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 |
1,574.6 |
1,551.8 |
-22.8 |
-1.4% |
1,572.6 |
High |
1,579.6 |
1,607.8 |
28.2 |
1.8% |
1,607.8 |
Low |
1,547.6 |
1,551.3 |
3.7 |
0.2% |
1,547.6 |
Close |
1,550.4 |
1,604.2 |
53.8 |
3.5% |
1,604.2 |
Range |
32.0 |
56.5 |
24.5 |
76.6% |
60.2 |
ATR |
27.5 |
29.6 |
2.1 |
7.8% |
0.0 |
Volume |
131,486 |
178,197 |
46,711 |
35.5% |
623,764 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.3 |
1,737.2 |
1,635.3 |
|
R3 |
1,700.8 |
1,680.7 |
1,619.7 |
|
R2 |
1,644.3 |
1,644.3 |
1,614.6 |
|
R1 |
1,624.2 |
1,624.2 |
1,609.4 |
1,634.3 |
PP |
1,587.8 |
1,587.8 |
1,587.8 |
1,592.8 |
S1 |
1,567.7 |
1,567.7 |
1,599.0 |
1,577.8 |
S2 |
1,531.3 |
1,531.3 |
1,593.8 |
|
S3 |
1,474.8 |
1,511.2 |
1,588.7 |
|
S4 |
1,418.3 |
1,454.7 |
1,573.1 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.1 |
1,745.9 |
1,637.3 |
|
R3 |
1,706.9 |
1,685.7 |
1,620.8 |
|
R2 |
1,646.7 |
1,646.7 |
1,615.2 |
|
R1 |
1,625.5 |
1,625.5 |
1,609.7 |
1,636.1 |
PP |
1,586.5 |
1,586.5 |
1,586.5 |
1,591.9 |
S1 |
1,565.3 |
1,565.3 |
1,598.7 |
1,575.9 |
S2 |
1,526.3 |
1,526.3 |
1,593.2 |
|
S3 |
1,466.1 |
1,505.1 |
1,587.6 |
|
S4 |
1,405.9 |
1,444.9 |
1,571.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,607.8 |
1,547.6 |
60.2 |
3.8% |
30.5 |
1.9% |
94% |
True |
False |
124,752 |
10 |
1,634.3 |
1,547.6 |
86.7 |
5.4% |
28.5 |
1.8% |
65% |
False |
False |
137,384 |
20 |
1,642.4 |
1,547.6 |
94.8 |
5.9% |
27.4 |
1.7% |
60% |
False |
False |
139,238 |
40 |
1,649.3 |
1,529.3 |
120.0 |
7.5% |
28.8 |
1.8% |
62% |
False |
False |
100,593 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.6% |
25.1 |
1.6% |
49% |
False |
False |
68,892 |
80 |
1,721.7 |
1,529.3 |
192.4 |
12.0% |
25.2 |
1.6% |
39% |
False |
False |
52,835 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.9 |
1.6% |
28% |
False |
False |
42,767 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.2 |
1.5% |
28% |
False |
False |
35,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.9 |
2.618 |
1,755.7 |
1.618 |
1,699.2 |
1.000 |
1,664.3 |
0.618 |
1,642.7 |
HIGH |
1,607.8 |
0.618 |
1,586.2 |
0.500 |
1,579.6 |
0.382 |
1,572.9 |
LOW |
1,551.3 |
0.618 |
1,516.4 |
1.000 |
1,494.8 |
1.618 |
1,459.9 |
2.618 |
1,403.4 |
4.250 |
1,311.2 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,596.0 |
1,595.4 |
PP |
1,587.8 |
1,586.5 |
S1 |
1,579.6 |
1,577.7 |
|