Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,623.5 |
1,608.3 |
-15.2 |
-0.9% |
1,605.0 |
High |
1,623.8 |
1,609.0 |
-14.8 |
-0.9% |
1,635.5 |
Low |
1,594.7 |
1,567.6 |
-27.1 |
-1.7% |
1,584.9 |
Close |
1,618.0 |
1,567.6 |
-50.4 |
-3.1% |
1,630.3 |
Range |
29.1 |
41.4 |
12.3 |
42.3% |
50.6 |
ATR |
25.4 |
27.2 |
1.8 |
7.0% |
0.0 |
Volume |
2,029 |
1,179 |
-850 |
-41.9% |
5,810 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.6 |
1,678.0 |
1,590.4 |
|
R3 |
1,664.2 |
1,636.6 |
1,579.0 |
|
R2 |
1,622.8 |
1,622.8 |
1,575.2 |
|
R1 |
1,595.2 |
1,595.2 |
1,571.4 |
1,588.3 |
PP |
1,581.4 |
1,581.4 |
1,581.4 |
1,578.0 |
S1 |
1,553.8 |
1,553.8 |
1,563.8 |
1,546.9 |
S2 |
1,540.0 |
1,540.0 |
1,560.0 |
|
S3 |
1,498.6 |
1,512.4 |
1,556.2 |
|
S4 |
1,457.2 |
1,471.0 |
1,544.8 |
|
|
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 |
1,567.6 |
68.7 |
4.4% |
22.8 |
1.5% |
0% |
False |
True |
1,418 |
10 |
1,636.3 |
1,558.4 |
77.9 |
5.0% |
23.8 |
1.5% |
12% |
False |
False |
1,367 |
20 |
1,644.0 |
1,534.5 |
109.5 |
7.0% |
27.9 |
1.8% |
30% |
False |
False |
1,857 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.2 |
1.5% |
24% |
False |
False |
1,617 |
60 |
1,687.7 |
1,534.3 |
153.4 |
9.8% |
22.2 |
1.4% |
22% |
False |
False |
1,392 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
22.0 |
1.4% |
13% |
False |
False |
1,217 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
20.3 |
1.3% |
13% |
False |
False |
1,048 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
19.0 |
1.2% |
13% |
False |
False |
961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.0 |
2.618 |
1,717.4 |
1.618 |
1,676.0 |
1.000 |
1,650.4 |
0.618 |
1,634.6 |
HIGH |
1,609.0 |
0.618 |
1,593.2 |
0.500 |
1,588.3 |
0.382 |
1,583.4 |
LOW |
1,567.6 |
0.618 |
1,542.0 |
1.000 |
1,526.2 |
1.618 |
1,500.6 |
2.618 |
1,459.2 |
4.250 |
1,391.7 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,588.3 |
1,602.0 |
PP |
1,581.4 |
1,590.5 |
S1 |
1,574.5 |
1,579.1 |
|