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 |
1,605.0 |
1,595.1 |
-9.9 |
-0.6% |
1,626.3 |
High |
1,607.0 |
1,620.7 |
13.7 |
0.9% |
1,644.0 |
Low |
1,584.9 |
1,590.1 |
5.2 |
0.3% |
1,558.4 |
Close |
1,598.9 |
1,615.9 |
17.0 |
1.1% |
1,593.5 |
Range |
22.1 |
30.6 |
8.5 |
38.5% |
85.6 |
ATR |
29.1 |
29.2 |
0.1 |
0.4% |
0.0 |
Volume |
3,078 |
682 |
-2,396 |
-77.8% |
9,357 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.7 |
1,688.9 |
1,632.7 |
|
R3 |
1,670.1 |
1,658.3 |
1,624.3 |
|
R2 |
1,639.5 |
1,639.5 |
1,621.5 |
|
R1 |
1,627.7 |
1,627.7 |
1,618.7 |
1,633.6 |
PP |
1,608.9 |
1,608.9 |
1,608.9 |
1,611.9 |
S1 |
1,597.1 |
1,597.1 |
1,613.1 |
1,603.0 |
S2 |
1,578.3 |
1,578.3 |
1,610.3 |
|
S3 |
1,547.7 |
1,566.5 |
1,607.5 |
|
S4 |
1,517.1 |
1,535.9 |
1,599.1 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.4 |
1,810.1 |
1,640.6 |
|
R3 |
1,769.8 |
1,724.5 |
1,617.0 |
|
R2 |
1,684.2 |
1,684.2 |
1,609.2 |
|
R1 |
1,638.9 |
1,638.9 |
1,601.3 |
1,618.8 |
PP |
1,598.6 |
1,598.6 |
1,598.6 |
1,588.6 |
S1 |
1,553.3 |
1,553.3 |
1,585.7 |
1,533.2 |
S2 |
1,513.0 |
1,513.0 |
1,577.8 |
|
S3 |
1,427.4 |
1,467.7 |
1,570.0 |
|
S4 |
1,341.8 |
1,382.1 |
1,546.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,644.0 |
1,558.4 |
85.6 |
5.3% |
32.6 |
2.0% |
67% |
False |
False |
1,281 |
10 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
33.3 |
2.1% |
74% |
False |
False |
2,334 |
20 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
29.8 |
1.8% |
74% |
False |
False |
2,148 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
23.4 |
1.4% |
58% |
False |
False |
1,588 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.8 |
1.3% |
49% |
False |
False |
1,288 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.5 |
1.3% |
31% |
False |
False |
1,157 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
19.6 |
1.2% |
31% |
False |
False |
984 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.7 |
1.2% |
31% |
False |
False |
908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.8 |
2.618 |
1,700.8 |
1.618 |
1,670.2 |
1.000 |
1,651.3 |
0.618 |
1,639.6 |
HIGH |
1,620.7 |
0.618 |
1,609.0 |
0.500 |
1,605.4 |
0.382 |
1,601.8 |
LOW |
1,590.1 |
0.618 |
1,571.2 |
1.000 |
1,559.5 |
1.618 |
1,540.6 |
2.618 |
1,510.0 |
4.250 |
1,460.1 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,612.4 |
1,607.1 |
PP |
1,608.9 |
1,598.3 |
S1 |
1,605.4 |
1,589.6 |
|