Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,608.3 |
1,570.7 |
-37.6 |
-2.3% |
1,631.8 |
High |
1,609.0 |
1,575.7 |
-33.3 |
-2.1% |
1,636.3 |
Low |
1,567.6 |
1,561.0 |
-6.6 |
-0.4% |
1,561.0 |
Close |
1,567.6 |
1,569.0 |
1.4 |
0.1% |
1,569.0 |
Range |
41.4 |
14.7 |
-26.7 |
-64.5% |
75.3 |
ATR |
27.2 |
26.3 |
-0.9 |
-3.3% |
0.0 |
Volume |
1,179 |
939 |
-240 |
-20.4% |
7,292 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,612.7 |
1,605.5 |
1,577.1 |
|
R3 |
1,598.0 |
1,590.8 |
1,573.0 |
|
R2 |
1,583.3 |
1,583.3 |
1,571.7 |
|
R1 |
1,576.1 |
1,576.1 |
1,570.3 |
1,572.4 |
PP |
1,568.6 |
1,568.6 |
1,568.6 |
1,566.7 |
S1 |
1,561.4 |
1,561.4 |
1,567.7 |
1,557.7 |
S2 |
1,553.9 |
1,553.9 |
1,566.3 |
|
S3 |
1,539.2 |
1,546.7 |
1,565.0 |
|
S4 |
1,524.5 |
1,532.0 |
1,560.9 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.7 |
1,767.1 |
1,610.4 |
|
R3 |
1,739.4 |
1,691.8 |
1,589.7 |
|
R2 |
1,664.1 |
1,664.1 |
1,582.8 |
|
R1 |
1,616.5 |
1,616.5 |
1,575.9 |
1,602.7 |
PP |
1,588.8 |
1,588.8 |
1,588.8 |
1,581.8 |
S1 |
1,541.2 |
1,541.2 |
1,562.1 |
1,527.4 |
S2 |
1,513.5 |
1,513.5 |
1,555.2 |
|
S3 |
1,438.2 |
1,465.9 |
1,548.3 |
|
S4 |
1,362.9 |
1,390.6 |
1,527.6 |
|
|
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 |
1,561.0 |
75.3 |
4.8% |
23.5 |
1.5% |
11% |
False |
True |
1,458 |
10 |
1,636.3 |
1,561.0 |
75.3 |
4.8% |
21.3 |
1.4% |
11% |
False |
True |
1,310 |
20 |
1,644.0 |
1,534.5 |
109.5 |
7.0% |
27.5 |
1.8% |
32% |
False |
False |
1,848 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.2 |
1.5% |
25% |
False |
False |
1,635 |
60 |
1,686.3 |
1,534.3 |
152.0 |
9.7% |
22.0 |
1.4% |
23% |
False |
False |
1,393 |
80 |
1,731.2 |
1,534.3 |
196.9 |
12.5% |
21.2 |
1.4% |
18% |
False |
False |
1,222 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
20.3 |
1.3% |
13% |
False |
False |
1,056 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
19.0 |
1.2% |
13% |
False |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.2 |
2.618 |
1,614.2 |
1.618 |
1,599.5 |
1.000 |
1,590.4 |
0.618 |
1,584.8 |
HIGH |
1,575.7 |
0.618 |
1,570.1 |
0.500 |
1,568.4 |
0.382 |
1,566.6 |
LOW |
1,561.0 |
0.618 |
1,551.9 |
1.000 |
1,546.3 |
1.618 |
1,537.2 |
2.618 |
1,522.5 |
4.250 |
1,498.5 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,568.8 |
1,592.4 |
PP |
1,568.6 |
1,584.6 |
S1 |
1,568.4 |
1,576.8 |
|