Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,761 |
12,498 |
-263 |
-2.1% |
12,778 |
High |
12,791 |
12,606 |
-185 |
-1.4% |
12,829 |
Low |
12,492 |
12,496 |
4 |
0.0% |
12,492 |
Close |
12,502 |
12,568 |
66 |
0.5% |
12,568 |
Range |
299 |
110 |
-189 |
-63.2% |
337 |
ATR |
186 |
180 |
-5 |
-2.9% |
0 |
Volume |
172,172 |
118,558 |
-53,614 |
-31.1% |
702,630 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,887 |
12,837 |
12,629 |
|
R3 |
12,777 |
12,727 |
12,598 |
|
R2 |
12,667 |
12,667 |
12,588 |
|
R1 |
12,617 |
12,617 |
12,578 |
12,642 |
PP |
12,557 |
12,557 |
12,557 |
12,569 |
S1 |
12,507 |
12,507 |
12,558 |
12,532 |
S2 |
12,447 |
12,447 |
12,548 |
|
S3 |
12,337 |
12,397 |
12,538 |
|
S4 |
12,227 |
12,287 |
12,508 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,641 |
13,441 |
12,753 |
|
R3 |
13,304 |
13,104 |
12,661 |
|
R2 |
12,967 |
12,967 |
12,630 |
|
R1 |
12,767 |
12,767 |
12,599 |
12,699 |
PP |
12,630 |
12,630 |
12,630 |
12,595 |
S1 |
12,430 |
12,430 |
12,537 |
12,362 |
S2 |
12,293 |
12,293 |
12,506 |
|
S3 |
11,956 |
12,093 |
12,475 |
|
S4 |
11,619 |
11,756 |
12,383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,829 |
12,492 |
337 |
2.7% |
180 |
1.4% |
23% |
False |
False |
140,526 |
10 |
12,829 |
12,288 |
541 |
4.3% |
204 |
1.6% |
52% |
False |
False |
149,839 |
20 |
12,829 |
11,884 |
945 |
7.5% |
192 |
1.5% |
72% |
False |
False |
82,276 |
40 |
13,213 |
11,884 |
1,329 |
10.6% |
158 |
1.3% |
51% |
False |
False |
41,208 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
130 |
1.0% |
51% |
False |
False |
27,474 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
118 |
0.9% |
51% |
False |
False |
20,611 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
100 |
0.8% |
51% |
False |
False |
16,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,074 |
2.618 |
12,894 |
1.618 |
12,784 |
1.000 |
12,716 |
0.618 |
12,674 |
HIGH |
12,606 |
0.618 |
12,564 |
0.500 |
12,551 |
0.382 |
12,538 |
LOW |
12,496 |
0.618 |
12,428 |
1.000 |
12,386 |
1.618 |
12,318 |
2.618 |
12,208 |
4.250 |
12,029 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,562 |
12,650 |
PP |
12,557 |
12,623 |
S1 |
12,551 |
12,595 |
|