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 |
1,565.7 |
1,572.6 |
6.9 |
0.4% |
1,630.0 |
High |
1,574.1 |
1,589.0 |
14.9 |
0.9% |
1,634.3 |
Low |
1,558.6 |
1,566.9 |
8.3 |
0.5% |
1,558.6 |
Close |
1,566.9 |
1,588.4 |
21.5 |
1.4% |
1,566.9 |
Range |
15.5 |
22.1 |
6.6 |
42.6% |
75.7 |
ATR |
28.6 |
28.1 |
-0.5 |
-1.6% |
0.0 |
Volume |
113,516 |
106,561 |
-6,955 |
-6.1% |
750,076 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.7 |
1,640.2 |
1,600.6 |
|
R3 |
1,625.6 |
1,618.1 |
1,594.5 |
|
R2 |
1,603.5 |
1,603.5 |
1,592.5 |
|
R1 |
1,596.0 |
1,596.0 |
1,590.4 |
1,599.8 |
PP |
1,581.4 |
1,581.4 |
1,581.4 |
1,583.3 |
S1 |
1,573.9 |
1,573.9 |
1,586.4 |
1,577.7 |
S2 |
1,559.3 |
1,559.3 |
1,584.3 |
|
S3 |
1,537.2 |
1,551.8 |
1,582.3 |
|
S4 |
1,515.1 |
1,529.7 |
1,576.2 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.7 |
1,766.0 |
1,608.5 |
|
R3 |
1,738.0 |
1,690.3 |
1,587.7 |
|
R2 |
1,662.3 |
1,662.3 |
1,580.8 |
|
R1 |
1,614.6 |
1,614.6 |
1,573.8 |
1,600.6 |
PP |
1,586.6 |
1,586.6 |
1,586.6 |
1,579.6 |
S1 |
1,538.9 |
1,538.9 |
1,560.0 |
1,524.9 |
S2 |
1,510.9 |
1,510.9 |
1,553.0 |
|
S3 |
1,435.2 |
1,463.2 |
1,546.1 |
|
S4 |
1,359.5 |
1,387.5 |
1,525.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,634.3 |
1,558.6 |
75.7 |
4.8% |
26.1 |
1.6% |
39% |
False |
False |
148,055 |
10 |
1,635.4 |
1,558.6 |
76.8 |
4.8% |
24.0 |
1.5% |
39% |
False |
False |
137,692 |
20 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
30.1 |
1.9% |
51% |
False |
False |
157,841 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
27.3 |
1.7% |
41% |
False |
False |
88,288 |
60 |
1,687.1 |
1,529.3 |
157.8 |
9.9% |
24.8 |
1.6% |
37% |
False |
False |
60,571 |
80 |
1,729.3 |
1,529.3 |
200.0 |
12.6% |
24.7 |
1.6% |
30% |
False |
False |
46,530 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.7 |
1.6% |
22% |
False |
False |
37,652 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
23.7 |
1.5% |
22% |
False |
False |
31,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.9 |
2.618 |
1,646.9 |
1.618 |
1,624.8 |
1.000 |
1,611.1 |
0.618 |
1,602.7 |
HIGH |
1,589.0 |
0.618 |
1,580.6 |
0.500 |
1,578.0 |
0.382 |
1,575.3 |
LOW |
1,566.9 |
0.618 |
1,553.2 |
1.000 |
1,544.8 |
1.618 |
1,531.1 |
2.618 |
1,509.0 |
4.250 |
1,473.0 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,584.9 |
1,586.7 |
PP |
1,581.4 |
1,585.1 |
S1 |
1,578.0 |
1,583.4 |
|