Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,633.5 |
1,624.0 |
-9.5 |
-0.6% |
1,600.7 |
High |
1,637.6 |
1,627.8 |
-9.8 |
-0.6% |
1,639.6 |
Low |
1,623.0 |
1,594.9 |
-28.1 |
-1.7% |
1,588.0 |
Close |
1,627.5 |
1,620.1 |
-7.4 |
-0.5% |
1,632.5 |
Range |
14.6 |
32.9 |
18.3 |
125.3% |
51.6 |
ATR |
26.4 |
26.8 |
0.5 |
1.8% |
0.0 |
Volume |
3,181 |
3,760 |
579 |
18.2% |
17,231 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.0 |
1,699.4 |
1,638.2 |
|
R3 |
1,680.1 |
1,666.5 |
1,629.1 |
|
R2 |
1,647.2 |
1,647.2 |
1,626.1 |
|
R1 |
1,633.6 |
1,633.6 |
1,623.1 |
1,624.0 |
PP |
1,614.3 |
1,614.3 |
1,614.3 |
1,609.4 |
S1 |
1,600.7 |
1,600.7 |
1,617.1 |
1,591.1 |
S2 |
1,581.4 |
1,581.4 |
1,614.1 |
|
S3 |
1,548.5 |
1,567.8 |
1,611.1 |
|
S4 |
1,515.6 |
1,534.9 |
1,602.0 |
|
|
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 |
1,594.9 |
44.7 |
2.8% |
20.5 |
1.3% |
56% |
False |
True |
3,862 |
10 |
1,639.6 |
1,561.9 |
77.7 |
4.8% |
26.0 |
1.6% |
75% |
False |
False |
3,431 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
28.8 |
1.8% |
76% |
False |
False |
5,731 |
40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
25.3 |
1.6% |
59% |
False |
False |
4,913 |
60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.5 |
1.5% |
50% |
False |
False |
4,208 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
25.2 |
1.6% |
32% |
False |
False |
3,690 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.6 |
1.5% |
32% |
False |
False |
3,280 |
120 |
1,800.9 |
1,535.0 |
265.9 |
16.4% |
24.4 |
1.5% |
32% |
False |
False |
3,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.6 |
2.618 |
1,713.9 |
1.618 |
1,681.0 |
1.000 |
1,660.7 |
0.618 |
1,648.1 |
HIGH |
1,627.8 |
0.618 |
1,615.2 |
0.500 |
1,611.4 |
0.382 |
1,607.5 |
LOW |
1,594.9 |
0.618 |
1,574.6 |
1.000 |
1,562.0 |
1.618 |
1,541.7 |
2.618 |
1,508.8 |
4.250 |
1,455.1 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.2 |
1,618.8 |
PP |
1,614.3 |
1,617.5 |
S1 |
1,611.4 |
1,616.3 |
|