Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,629.8 |
1,623.5 |
-6.3 |
-0.4% |
1,605.0 |
High |
1,636.3 |
1,623.8 |
-12.5 |
-0.8% |
1,635.5 |
Low |
1,620.9 |
1,594.7 |
-26.2 |
-1.6% |
1,584.9 |
Close |
1,625.4 |
1,618.0 |
-7.4 |
-0.5% |
1,630.3 |
Range |
15.4 |
29.1 |
13.7 |
89.0% |
50.6 |
ATR |
25.0 |
25.4 |
0.4 |
1.6% |
0.0 |
Volume |
1,032 |
2,029 |
997 |
96.6% |
5,810 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.5 |
1,687.8 |
1,634.0 |
|
R3 |
1,670.4 |
1,658.7 |
1,626.0 |
|
R2 |
1,641.3 |
1,641.3 |
1,623.3 |
|
R1 |
1,629.6 |
1,629.6 |
1,620.7 |
1,620.9 |
PP |
1,612.2 |
1,612.2 |
1,612.2 |
1,607.8 |
S1 |
1,600.5 |
1,600.5 |
1,615.3 |
1,591.8 |
S2 |
1,583.1 |
1,583.1 |
1,612.7 |
|
S3 |
1,554.0 |
1,571.4 |
1,610.0 |
|
S4 |
1,524.9 |
1,542.3 |
1,602.0 |
|
|
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 |
1,636.3 |
1,594.7 |
41.6 |
2.6% |
17.6 |
1.1% |
56% |
False |
True |
1,334 |
10 |
1,636.3 |
1,558.4 |
77.9 |
4.8% |
24.3 |
1.5% |
77% |
False |
False |
1,314 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
27.5 |
1.7% |
76% |
False |
False |
1,888 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
23.9 |
1.5% |
60% |
False |
False |
1,628 |
60 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.7 |
1.3% |
50% |
False |
False |
1,376 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.7 |
1.3% |
32% |
False |
False |
1,210 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
20.0 |
1.2% |
32% |
False |
False |
1,043 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.9 |
1.2% |
32% |
False |
False |
953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.5 |
2.618 |
1,700.0 |
1.618 |
1,670.9 |
1.000 |
1,652.9 |
0.618 |
1,641.8 |
HIGH |
1,623.8 |
0.618 |
1,612.7 |
0.500 |
1,609.3 |
0.382 |
1,605.8 |
LOW |
1,594.7 |
0.618 |
1,576.7 |
1.000 |
1,565.6 |
1.618 |
1,547.6 |
2.618 |
1,518.5 |
4.250 |
1,471.0 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.1 |
1,617.2 |
PP |
1,612.2 |
1,616.3 |
S1 |
1,609.3 |
1,615.5 |
|