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 |
1,325.50 |
1,306.75 |
-18.75 |
-1.4% |
1,345.25 |
High |
1,326.50 |
1,318.00 |
-8.50 |
-0.6% |
1,357.00 |
Low |
1,302.50 |
1,303.25 |
0.75 |
0.1% |
1,317.50 |
Close |
1,306.50 |
1,315.50 |
9.00 |
0.7% |
1,326.75 |
Range |
24.00 |
14.75 |
-9.25 |
-38.5% |
39.50 |
ATR |
22.11 |
21.59 |
-0.53 |
-2.4% |
0.00 |
Volume |
1,840,378 |
1,810,326 |
-30,052 |
-1.6% |
10,765,950 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.50 |
1,350.75 |
1,323.50 |
|
R3 |
1,341.75 |
1,336.00 |
1,319.50 |
|
R2 |
1,327.00 |
1,327.00 |
1,318.25 |
|
R1 |
1,321.25 |
1,321.25 |
1,316.75 |
1,324.00 |
PP |
1,312.25 |
1,312.25 |
1,312.25 |
1,313.75 |
S1 |
1,306.50 |
1,306.50 |
1,314.25 |
1,309.50 |
S2 |
1,297.50 |
1,297.50 |
1,312.75 |
|
S3 |
1,282.75 |
1,291.75 |
1,311.50 |
|
S4 |
1,268.00 |
1,277.00 |
1,307.50 |
|
|
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 |
1,355.50 |
1,302.50 |
53.00 |
4.0% |
21.00 |
1.6% |
25% |
False |
False |
2,115,300 |
10 |
1,357.00 |
1,302.50 |
54.50 |
4.1% |
20.00 |
1.5% |
24% |
False |
False |
2,160,758 |
20 |
1,357.00 |
1,255.50 |
101.50 |
7.7% |
23.00 |
1.7% |
59% |
False |
False |
1,550,626 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.4% |
21.75 |
1.7% |
40% |
False |
False |
777,380 |
60 |
1,407.50 |
1,255.50 |
152.00 |
11.6% |
20.25 |
1.5% |
39% |
False |
False |
518,783 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
18.50 |
1.4% |
38% |
False |
False |
389,328 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
16.50 |
1.3% |
38% |
False |
False |
311,467 |
120 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
15.00 |
1.1% |
38% |
False |
False |
259,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.75 |
2.618 |
1,356.50 |
1.618 |
1,341.75 |
1.000 |
1,332.75 |
0.618 |
1,327.00 |
HIGH |
1,318.00 |
0.618 |
1,312.25 |
0.500 |
1,310.50 |
0.382 |
1,309.00 |
LOW |
1,303.25 |
0.618 |
1,294.25 |
1.000 |
1,288.50 |
1.618 |
1,279.50 |
2.618 |
1,264.75 |
4.250 |
1,240.50 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,314.00 |
1,317.00 |
PP |
1,312.25 |
1,316.50 |
S1 |
1,310.50 |
1,316.00 |
|