Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,626.25 |
12,604.60 |
-21.65 |
-0.2% |
12,639.80 |
High |
12,626.25 |
12,880.39 |
254.14 |
2.0% |
12,880.39 |
Low |
12,450.17 |
12,604.53 |
154.36 |
1.2% |
12,450.17 |
Close |
12,602.26 |
12,880.09 |
277.83 |
2.2% |
12,880.09 |
Range |
176.08 |
275.86 |
99.78 |
56.7% |
430.22 |
ATR |
157.24 |
165.88 |
8.63 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,615.92 |
13,523.86 |
13,031.81 |
|
R3 |
13,340.06 |
13,248.00 |
12,955.95 |
|
R2 |
13,064.20 |
13,064.20 |
12,930.66 |
|
R1 |
12,972.14 |
12,972.14 |
12,905.38 |
13,018.17 |
PP |
12,788.34 |
12,788.34 |
12,788.34 |
12,811.35 |
S1 |
12,696.28 |
12,696.28 |
12,854.80 |
12,742.31 |
S2 |
12,512.48 |
12,512.48 |
12,829.52 |
|
S3 |
12,236.62 |
12,420.42 |
12,804.23 |
|
S4 |
11,960.76 |
12,144.56 |
12,728.37 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,027.54 |
13,884.04 |
13,116.71 |
|
R3 |
13,597.32 |
13,453.82 |
12,998.40 |
|
R2 |
13,167.10 |
13,167.10 |
12,958.96 |
|
R1 |
13,023.60 |
13,023.60 |
12,919.53 |
13,095.35 |
PP |
12,736.88 |
12,736.88 |
12,736.88 |
12,772.76 |
S1 |
12,593.38 |
12,593.38 |
12,840.65 |
12,665.13 |
S2 |
12,306.66 |
12,306.66 |
12,801.22 |
|
S3 |
11,876.44 |
12,163.16 |
12,761.78 |
|
S4 |
11,446.22 |
11,732.94 |
12,643.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,880.39 |
12,450.17 |
430.22 |
3.3% |
174.45 |
1.4% |
100% |
True |
False |
|
10 |
12,898.94 |
12,450.17 |
448.77 |
3.5% |
164.00 |
1.3% |
96% |
False |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.7% |
164.71 |
1.3% |
98% |
False |
False |
|
40 |
13,205.00 |
12,035.09 |
1,169.91 |
9.1% |
160.61 |
1.2% |
72% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
151.88 |
1.2% |
65% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
140.50 |
1.1% |
65% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.07 |
1.0% |
65% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
130.71 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,052.80 |
2.618 |
13,602.59 |
1.618 |
13,326.73 |
1.000 |
13,156.25 |
0.618 |
13,050.87 |
HIGH |
12,880.39 |
0.618 |
12,775.01 |
0.500 |
12,742.46 |
0.382 |
12,709.91 |
LOW |
12,604.53 |
0.618 |
12,434.05 |
1.000 |
12,328.67 |
1.618 |
12,158.19 |
2.618 |
11,882.33 |
4.250 |
11,432.13 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,834.21 |
12,808.49 |
PP |
12,788.34 |
12,736.88 |
S1 |
12,742.46 |
12,665.28 |
|