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 |
1,572.6 |
1,574.6 |
2.0 |
0.1% |
1,630.0 |
High |
1,584.6 |
1,579.6 |
-5.0 |
-0.3% |
1,634.3 |
Low |
1,563.1 |
1,547.6 |
-15.5 |
-1.0% |
1,558.6 |
Close |
1,578.4 |
1,550.4 |
-28.0 |
-1.8% |
1,566.9 |
Range |
21.5 |
32.0 |
10.5 |
48.8% |
75.7 |
ATR |
27.1 |
27.5 |
0.3 |
1.3% |
0.0 |
Volume |
111,092 |
131,486 |
20,394 |
18.4% |
750,076 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,655.2 |
1,634.8 |
1,568.0 |
|
R3 |
1,623.2 |
1,602.8 |
1,559.2 |
|
R2 |
1,591.2 |
1,591.2 |
1,556.3 |
|
R1 |
1,570.8 |
1,570.8 |
1,553.3 |
1,565.0 |
PP |
1,559.2 |
1,559.2 |
1,559.2 |
1,556.3 |
S1 |
1,538.8 |
1,538.8 |
1,547.5 |
1,533.0 |
S2 |
1,527.2 |
1,527.2 |
1,544.5 |
|
S3 |
1,495.2 |
1,506.8 |
1,541.6 |
|
S4 |
1,463.2 |
1,474.8 |
1,532.8 |
|
|
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 |
1,589.0 |
1,547.6 |
41.4 |
2.7% |
22.3 |
1.4% |
7% |
False |
True |
111,816 |
10 |
1,635.4 |
1,547.6 |
87.8 |
5.7% |
24.3 |
1.6% |
3% |
False |
True |
131,137 |
20 |
1,642.4 |
1,545.5 |
96.9 |
6.3% |
28.9 |
1.9% |
5% |
False |
False |
144,656 |
40 |
1,656.4 |
1,529.3 |
127.1 |
8.2% |
28.0 |
1.8% |
17% |
False |
False |
96,313 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.9% |
24.8 |
1.6% |
14% |
False |
False |
66,026 |
80 |
1,721.7 |
1,529.3 |
192.4 |
12.4% |
24.7 |
1.6% |
11% |
False |
False |
50,666 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
24.7 |
1.6% |
8% |
False |
False |
40,992 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
23.8 |
1.5% |
8% |
False |
False |
34,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.6 |
2.618 |
1,663.4 |
1.618 |
1,631.4 |
1.000 |
1,611.6 |
0.618 |
1,599.4 |
HIGH |
1,579.6 |
0.618 |
1,567.4 |
0.500 |
1,563.6 |
0.382 |
1,559.8 |
LOW |
1,547.6 |
0.618 |
1,527.8 |
1.000 |
1,515.6 |
1.618 |
1,495.8 |
2.618 |
1,463.8 |
4.250 |
1,411.6 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,563.6 |
1,568.0 |
PP |
1,559.2 |
1,562.1 |
S1 |
1,554.8 |
1,556.3 |
|