Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,633.2 |
1,633.5 |
0.3 |
0.0% |
1,600.7 |
High |
1,635.3 |
1,637.6 |
2.3 |
0.1% |
1,639.6 |
Low |
1,612.0 |
1,623.0 |
11.0 |
0.7% |
1,588.0 |
Close |
1,631.4 |
1,627.5 |
-3.9 |
-0.2% |
1,632.5 |
Range |
23.3 |
14.6 |
-8.7 |
-37.3% |
51.6 |
ATR |
27.3 |
26.4 |
-0.9 |
-3.3% |
0.0 |
Volume |
1,946 |
3,181 |
1,235 |
63.5% |
17,231 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.2 |
1,664.9 |
1,635.5 |
|
R3 |
1,658.6 |
1,650.3 |
1,631.5 |
|
R2 |
1,644.0 |
1,644.0 |
1,630.2 |
|
R1 |
1,635.7 |
1,635.7 |
1,628.8 |
1,632.6 |
PP |
1,629.4 |
1,629.4 |
1,629.4 |
1,627.8 |
S1 |
1,621.1 |
1,621.1 |
1,626.2 |
1,618.0 |
S2 |
1,614.8 |
1,614.8 |
1,624.8 |
|
S3 |
1,600.2 |
1,606.5 |
1,623.5 |
|
S4 |
1,585.6 |
1,591.9 |
1,619.5 |
|
|
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 |
1,611.6 |
28.0 |
1.7% |
17.3 |
1.1% |
57% |
False |
False |
3,666 |
10 |
1,646.4 |
1,561.9 |
84.5 |
5.2% |
25.4 |
1.6% |
78% |
False |
False |
3,186 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
28.8 |
1.8% |
83% |
False |
False |
5,708 |
40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
24.9 |
1.5% |
64% |
False |
False |
4,857 |
60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.5 |
1.4% |
54% |
False |
False |
4,170 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
25.0 |
1.5% |
35% |
False |
False |
3,656 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.4 |
1.5% |
35% |
False |
False |
3,279 |
120 |
1,800.9 |
1,535.0 |
265.9 |
16.3% |
24.5 |
1.5% |
35% |
False |
False |
3,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.7 |
2.618 |
1,675.8 |
1.618 |
1,661.2 |
1.000 |
1,652.2 |
0.618 |
1,646.6 |
HIGH |
1,637.6 |
0.618 |
1,632.0 |
0.500 |
1,630.3 |
0.382 |
1,628.6 |
LOW |
1,623.0 |
0.618 |
1,614.0 |
1.000 |
1,608.4 |
1.618 |
1,599.4 |
2.618 |
1,584.8 |
4.250 |
1,561.0 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,630.3 |
1,626.9 |
PP |
1,629.4 |
1,626.4 |
S1 |
1,628.4 |
1,625.8 |
|