Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,572.6 |
1,588.4 |
15.8 |
1.0% |
1,630.0 |
High |
1,589.0 |
1,588.4 |
-0.6 |
0.0% |
1,634.3 |
Low |
1,566.9 |
1,568.2 |
1.3 |
0.1% |
1,558.6 |
Close |
1,588.4 |
1,574.9 |
-13.5 |
-0.8% |
1,566.9 |
Range |
22.1 |
20.2 |
-1.9 |
-8.6% |
75.7 |
ATR |
28.1 |
27.5 |
-0.6 |
-2.0% |
0.0 |
Volume |
106,561 |
96,428 |
-10,133 |
-9.5% |
750,076 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.8 |
1,626.5 |
1,586.0 |
|
R3 |
1,617.6 |
1,606.3 |
1,580.5 |
|
R2 |
1,597.4 |
1,597.4 |
1,578.6 |
|
R1 |
1,586.1 |
1,586.1 |
1,576.8 |
1,581.7 |
PP |
1,577.2 |
1,577.2 |
1,577.2 |
1,574.9 |
S1 |
1,565.9 |
1,565.9 |
1,573.0 |
1,561.5 |
S2 |
1,557.0 |
1,557.0 |
1,571.2 |
|
S3 |
1,536.8 |
1,545.7 |
1,569.3 |
|
S4 |
1,516.6 |
1,525.5 |
1,563.8 |
|
|
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 |
1,623.6 |
1,558.6 |
65.0 |
4.1% |
26.9 |
1.7% |
25% |
False |
False |
143,815 |
10 |
1,635.4 |
1,558.6 |
76.8 |
4.9% |
22.8 |
1.4% |
21% |
False |
False |
132,929 |
20 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
29.2 |
1.9% |
39% |
False |
False |
153,473 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
27.2 |
1.7% |
31% |
False |
False |
90,587 |
60 |
1,687.1 |
1,529.3 |
157.8 |
10.0% |
24.9 |
1.6% |
29% |
False |
False |
62,104 |
80 |
1,721.7 |
1,529.3 |
192.4 |
12.2% |
24.8 |
1.6% |
24% |
False |
False |
47,704 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.7 |
1.6% |
17% |
False |
False |
38,614 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
23.7 |
1.5% |
17% |
False |
False |
32,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.3 |
2.618 |
1,641.3 |
1.618 |
1,621.1 |
1.000 |
1,608.6 |
0.618 |
1,600.9 |
HIGH |
1,588.4 |
0.618 |
1,580.7 |
0.500 |
1,578.3 |
0.382 |
1,575.9 |
LOW |
1,568.2 |
0.618 |
1,555.7 |
1.000 |
1,548.0 |
1.618 |
1,535.5 |
2.618 |
1,515.3 |
4.250 |
1,482.4 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,578.3 |
1,574.5 |
PP |
1,577.2 |
1,574.2 |
S1 |
1,576.0 |
1,573.8 |
|