
171.50 |
12.7% |
14.25 |
1.1% |
63% |
False |
False |
171,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.00 |
2.618 |
1,410.75 |
1.618 |
1,390.25 |
1.000 |
1,377.50 |
0.618 |
1,369.75 |
HIGH |
1,357.00 |
0.618 |
1,349.25 |
0.500 |
1,346.75 |
0.382 |
1,344.25 |
LOW |
1,336.50 |
0.618 |
1,323.75 |
1.000 |
1,316.00 |
1.618 |
1,303.25 |
2.618 |
1,282.75 |
4.250 |
1,249.50 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,349.25 |
1,347.25 |
PP |
1,348.00 |
1,344.00 |
S1 |
1,346.75 |
1,340.75 |
|