Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,532.93 |
12,626.25 |
93.32 |
0.7% |
12,767.02 |
High |
12,646.87 |
12,626.25 |
-20.62 |
-0.2% |
12,898.94 |
Low |
12,532.71 |
12,450.17 |
-82.54 |
-0.7% |
12,561.46 |
Close |
12,627.01 |
12,602.26 |
-24.75 |
-0.2% |
12,640.78 |
Range |
114.16 |
176.08 |
61.92 |
54.2% |
337.48 |
ATR |
155.73 |
157.24 |
1.51 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,087.80 |
13,021.11 |
12,699.10 |
|
R3 |
12,911.72 |
12,845.03 |
12,650.68 |
|
R2 |
12,735.64 |
12,735.64 |
12,634.54 |
|
R1 |
12,668.95 |
12,668.95 |
12,618.40 |
12,614.26 |
PP |
12,559.56 |
12,559.56 |
12,559.56 |
12,532.21 |
S1 |
12,492.87 |
12,492.87 |
12,586.12 |
12,438.18 |
S2 |
12,383.48 |
12,383.48 |
12,569.98 |
|
S3 |
12,207.40 |
12,316.79 |
12,553.84 |
|
S4 |
12,031.32 |
12,140.71 |
12,505.42 |
|
|
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 |
12,674.01 |
12,450.17 |
223.84 |
1.8% |
139.14 |
1.1% |
68% |
False |
True |
|
10 |
12,898.94 |
12,450.17 |
448.77 |
3.6% |
148.75 |
1.2% |
34% |
False |
True |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.9% |
165.13 |
1.3% |
66% |
False |
False |
|
40 |
13,284.09 |
12,035.09 |
1,249.00 |
9.9% |
156.43 |
1.2% |
45% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.24 |
1.2% |
44% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
138.38 |
1.1% |
44% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
131.53 |
1.0% |
44% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
129.04 |
1.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,374.59 |
2.618 |
13,087.23 |
1.618 |
12,911.15 |
1.000 |
12,802.33 |
0.618 |
12,735.07 |
HIGH |
12,626.25 |
0.618 |
12,558.99 |
0.500 |
12,538.21 |
0.382 |
12,517.43 |
LOW |
12,450.17 |
0.618 |
12,341.35 |
1.000 |
12,274.09 |
1.618 |
12,165.27 |
2.618 |
11,989.19 |
4.250 |
11,701.83 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,580.91 |
12,584.35 |
PP |
12,559.56 |
12,566.43 |
S1 |
12,538.21 |
12,548.52 |
|