Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,555 |
12,530 |
-25 |
-0.2% |
12,566 |
High |
12,570 |
12,834 |
264 |
2.1% |
12,834 |
Low |
12,376 |
12,479 |
103 |
0.8% |
12,376 |
Close |
12,526 |
12,808 |
282 |
2.3% |
12,808 |
Range |
194 |
355 |
161 |
83.0% |
458 |
ATR |
174 |
187 |
13 |
7.4% |
0 |
Volume |
175,593 |
143,928 |
-31,665 |
-18.0% |
660,466 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,772 |
13,645 |
13,003 |
|
R3 |
13,417 |
13,290 |
12,906 |
|
R2 |
13,062 |
13,062 |
12,873 |
|
R1 |
12,935 |
12,935 |
12,841 |
12,999 |
PP |
12,707 |
12,707 |
12,707 |
12,739 |
S1 |
12,580 |
12,580 |
12,776 |
12,644 |
S2 |
12,352 |
12,352 |
12,743 |
|
S3 |
11,997 |
12,225 |
12,711 |
|
S4 |
11,642 |
11,870 |
12,613 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,047 |
13,885 |
13,060 |
|
R3 |
13,589 |
13,427 |
12,934 |
|
R2 |
13,131 |
13,131 |
12,892 |
|
R1 |
12,969 |
12,969 |
12,850 |
13,050 |
PP |
12,673 |
12,673 |
12,673 |
12,713 |
S1 |
12,511 |
12,511 |
12,766 |
12,592 |
S2 |
12,215 |
12,215 |
12,724 |
|
S3 |
11,757 |
12,053 |
12,682 |
|
S4 |
11,299 |
11,595 |
12,556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,834 |
12,376 |
458 |
3.6% |
195 |
1.5% |
94% |
True |
False |
132,093 |
10 |
12,834 |
12,376 |
458 |
3.6% |
188 |
1.5% |
94% |
True |
False |
136,309 |
20 |
12,834 |
11,884 |
950 |
7.4% |
196 |
1.5% |
97% |
True |
False |
115,235 |
40 |
13,000 |
11,884 |
1,116 |
8.7% |
174 |
1.4% |
83% |
False |
False |
57,718 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
142 |
1.1% |
70% |
False |
False |
38,482 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
125 |
1.0% |
70% |
False |
False |
28,866 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
108 |
0.8% |
70% |
False |
False |
23,094 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
92 |
0.7% |
70% |
False |
False |
19,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,343 |
2.618 |
13,764 |
1.618 |
13,409 |
1.000 |
13,189 |
0.618 |
13,054 |
HIGH |
12,834 |
0.618 |
12,699 |
0.500 |
12,657 |
0.382 |
12,615 |
LOW |
12,479 |
0.618 |
12,260 |
1.000 |
12,124 |
1.618 |
11,905 |
2.618 |
11,550 |
4.250 |
10,970 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,758 |
12,740 |
PP |
12,707 |
12,673 |
S1 |
12,657 |
12,605 |
|