Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,624.0 |
1,611.4 |
-12.6 |
-0.8% |
1,600.7 |
High |
1,627.8 |
1,611.4 |
-16.4 |
-1.0% |
1,639.6 |
Low |
1,594.9 |
1,569.4 |
-25.5 |
-1.6% |
1,588.0 |
Close |
1,620.1 |
1,569.7 |
-50.4 |
-3.1% |
1,632.5 |
Range |
32.9 |
42.0 |
9.1 |
27.7% |
51.6 |
ATR |
26.8 |
28.5 |
1.7 |
6.4% |
0.0 |
Volume |
3,760 |
2,488 |
-1,272 |
-33.8% |
17,231 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.5 |
1,681.6 |
1,592.8 |
|
R3 |
1,667.5 |
1,639.6 |
1,581.3 |
|
R2 |
1,625.5 |
1,625.5 |
1,577.4 |
|
R1 |
1,597.6 |
1,597.6 |
1,573.6 |
1,590.6 |
PP |
1,583.5 |
1,583.5 |
1,583.5 |
1,580.0 |
S1 |
1,555.6 |
1,555.6 |
1,565.9 |
1,548.6 |
S2 |
1,541.5 |
1,541.5 |
1,562.0 |
|
S3 |
1,499.5 |
1,513.6 |
1,558.2 |
|
S4 |
1,457.5 |
1,471.6 |
1,546.6 |
|
|
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 |
1,569.4 |
70.2 |
4.5% |
25.5 |
1.6% |
0% |
False |
True |
3,828 |
10 |
1,639.6 |
1,561.9 |
77.7 |
4.9% |
25.4 |
1.6% |
10% |
False |
False |
3,298 |
20 |
1,646.4 |
1,537.3 |
109.1 |
7.0% |
29.2 |
1.9% |
30% |
False |
False |
5,588 |
40 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
25.9 |
1.7% |
24% |
False |
False |
4,965 |
60 |
1,691.6 |
1,535.4 |
156.2 |
10.0% |
24.0 |
1.5% |
22% |
False |
False |
4,201 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
25.5 |
1.6% |
13% |
False |
False |
3,714 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.8 |
1.6% |
13% |
False |
False |
3,301 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.5 |
1.6% |
13% |
False |
False |
3,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.9 |
2.618 |
1,721.4 |
1.618 |
1,679.4 |
1.000 |
1,653.4 |
0.618 |
1,637.4 |
HIGH |
1,611.4 |
0.618 |
1,595.4 |
0.500 |
1,590.4 |
0.382 |
1,585.4 |
LOW |
1,569.4 |
0.618 |
1,543.4 |
1.000 |
1,527.4 |
1.618 |
1,501.4 |
2.618 |
1,459.4 |
4.250 |
1,390.9 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,590.4 |
1,603.5 |
PP |
1,583.5 |
1,592.2 |
S1 |
1,576.6 |
1,581.0 |
|