Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,619.0 |
1,626.9 |
7.9 |
0.5% |
1,605.0 |
High |
1,630.1 |
1,635.5 |
5.4 |
0.3% |
1,635.5 |
Low |
1,614.8 |
1,624.3 |
9.5 |
0.6% |
1,584.9 |
Close |
1,621.7 |
1,630.3 |
8.6 |
0.5% |
1,630.3 |
Range |
15.3 |
11.2 |
-4.1 |
-26.8% |
50.6 |
ATR |
27.4 |
26.4 |
-1.0 |
-3.5% |
0.0 |
Volume |
759 |
739 |
-20 |
-2.6% |
5,810 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.6 |
1,658.2 |
1,636.5 |
|
R3 |
1,652.4 |
1,647.0 |
1,633.4 |
|
R2 |
1,641.2 |
1,641.2 |
1,632.4 |
|
R1 |
1,635.8 |
1,635.8 |
1,631.3 |
1,638.5 |
PP |
1,630.0 |
1,630.0 |
1,630.0 |
1,631.4 |
S1 |
1,624.6 |
1,624.6 |
1,629.3 |
1,627.3 |
S2 |
1,618.8 |
1,618.8 |
1,628.2 |
|
S3 |
1,607.6 |
1,613.4 |
1,627.2 |
|
S4 |
1,596.4 |
1,602.2 |
1,624.1 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.7 |
1,750.1 |
1,658.1 |
|
R3 |
1,718.1 |
1,699.5 |
1,644.2 |
|
R2 |
1,667.5 |
1,667.5 |
1,639.6 |
|
R1 |
1,648.9 |
1,648.9 |
1,634.9 |
1,658.2 |
PP |
1,616.9 |
1,616.9 |
1,616.9 |
1,621.6 |
S1 |
1,598.3 |
1,598.3 |
1,625.7 |
1,607.6 |
S2 |
1,566.3 |
1,566.3 |
1,621.0 |
|
S3 |
1,515.7 |
1,547.7 |
1,616.4 |
|
S4 |
1,465.1 |
1,497.1 |
1,602.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,635.5 |
1,584.9 |
50.6 |
3.1% |
19.2 |
1.2% |
90% |
True |
False |
1,162 |
10 |
1,644.0 |
1,558.4 |
85.6 |
5.3% |
23.3 |
1.4% |
84% |
False |
False |
1,516 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.7% |
27.9 |
1.7% |
87% |
False |
False |
1,824 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
23.1 |
1.4% |
69% |
False |
False |
1,612 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
22.0 |
1.3% |
57% |
False |
False |
1,302 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
21.2 |
1.3% |
36% |
False |
False |
1,171 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
19.8 |
1.2% |
36% |
False |
False |
999 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
18.6 |
1.1% |
36% |
False |
False |
916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,683.1 |
2.618 |
1,664.8 |
1.618 |
1,653.6 |
1.000 |
1,646.7 |
0.618 |
1,642.4 |
HIGH |
1,635.5 |
0.618 |
1,631.2 |
0.500 |
1,629.9 |
0.382 |
1,628.6 |
LOW |
1,624.3 |
0.618 |
1,617.4 |
1.000 |
1,613.1 |
1.618 |
1,606.2 |
2.618 |
1,595.0 |
4.250 |
1,576.7 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,630.2 |
1,627.8 |
PP |
1,630.0 |
1,625.3 |
S1 |
1,629.9 |
1,622.9 |
|