Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,629.8 |
1,633.2 |
3.4 |
0.2% |
1,600.7 |
High |
1,639.6 |
1,635.3 |
-4.3 |
-0.3% |
1,639.6 |
Low |
1,625.1 |
1,612.0 |
-13.1 |
-0.8% |
1,588.0 |
Close |
1,632.5 |
1,631.4 |
-1.1 |
-0.1% |
1,632.5 |
Range |
14.5 |
23.3 |
8.8 |
60.7% |
51.6 |
ATR |
27.6 |
27.3 |
-0.3 |
-1.1% |
0.0 |
Volume |
7,769 |
1,946 |
-5,823 |
-75.0% |
17,231 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.1 |
1,687.1 |
1,644.2 |
|
R3 |
1,672.8 |
1,663.8 |
1,637.8 |
|
R2 |
1,649.5 |
1,649.5 |
1,635.7 |
|
R1 |
1,640.5 |
1,640.5 |
1,633.5 |
1,633.4 |
PP |
1,626.2 |
1,626.2 |
1,626.2 |
1,622.7 |
S1 |
1,617.2 |
1,617.2 |
1,629.3 |
1,610.1 |
S2 |
1,602.9 |
1,602.9 |
1,627.1 |
|
S3 |
1,579.6 |
1,593.9 |
1,625.0 |
|
S4 |
1,556.3 |
1,570.6 |
1,618.6 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.8 |
1,755.3 |
1,660.9 |
|
R3 |
1,723.2 |
1,703.7 |
1,646.7 |
|
R2 |
1,671.6 |
1,671.6 |
1,642.0 |
|
R1 |
1,652.1 |
1,652.1 |
1,637.2 |
1,661.9 |
PP |
1,620.0 |
1,620.0 |
1,620.0 |
1,624.9 |
S1 |
1,600.5 |
1,600.5 |
1,627.8 |
1,610.3 |
S2 |
1,568.4 |
1,568.4 |
1,623.0 |
|
S3 |
1,516.8 |
1,548.9 |
1,618.3 |
|
S4 |
1,465.2 |
1,497.3 |
1,604.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,639.6 |
1,593.0 |
46.6 |
2.9% |
20.2 |
1.2% |
82% |
False |
False |
3,193 |
10 |
1,646.4 |
1,561.9 |
84.5 |
5.2% |
24.9 |
1.5% |
82% |
False |
False |
3,076 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
28.7 |
1.8% |
86% |
False |
False |
5,815 |
40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
25.0 |
1.5% |
67% |
False |
False |
4,829 |
60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.7 |
1.5% |
57% |
False |
False |
4,151 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
25.0 |
1.5% |
36% |
False |
False |
3,638 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.6 |
1.5% |
36% |
False |
False |
3,269 |
120 |
1,800.9 |
1,535.0 |
265.9 |
16.3% |
24.4 |
1.5% |
36% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.3 |
2.618 |
1,696.3 |
1.618 |
1,673.0 |
1.000 |
1,658.6 |
0.618 |
1,649.7 |
HIGH |
1,635.3 |
0.618 |
1,626.4 |
0.500 |
1,623.7 |
0.382 |
1,620.9 |
LOW |
1,612.0 |
0.618 |
1,597.6 |
1.000 |
1,588.7 |
1.618 |
1,574.3 |
2.618 |
1,551.0 |
4.250 |
1,513.0 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,628.8 |
1,629.5 |
PP |
1,626.2 |
1,627.7 |
S1 |
1,623.7 |
1,625.8 |
|