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 |
1,631.8 |
1,629.8 |
-2.0 |
-0.1% |
1,605.0 |
High |
1,633.0 |
1,636.3 |
3.3 |
0.2% |
1,635.5 |
Low |
1,616.2 |
1,620.9 |
4.7 |
0.3% |
1,584.9 |
Close |
1,629.2 |
1,625.4 |
-3.8 |
-0.2% |
1,630.3 |
Range |
16.8 |
15.4 |
-1.4 |
-8.3% |
50.6 |
ATR |
25.7 |
25.0 |
-0.7 |
-2.9% |
0.0 |
Volume |
2,113 |
1,032 |
-1,081 |
-51.2% |
5,810 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.7 |
1,665.0 |
1,633.9 |
|
R3 |
1,658.3 |
1,649.6 |
1,629.6 |
|
R2 |
1,642.9 |
1,642.9 |
1,628.2 |
|
R1 |
1,634.2 |
1,634.2 |
1,626.8 |
1,630.9 |
PP |
1,627.5 |
1,627.5 |
1,627.5 |
1,625.9 |
S1 |
1,618.8 |
1,618.8 |
1,624.0 |
1,615.5 |
S2 |
1,612.1 |
1,612.1 |
1,622.6 |
|
S3 |
1,596.7 |
1,603.4 |
1,621.2 |
|
S4 |
1,581.3 |
1,588.0 |
1,616.9 |
|
|
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 |
1,636.3 |
1,610.2 |
26.1 |
1.6% |
15.1 |
0.9% |
58% |
True |
False |
1,039 |
10 |
1,644.0 |
1,558.4 |
85.6 |
5.3% |
23.8 |
1.5% |
78% |
False |
False |
1,160 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.7% |
27.5 |
1.7% |
83% |
False |
False |
1,829 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
23.5 |
1.4% |
65% |
False |
False |
1,612 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.8 |
1.3% |
54% |
False |
False |
1,346 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
21.4 |
1.3% |
34% |
False |
False |
1,189 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
19.9 |
1.2% |
34% |
False |
False |
1,025 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
18.8 |
1.2% |
34% |
False |
False |
937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.8 |
2.618 |
1,676.6 |
1.618 |
1,661.2 |
1.000 |
1,651.7 |
0.618 |
1,645.8 |
HIGH |
1,636.3 |
0.618 |
1,630.4 |
0.500 |
1,628.6 |
0.382 |
1,626.8 |
LOW |
1,620.9 |
0.618 |
1,611.4 |
1.000 |
1,605.5 |
1.618 |
1,596.0 |
2.618 |
1,580.6 |
4.250 |
1,555.5 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,628.6 |
1,626.3 |
PP |
1,627.5 |
1,626.0 |
S1 |
1,626.5 |
1,625.7 |
|