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 |
6,305.0 |
6,263.5 |
-41.5 |
-0.7% |
6,322.0 |
High |
6,322.5 |
6,270.0 |
-52.5 |
-0.8% |
6,431.5 |
Low |
6,258.5 |
6,120.5 |
-138.0 |
-2.2% |
6,225.5 |
Close |
6,261.0 |
6,150.0 |
-111.0 |
-1.8% |
6,261.0 |
Range |
64.0 |
149.5 |
85.5 |
133.6% |
206.0 |
ATR |
133.7 |
134.8 |
1.1 |
0.8% |
0.0 |
Volume |
125,279 |
127,827 |
2,548 |
2.0% |
741,696 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,628.7 |
6,538.8 |
6,232.2 |
|
R3 |
6,479.2 |
6,389.3 |
6,191.1 |
|
R2 |
6,329.7 |
6,329.7 |
6,177.4 |
|
R1 |
6,239.8 |
6,239.8 |
6,163.7 |
6,210.0 |
PP |
6,180.2 |
6,180.2 |
6,180.2 |
6,165.3 |
S1 |
6,090.3 |
6,090.3 |
6,136.3 |
6,060.5 |
S2 |
6,030.7 |
6,030.7 |
6,122.6 |
|
S3 |
5,881.2 |
5,940.8 |
6,108.9 |
|
S4 |
5,731.7 |
5,791.3 |
6,067.8 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,924.0 |
6,798.5 |
6,374.3 |
|
R3 |
6,718.0 |
6,592.5 |
6,317.7 |
|
R2 |
6,512.0 |
6,512.0 |
6,298.8 |
|
R1 |
6,386.5 |
6,386.5 |
6,279.9 |
6,346.3 |
PP |
6,306.0 |
6,306.0 |
6,306.0 |
6,285.9 |
S1 |
6,180.5 |
6,180.5 |
6,242.1 |
6,140.3 |
S2 |
6,100.0 |
6,100.0 |
6,223.2 |
|
S3 |
5,894.0 |
5,974.5 |
6,204.4 |
|
S4 |
5,688.0 |
5,768.5 |
6,147.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,431.5 |
6,120.5 |
311.0 |
5.1% |
125.9 |
2.0% |
9% |
False |
True |
138,108 |
10 |
6,431.5 |
6,081.5 |
350.0 |
5.7% |
122.0 |
2.0% |
20% |
False |
False |
130,316 |
20 |
6,444.5 |
5,917.5 |
527.0 |
8.6% |
131.2 |
2.1% |
44% |
False |
False |
71,482 |
40 |
6,885.0 |
5,917.5 |
967.5 |
15.7% |
131.6 |
2.1% |
24% |
False |
False |
36,206 |
60 |
7,110.0 |
5,917.5 |
1,192.5 |
19.4% |
134.6 |
2.2% |
19% |
False |
False |
24,210 |
80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
125.0 |
2.0% |
18% |
False |
False |
18,683 |
100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
113.4 |
1.8% |
18% |
False |
False |
14,958 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
104.2 |
1.7% |
18% |
False |
False |
12,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,905.4 |
2.618 |
6,661.4 |
1.618 |
6,511.9 |
1.000 |
6,419.5 |
0.618 |
6,362.4 |
HIGH |
6,270.0 |
0.618 |
6,212.9 |
0.500 |
6,195.3 |
0.382 |
6,177.6 |
LOW |
6,120.5 |
0.618 |
6,028.1 |
1.000 |
5,971.0 |
1.618 |
5,878.6 |
2.618 |
5,729.1 |
4.250 |
5,485.1 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,195.3 |
6,276.0 |
PP |
6,180.2 |
6,234.0 |
S1 |
6,165.1 |
6,192.0 |
|