Trading Metrics calculated at close of trading on 27-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,433 |
12,485 |
52 |
0.4% |
12,778 |
High |
12,507 |
12,577 |
70 |
0.6% |
12,829 |
Low |
12,380 |
12,457 |
77 |
0.6% |
12,492 |
Close |
12,486 |
12,553 |
67 |
0.5% |
12,568 |
Range |
127 |
120 |
-7 |
-5.5% |
337 |
ATR |
177 |
173 |
-4 |
-2.3% |
0 |
Volume |
116,669 |
103,948 |
-12,721 |
-10.9% |
702,630 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,889 |
12,841 |
12,619 |
|
R3 |
12,769 |
12,721 |
12,586 |
|
R2 |
12,649 |
12,649 |
12,575 |
|
R1 |
12,601 |
12,601 |
12,564 |
12,625 |
PP |
12,529 |
12,529 |
12,529 |
12,541 |
S1 |
12,481 |
12,481 |
12,542 |
12,505 |
S2 |
12,409 |
12,409 |
12,531 |
|
S3 |
12,289 |
12,361 |
12,520 |
|
S4 |
12,169 |
12,241 |
12,487 |
|
|
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 |
12,791 |
12,380 |
411 |
3.3% |
167 |
1.3% |
42% |
False |
False |
126,335 |
10 |
12,829 |
12,380 |
449 |
3.6% |
168 |
1.3% |
39% |
False |
False |
131,905 |
20 |
12,829 |
11,884 |
945 |
7.5% |
191 |
1.5% |
71% |
False |
False |
99,301 |
40 |
13,213 |
11,884 |
1,329 |
10.6% |
166 |
1.3% |
50% |
False |
False |
49,731 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
134 |
1.1% |
50% |
False |
False |
33,156 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
120 |
1.0% |
50% |
False |
False |
24,872 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
103 |
0.8% |
50% |
False |
False |
19,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,087 |
2.618 |
12,891 |
1.618 |
12,771 |
1.000 |
12,697 |
0.618 |
12,651 |
HIGH |
12,577 |
0.618 |
12,531 |
0.500 |
12,517 |
0.382 |
12,503 |
LOW |
12,457 |
0.618 |
12,383 |
1.000 |
12,337 |
1.618 |
12,263 |
2.618 |
12,143 |
4.250 |
11,947 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,541 |
12,528 |
PP |
12,529 |
12,503 |
S1 |
12,517 |
12,479 |
|