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 |
4,019.0 |
4,008.0 |
-11.0 |
-0.3% |
4,069.0 |
High |
4,023.0 |
4,014.0 |
-9.0 |
-0.2% |
4,127.0 |
Low |
3,997.0 |
3,959.0 |
-38.0 |
-1.0% |
3,997.0 |
Close |
4,001.0 |
3,997.0 |
-4.0 |
-0.1% |
4,001.0 |
Range |
26.0 |
55.0 |
29.0 |
111.5% |
130.0 |
ATR |
48.4 |
48.9 |
0.5 |
1.0% |
0.0 |
Volume |
22,070 |
29,694 |
7,624 |
34.5% |
276,506 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,155.0 |
4,131.0 |
4,027.3 |
|
R3 |
4,100.0 |
4,076.0 |
4,012.1 |
|
R2 |
4,045.0 |
4,045.0 |
4,007.1 |
|
R1 |
4,021.0 |
4,021.0 |
4,002.0 |
4,005.5 |
PP |
3,990.0 |
3,990.0 |
3,990.0 |
3,982.3 |
S1 |
3,966.0 |
3,966.0 |
3,992.0 |
3,950.5 |
S2 |
3,935.0 |
3,935.0 |
3,986.9 |
|
S3 |
3,880.0 |
3,911.0 |
3,981.9 |
|
S4 |
3,825.0 |
3,856.0 |
3,966.8 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,431.7 |
4,346.3 |
4,072.5 |
|
R3 |
4,301.7 |
4,216.3 |
4,036.8 |
|
R2 |
4,171.7 |
4,171.7 |
4,024.8 |
|
R1 |
4,086.3 |
4,086.3 |
4,012.9 |
4,064.0 |
PP |
4,041.7 |
4,041.7 |
4,041.7 |
4,030.5 |
S1 |
3,956.3 |
3,956.3 |
3,989.1 |
3,934.0 |
S2 |
3,911.7 |
3,911.7 |
3,977.2 |
|
S3 |
3,781.7 |
3,826.3 |
3,965.3 |
|
S4 |
3,651.7 |
3,696.3 |
3,929.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,127.0 |
3,959.0 |
168.0 |
4.2% |
43.6 |
1.1% |
23% |
False |
True |
52,063 |
10 |
4,127.0 |
3,959.0 |
168.0 |
4.2% |
40.3 |
1.0% |
23% |
False |
True |
33,655 |
20 |
4,127.0 |
3,950.0 |
177.0 |
4.4% |
35.3 |
0.9% |
27% |
False |
False |
17,121 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
30.6 |
0.8% |
10% |
False |
False |
8,652 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
26.0 |
0.6% |
10% |
False |
False |
5,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,247.8 |
2.618 |
4,158.0 |
1.618 |
4,103.0 |
1.000 |
4,069.0 |
0.618 |
4,048.0 |
HIGH |
4,014.0 |
0.618 |
3,993.0 |
0.500 |
3,986.5 |
0.382 |
3,980.0 |
LOW |
3,959.0 |
0.618 |
3,925.0 |
1.000 |
3,904.0 |
1.618 |
3,870.0 |
2.618 |
3,815.0 |
4.250 |
3,725.3 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3,993.5 |
4,034.0 |
PP |
3,990.0 |
4,021.7 |
S1 |
3,986.5 |
4,009.3 |
|