Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,626.9 |
1,631.8 |
4.9 |
0.3% |
1,605.0 |
High |
1,635.5 |
1,633.0 |
-2.5 |
-0.2% |
1,635.5 |
Low |
1,624.3 |
1,616.2 |
-8.1 |
-0.5% |
1,584.9 |
Close |
1,630.3 |
1,629.2 |
-1.1 |
-0.1% |
1,630.3 |
Range |
11.2 |
16.8 |
5.6 |
50.0% |
50.6 |
ATR |
26.4 |
25.7 |
-0.7 |
-2.6% |
0.0 |
Volume |
739 |
2,113 |
1,374 |
185.9% |
5,810 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.5 |
1,669.7 |
1,638.4 |
|
R3 |
1,659.7 |
1,652.9 |
1,633.8 |
|
R2 |
1,642.9 |
1,642.9 |
1,632.3 |
|
R1 |
1,636.1 |
1,636.1 |
1,630.7 |
1,631.1 |
PP |
1,626.1 |
1,626.1 |
1,626.1 |
1,623.7 |
S1 |
1,619.3 |
1,619.3 |
1,627.7 |
1,614.3 |
S2 |
1,609.3 |
1,609.3 |
1,626.1 |
|
S3 |
1,592.5 |
1,602.5 |
1,624.6 |
|
S4 |
1,575.7 |
1,585.7 |
1,620.0 |
|
|
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 |
1,590.1 |
45.4 |
2.8% |
18.1 |
1.1% |
86% |
False |
False |
969 |
10 |
1,644.0 |
1,558.4 |
85.6 |
5.3% |
23.3 |
1.4% |
83% |
False |
False |
1,149 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.7% |
27.4 |
1.7% |
86% |
False |
False |
1,865 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
23.4 |
1.4% |
68% |
False |
False |
1,630 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.9 |
1.3% |
57% |
False |
False |
1,337 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
21.3 |
1.3% |
36% |
False |
False |
1,183 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
19.9 |
1.2% |
36% |
False |
False |
1,020 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
18.7 |
1.1% |
36% |
False |
False |
930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.4 |
2.618 |
1,677.0 |
1.618 |
1,660.2 |
1.000 |
1,649.8 |
0.618 |
1,643.4 |
HIGH |
1,633.0 |
0.618 |
1,626.6 |
0.500 |
1,624.6 |
0.382 |
1,622.6 |
LOW |
1,616.2 |
0.618 |
1,605.8 |
1.000 |
1,599.4 |
1.618 |
1,589.0 |
2.618 |
1,572.2 |
4.250 |
1,544.8 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,627.7 |
1,627.9 |
PP |
1,626.1 |
1,626.5 |
S1 |
1,624.6 |
1,625.2 |
|