Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,612.1 |
1,623.7 |
11.6 |
0.7% |
1,631.9 |
High |
1,628.3 |
1,633.3 |
5.0 |
0.3% |
1,646.4 |
Low |
1,611.6 |
1,616.0 |
4.4 |
0.3% |
1,561.9 |
Close |
1,623.6 |
1,623.9 |
0.3 |
0.0% |
1,595.6 |
Range |
16.7 |
17.3 |
0.6 |
3.6% |
84.5 |
ATR |
29.3 |
28.5 |
-0.9 |
-2.9% |
0.0 |
Volume |
2,779 |
2,655 |
-124 |
-4.5% |
16,515 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.3 |
1,667.4 |
1,633.4 |
|
R3 |
1,659.0 |
1,650.1 |
1,628.7 |
|
R2 |
1,641.7 |
1,641.7 |
1,627.1 |
|
R1 |
1,632.8 |
1,632.8 |
1,625.5 |
1,637.3 |
PP |
1,624.4 |
1,624.4 |
1,624.4 |
1,626.6 |
S1 |
1,615.5 |
1,615.5 |
1,622.3 |
1,620.0 |
S2 |
1,607.1 |
1,607.1 |
1,620.7 |
|
S3 |
1,589.8 |
1,598.2 |
1,619.1 |
|
S4 |
1,572.5 |
1,580.9 |
1,614.4 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.8 |
1,809.7 |
1,642.1 |
|
R3 |
1,770.3 |
1,725.2 |
1,618.8 |
|
R2 |
1,685.8 |
1,685.8 |
1,611.1 |
|
R1 |
1,640.7 |
1,640.7 |
1,603.3 |
1,621.0 |
PP |
1,601.3 |
1,601.3 |
1,601.3 |
1,591.5 |
S1 |
1,556.2 |
1,556.2 |
1,587.9 |
1,536.5 |
S2 |
1,516.8 |
1,516.8 |
1,580.1 |
|
S3 |
1,432.3 |
1,471.7 |
1,572.4 |
|
S4 |
1,347.8 |
1,387.2 |
1,549.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,633.3 |
1,561.9 |
71.4 |
4.4% |
25.4 |
1.6% |
87% |
True |
False |
2,768 |
10 |
1,646.4 |
1,551.0 |
95.4 |
5.9% |
31.5 |
1.9% |
76% |
False |
False |
3,095 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
30.0 |
1.8% |
79% |
False |
False |
6,004 |
40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
24.8 |
1.5% |
62% |
False |
False |
4,722 |
60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.6 |
1.5% |
52% |
False |
False |
4,055 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
25.1 |
1.5% |
33% |
False |
False |
3,565 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
25.0 |
1.5% |
33% |
False |
False |
3,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.8 |
2.618 |
1,678.6 |
1.618 |
1,661.3 |
1.000 |
1,650.6 |
0.618 |
1,644.0 |
HIGH |
1,633.3 |
0.618 |
1,626.7 |
0.500 |
1,624.7 |
0.382 |
1,622.6 |
LOW |
1,616.0 |
0.618 |
1,605.3 |
1.000 |
1,598.7 |
1.618 |
1,588.0 |
2.618 |
1,570.7 |
4.250 |
1,542.5 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,624.7 |
1,620.3 |
PP |
1,624.4 |
1,616.7 |
S1 |
1,624.2 |
1,613.2 |
|