Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,318.50 |
1,325.50 |
7.00 |
0.5% |
1,345.25 |
High |
1,331.75 |
1,326.50 |
-5.25 |
-0.4% |
1,357.00 |
Low |
1,318.25 |
1,302.50 |
-15.75 |
-1.2% |
1,317.50 |
Close |
1,326.75 |
1,306.50 |
-20.25 |
-1.5% |
1,326.75 |
Range |
13.50 |
24.00 |
10.50 |
77.8% |
39.50 |
ATR |
21.95 |
22.11 |
0.16 |
0.7% |
0.00 |
Volume |
1,858,689 |
1,840,378 |
-18,311 |
-1.0% |
10,765,950 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.75 |
1,369.25 |
1,319.75 |
|
R3 |
1,359.75 |
1,345.25 |
1,313.00 |
|
R2 |
1,335.75 |
1,335.75 |
1,311.00 |
|
R1 |
1,321.25 |
1,321.25 |
1,308.75 |
1,316.50 |
PP |
1,311.75 |
1,311.75 |
1,311.75 |
1,309.50 |
S1 |
1,297.25 |
1,297.25 |
1,304.25 |
1,292.50 |
S2 |
1,287.75 |
1,287.75 |
1,302.00 |
|
S3 |
1,263.75 |
1,273.25 |
1,300.00 |
|
S4 |
1,239.75 |
1,249.25 |
1,293.25 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.25 |
1,429.00 |
1,348.50 |
|
R3 |
1,412.75 |
1,389.50 |
1,337.50 |
|
R2 |
1,373.25 |
1,373.25 |
1,334.00 |
|
R1 |
1,350.00 |
1,350.00 |
1,330.25 |
1,342.00 |
PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,329.75 |
S1 |
1,310.50 |
1,310.50 |
1,323.25 |
1,302.50 |
S2 |
1,294.25 |
1,294.25 |
1,319.50 |
|
S3 |
1,254.75 |
1,271.00 |
1,316.00 |
|
S4 |
1,215.25 |
1,231.50 |
1,305.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,357.00 |
1,302.50 |
54.50 |
4.2% |
22.00 |
1.7% |
7% |
False |
True |
2,107,448 |
10 |
1,357.00 |
1,297.00 |
60.00 |
4.6% |
20.75 |
1.6% |
16% |
False |
False |
2,269,725 |
20 |
1,357.00 |
1,255.50 |
101.50 |
7.8% |
23.00 |
1.8% |
50% |
False |
False |
1,460,326 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.4% |
21.75 |
1.7% |
34% |
False |
False |
732,180 |
60 |
1,411.50 |
1,255.50 |
156.00 |
11.9% |
20.25 |
1.5% |
33% |
False |
False |
488,614 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
18.50 |
1.4% |
32% |
False |
False |
366,699 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
16.50 |
1.3% |
32% |
False |
False |
293,364 |
120 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
15.00 |
1.1% |
32% |
False |
False |
244,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.50 |
2.618 |
1,389.25 |
1.618 |
1,365.25 |
1.000 |
1,350.50 |
0.618 |
1,341.25 |
HIGH |
1,326.50 |
0.618 |
1,317.25 |
0.500 |
1,314.50 |
0.382 |
1,311.75 |
LOW |
1,302.50 |
0.618 |
1,287.75 |
1.000 |
1,278.50 |
1.618 |
1,263.75 |
2.618 |
1,239.75 |
4.250 |
1,200.50 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,314.50 |
1,328.00 |
PP |
1,311.75 |
1,320.75 |
S1 |
1,309.25 |
1,313.50 |
|