Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,611.4 |
1,569.4 |
-42.0 |
-2.6% |
1,633.2 |
High |
1,611.4 |
1,577.7 |
-33.7 |
-2.1% |
1,637.6 |
Low |
1,569.4 |
1,563.2 |
-6.2 |
-0.4% |
1,563.2 |
Close |
1,569.7 |
1,571.1 |
1.4 |
0.1% |
1,571.1 |
Range |
42.0 |
14.5 |
-27.5 |
-65.5% |
74.4 |
ATR |
28.5 |
27.5 |
-1.0 |
-3.5% |
0.0 |
Volume |
2,488 |
3,922 |
1,434 |
57.6% |
15,297 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.2 |
1,607.1 |
1,579.1 |
|
R3 |
1,599.7 |
1,592.6 |
1,575.1 |
|
R2 |
1,585.2 |
1,585.2 |
1,573.8 |
|
R1 |
1,578.1 |
1,578.1 |
1,572.4 |
1,581.7 |
PP |
1,570.7 |
1,570.7 |
1,570.7 |
1,572.4 |
S1 |
1,563.6 |
1,563.6 |
1,569.8 |
1,567.2 |
S2 |
1,556.2 |
1,556.2 |
1,568.4 |
|
S3 |
1,541.7 |
1,549.1 |
1,567.1 |
|
S4 |
1,527.2 |
1,534.6 |
1,563.1 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.8 |
1,766.9 |
1,612.0 |
|
R3 |
1,739.4 |
1,692.5 |
1,591.6 |
|
R2 |
1,665.0 |
1,665.0 |
1,584.7 |
|
R1 |
1,618.1 |
1,618.1 |
1,577.9 |
1,604.4 |
PP |
1,590.6 |
1,590.6 |
1,590.6 |
1,583.8 |
S1 |
1,543.7 |
1,543.7 |
1,564.3 |
1,530.0 |
S2 |
1,516.2 |
1,516.2 |
1,557.5 |
|
S3 |
1,441.8 |
1,469.3 |
1,550.6 |
|
S4 |
1,367.4 |
1,394.9 |
1,530.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.6 |
1,563.2 |
74.4 |
4.7% |
25.5 |
1.6% |
11% |
False |
True |
3,059 |
10 |
1,639.6 |
1,563.2 |
76.4 |
4.9% |
23.1 |
1.5% |
10% |
False |
True |
3,252 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
28.7 |
1.8% |
31% |
False |
False |
4,888 |
40 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
25.9 |
1.6% |
25% |
False |
False |
5,038 |
60 |
1,691.6 |
1,535.4 |
156.2 |
9.9% |
23.8 |
1.5% |
23% |
False |
False |
4,226 |
80 |
1,735.5 |
1,535.4 |
200.1 |
12.7% |
24.1 |
1.5% |
18% |
False |
False |
3,741 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.7 |
1.6% |
13% |
False |
False |
3,336 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.4 |
1.6% |
13% |
False |
False |
3,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.3 |
2.618 |
1,615.7 |
1.618 |
1,601.2 |
1.000 |
1,592.2 |
0.618 |
1,586.7 |
HIGH |
1,577.7 |
0.618 |
1,572.2 |
0.500 |
1,570.5 |
0.382 |
1,568.7 |
LOW |
1,563.2 |
0.618 |
1,554.2 |
1.000 |
1,548.7 |
1.618 |
1,539.7 |
2.618 |
1,525.2 |
4.250 |
1,501.6 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,570.9 |
1,595.5 |
PP |
1,570.7 |
1,587.4 |
S1 |
1,570.5 |
1,579.2 |
|