Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,566 |
12,433 |
-133 |
-1.1% |
12,778 |
High |
12,566 |
12,507 |
-59 |
-0.5% |
12,829 |
Low |
12,387 |
12,380 |
-7 |
-0.1% |
12,492 |
Close |
12,431 |
12,486 |
55 |
0.4% |
12,568 |
Range |
179 |
127 |
-52 |
-29.1% |
337 |
ATR |
181 |
177 |
-4 |
-2.1% |
0 |
Volume |
120,328 |
116,669 |
-3,659 |
-3.0% |
702,630 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,839 |
12,789 |
12,556 |
|
R3 |
12,712 |
12,662 |
12,521 |
|
R2 |
12,585 |
12,585 |
12,509 |
|
R1 |
12,535 |
12,535 |
12,498 |
12,560 |
PP |
12,458 |
12,458 |
12,458 |
12,470 |
S1 |
12,408 |
12,408 |
12,474 |
12,433 |
S2 |
12,331 |
12,331 |
12,463 |
|
S3 |
12,204 |
12,281 |
12,451 |
|
S4 |
12,077 |
12,154 |
12,416 |
|
|
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 |
12,808 |
12,380 |
428 |
3.4% |
171 |
1.4% |
25% |
False |
True |
139,391 |
10 |
12,829 |
12,380 |
449 |
3.6% |
171 |
1.4% |
24% |
False |
True |
136,686 |
20 |
12,829 |
11,884 |
945 |
7.6% |
195 |
1.6% |
64% |
False |
False |
94,107 |
40 |
13,213 |
11,884 |
1,329 |
10.6% |
164 |
1.3% |
45% |
False |
False |
47,133 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
132 |
1.1% |
45% |
False |
False |
31,424 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
119 |
1.0% |
45% |
False |
False |
23,573 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
102 |
0.8% |
45% |
False |
False |
18,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,047 |
2.618 |
12,840 |
1.618 |
12,713 |
1.000 |
12,634 |
0.618 |
12,586 |
HIGH |
12,507 |
0.618 |
12,459 |
0.500 |
12,444 |
0.382 |
12,429 |
LOW |
12,380 |
0.618 |
12,302 |
1.000 |
12,253 |
1.618 |
12,175 |
2.618 |
12,048 |
4.250 |
11,840 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,472 |
12,493 |
PP |
12,458 |
12,491 |
S1 |
12,444 |
12,488 |
|