Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,485 |
12,555 |
70 |
0.6% |
12,778 |
High |
12,577 |
12,570 |
-7 |
-0.1% |
12,829 |
Low |
12,457 |
12,376 |
-81 |
-0.7% |
12,492 |
Close |
12,553 |
12,526 |
-27 |
-0.2% |
12,568 |
Range |
120 |
194 |
74 |
61.7% |
337 |
ATR |
173 |
174 |
2 |
0.9% |
0 |
Volume |
103,948 |
175,593 |
71,645 |
68.9% |
702,630 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,073 |
12,993 |
12,633 |
|
R3 |
12,879 |
12,799 |
12,579 |
|
R2 |
12,685 |
12,685 |
12,562 |
|
R1 |
12,605 |
12,605 |
12,544 |
12,548 |
PP |
12,491 |
12,491 |
12,491 |
12,462 |
S1 |
12,411 |
12,411 |
12,508 |
12,354 |
S2 |
12,297 |
12,297 |
12,491 |
|
S3 |
12,103 |
12,217 |
12,473 |
|
S4 |
11,909 |
12,023 |
12,419 |
|
|
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 |
12,606 |
12,376 |
230 |
1.8% |
146 |
1.2% |
65% |
False |
True |
127,019 |
10 |
12,829 |
12,376 |
453 |
3.6% |
165 |
1.3% |
33% |
False |
True |
132,171 |
20 |
12,829 |
11,884 |
945 |
7.5% |
193 |
1.5% |
68% |
False |
False |
108,069 |
40 |
13,152 |
11,884 |
1,268 |
10.1% |
167 |
1.3% |
51% |
False |
False |
54,120 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
136 |
1.1% |
48% |
False |
False |
36,083 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
122 |
1.0% |
48% |
False |
False |
27,067 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
105 |
0.8% |
48% |
False |
False |
21,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,395 |
2.618 |
13,078 |
1.618 |
12,884 |
1.000 |
12,764 |
0.618 |
12,690 |
HIGH |
12,570 |
0.618 |
12,496 |
0.500 |
12,473 |
0.382 |
12,450 |
LOW |
12,376 |
0.618 |
12,256 |
1.000 |
12,182 |
1.618 |
12,062 |
2.618 |
11,868 |
4.250 |
11,552 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,508 |
12,510 |
PP |
12,491 |
12,493 |
S1 |
12,473 |
12,477 |
|