Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,574.82 |
12,639.80 |
64.98 |
0.5% |
12,767.02 |
High |
12,674.01 |
12,639.80 |
-34.21 |
-0.3% |
12,898.94 |
Low |
12,574.67 |
12,458.04 |
-116.63 |
-0.9% |
12,561.46 |
Close |
12,640.78 |
12,502.66 |
-138.12 |
-1.1% |
12,640.78 |
Range |
99.34 |
181.76 |
82.42 |
83.0% |
337.48 |
ATR |
159.96 |
161.59 |
1.63 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,078.78 |
12,972.48 |
12,602.63 |
|
R3 |
12,897.02 |
12,790.72 |
12,552.64 |
|
R2 |
12,715.26 |
12,715.26 |
12,535.98 |
|
R1 |
12,608.96 |
12,608.96 |
12,519.32 |
12,571.23 |
PP |
12,533.50 |
12,533.50 |
12,533.50 |
12,514.64 |
S1 |
12,427.20 |
12,427.20 |
12,486.00 |
12,389.47 |
S2 |
12,351.74 |
12,351.74 |
12,469.34 |
|
S3 |
12,169.98 |
12,245.44 |
12,452.68 |
|
S4 |
11,988.22 |
12,063.68 |
12,402.69 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,712.83 |
13,514.29 |
12,826.39 |
|
R3 |
13,375.35 |
13,176.81 |
12,733.59 |
|
R2 |
13,037.87 |
13,037.87 |
12,702.65 |
|
R1 |
12,839.33 |
12,839.33 |
12,671.72 |
12,769.86 |
PP |
12,700.39 |
12,700.39 |
12,700.39 |
12,665.66 |
S1 |
12,501.85 |
12,501.85 |
12,609.84 |
12,432.38 |
S2 |
12,362.91 |
12,362.91 |
12,578.91 |
|
S3 |
12,025.43 |
12,164.37 |
12,547.97 |
|
S4 |
11,687.95 |
11,826.89 |
12,455.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,898.94 |
12,458.04 |
440.90 |
3.5% |
172.75 |
1.4% |
10% |
False |
True |
|
10 |
12,898.94 |
12,411.91 |
487.03 |
3.9% |
158.35 |
1.3% |
19% |
False |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.9% |
170.05 |
1.4% |
54% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
153.63 |
1.2% |
36% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
149.23 |
1.2% |
36% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
138.03 |
1.1% |
36% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
130.36 |
1.0% |
36% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
128.31 |
1.0% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,412.28 |
2.618 |
13,115.65 |
1.618 |
12,933.89 |
1.000 |
12,821.56 |
0.618 |
12,752.13 |
HIGH |
12,639.80 |
0.618 |
12,570.37 |
0.500 |
12,548.92 |
0.382 |
12,527.47 |
LOW |
12,458.04 |
0.618 |
12,345.71 |
1.000 |
12,276.28 |
1.618 |
12,163.95 |
2.618 |
11,982.19 |
4.250 |
11,685.56 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,548.92 |
12,657.72 |
PP |
12,533.50 |
12,606.03 |
S1 |
12,518.08 |
12,554.35 |
|