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 |
1,588.4 |
1,572.6 |
-15.8 |
-1.0% |
1,630.0 |
High |
1,588.4 |
1,584.6 |
-3.8 |
-0.2% |
1,634.3 |
Low |
1,568.2 |
1,563.1 |
-5.1 |
-0.3% |
1,558.6 |
Close |
1,574.9 |
1,578.4 |
3.5 |
0.2% |
1,566.9 |
Range |
20.2 |
21.5 |
1.3 |
6.4% |
75.7 |
ATR |
27.5 |
27.1 |
-0.4 |
-1.6% |
0.0 |
Volume |
96,428 |
111,092 |
14,664 |
15.2% |
750,076 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.9 |
1,630.6 |
1,590.2 |
|
R3 |
1,618.4 |
1,609.1 |
1,584.3 |
|
R2 |
1,596.9 |
1,596.9 |
1,582.3 |
|
R1 |
1,587.6 |
1,587.6 |
1,580.4 |
1,592.3 |
PP |
1,575.4 |
1,575.4 |
1,575.4 |
1,577.7 |
S1 |
1,566.1 |
1,566.1 |
1,576.4 |
1,570.8 |
S2 |
1,553.9 |
1,553.9 |
1,574.5 |
|
S3 |
1,532.4 |
1,544.6 |
1,572.5 |
|
S4 |
1,510.9 |
1,523.1 |
1,566.6 |
|
|
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 |
1,608.2 |
1,558.6 |
49.6 |
3.1% |
24.5 |
1.6% |
40% |
False |
False |
125,238 |
10 |
1,635.4 |
1,558.6 |
76.8 |
4.9% |
23.0 |
1.5% |
26% |
False |
False |
131,628 |
20 |
1,642.4 |
1,545.5 |
96.9 |
6.1% |
28.4 |
1.8% |
34% |
False |
False |
146,395 |
40 |
1,663.0 |
1,529.3 |
133.7 |
8.5% |
27.5 |
1.7% |
37% |
False |
False |
93,187 |
60 |
1,684.2 |
1,529.3 |
154.9 |
9.8% |
24.9 |
1.6% |
32% |
False |
False |
63,911 |
80 |
1,721.7 |
1,529.3 |
192.4 |
12.2% |
24.8 |
1.6% |
26% |
False |
False |
49,061 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.6 |
1.6% |
18% |
False |
False |
39,704 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
23.7 |
1.5% |
18% |
False |
False |
33,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.0 |
2.618 |
1,640.9 |
1.618 |
1,619.4 |
1.000 |
1,606.1 |
0.618 |
1,597.9 |
HIGH |
1,584.6 |
0.618 |
1,576.4 |
0.500 |
1,573.9 |
0.382 |
1,571.3 |
LOW |
1,563.1 |
0.618 |
1,549.8 |
1.000 |
1,541.6 |
1.618 |
1,528.3 |
2.618 |
1,506.8 |
4.250 |
1,471.7 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,576.9 |
1,577.6 |
PP |
1,575.4 |
1,576.8 |
S1 |
1,573.9 |
1,576.1 |
|