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 |
1,612.8 |
1,619.0 |
6.2 |
0.4% |
1,626.3 |
High |
1,627.0 |
1,630.1 |
3.1 |
0.2% |
1,644.0 |
Low |
1,610.2 |
1,614.8 |
4.6 |
0.3% |
1,558.4 |
Close |
1,621.5 |
1,621.7 |
0.2 |
0.0% |
1,593.5 |
Range |
16.8 |
15.3 |
-1.5 |
-8.9% |
85.6 |
ATR |
28.3 |
27.4 |
-0.9 |
-3.3% |
0.0 |
Volume |
552 |
759 |
207 |
37.5% |
9,357 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.1 |
1,660.2 |
1,630.1 |
|
R3 |
1,652.8 |
1,644.9 |
1,625.9 |
|
R2 |
1,637.5 |
1,637.5 |
1,624.5 |
|
R1 |
1,629.6 |
1,629.6 |
1,623.1 |
1,633.6 |
PP |
1,622.2 |
1,622.2 |
1,622.2 |
1,624.2 |
S1 |
1,614.3 |
1,614.3 |
1,620.3 |
1,618.3 |
S2 |
1,606.9 |
1,606.9 |
1,618.9 |
|
S3 |
1,591.6 |
1,599.0 |
1,617.5 |
|
S4 |
1,576.3 |
1,583.7 |
1,613.3 |
|
|
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 |
1,630.1 |
1,558.4 |
71.7 |
4.4% |
24.9 |
1.5% |
88% |
True |
False |
1,316 |
10 |
1,644.0 |
1,548.3 |
95.7 |
5.9% |
30.6 |
1.9% |
77% |
False |
False |
1,665 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
29.3 |
1.8% |
80% |
False |
False |
2,133 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
23.3 |
1.4% |
62% |
False |
False |
1,602 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.9 |
1.4% |
52% |
False |
False |
1,297 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.5 |
1.3% |
33% |
False |
False |
1,168 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
19.8 |
1.2% |
33% |
False |
False |
993 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.5 |
1.1% |
33% |
False |
False |
914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,695.1 |
2.618 |
1,670.2 |
1.618 |
1,654.9 |
1.000 |
1,645.4 |
0.618 |
1,639.6 |
HIGH |
1,630.1 |
0.618 |
1,624.3 |
0.500 |
1,622.5 |
0.382 |
1,620.6 |
LOW |
1,614.8 |
0.618 |
1,605.3 |
1.000 |
1,599.5 |
1.618 |
1,590.0 |
2.618 |
1,574.7 |
4.250 |
1,549.8 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,622.5 |
1,617.8 |
PP |
1,622.2 |
1,614.0 |
S1 |
1,622.0 |
1,610.1 |
|