Trading Metrics calculated at close of trading on 27-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,503.57 |
12,532.93 |
29.36 |
0.2% |
12,767.02 |
High |
12,576.41 |
12,646.87 |
70.46 |
0.6% |
12,898.94 |
Low |
12,452.03 |
12,532.71 |
80.68 |
0.6% |
12,561.46 |
Close |
12,534.67 |
12,627.01 |
92.34 |
0.7% |
12,640.78 |
Range |
124.38 |
114.16 |
-10.22 |
-8.2% |
337.48 |
ATR |
158.93 |
155.73 |
-3.20 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,944.68 |
12,900.00 |
12,689.80 |
|
R3 |
12,830.52 |
12,785.84 |
12,658.40 |
|
R2 |
12,716.36 |
12,716.36 |
12,647.94 |
|
R1 |
12,671.68 |
12,671.68 |
12,637.47 |
12,694.02 |
PP |
12,602.20 |
12,602.20 |
12,602.20 |
12,613.37 |
S1 |
12,557.52 |
12,557.52 |
12,616.55 |
12,579.86 |
S2 |
12,488.04 |
12,488.04 |
12,606.08 |
|
S3 |
12,373.88 |
12,443.36 |
12,595.62 |
|
S4 |
12,259.72 |
12,329.20 |
12,564.22 |
|
|
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 |
12,857.39 |
12,452.03 |
405.36 |
3.2% |
163.11 |
1.3% |
43% |
False |
False |
|
10 |
12,898.94 |
12,452.03 |
446.91 |
3.5% |
151.24 |
1.2% |
39% |
False |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.8% |
164.99 |
1.3% |
69% |
False |
False |
|
40 |
13,284.09 |
12,035.09 |
1,249.00 |
9.9% |
154.17 |
1.2% |
47% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
149.54 |
1.2% |
45% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
138.98 |
1.1% |
45% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
130.44 |
1.0% |
45% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
128.26 |
1.0% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,132.05 |
2.618 |
12,945.74 |
1.618 |
12,831.58 |
1.000 |
12,761.03 |
0.618 |
12,717.42 |
HIGH |
12,646.87 |
0.618 |
12,603.26 |
0.500 |
12,589.79 |
0.382 |
12,576.32 |
LOW |
12,532.71 |
0.618 |
12,462.16 |
1.000 |
12,418.55 |
1.618 |
12,348.00 |
2.618 |
12,233.84 |
4.250 |
12,047.53 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,614.60 |
12,601.16 |
PP |
12,602.20 |
12,575.30 |
S1 |
12,589.79 |
12,549.45 |
|