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 |
1,315.75 |
1,325.75 |
10.00 |
0.8% |
1,345.25 |
High |
1,328.50 |
1,327.75 |
-0.75 |
-0.1% |
1,357.00 |
Low |
1,312.00 |
1,306.75 |
-5.25 |
-0.4% |
1,317.50 |
Close |
1,325.50 |
1,322.50 |
-3.00 |
-0.2% |
1,326.75 |
Range |
16.50 |
21.00 |
4.50 |
27.3% |
39.50 |
ATR |
21.22 |
21.21 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,615,882 |
2,290,787 |
674,905 |
41.8% |
10,765,950 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.00 |
1,373.25 |
1,334.00 |
|
R3 |
1,361.00 |
1,352.25 |
1,328.25 |
|
R2 |
1,340.00 |
1,340.00 |
1,326.25 |
|
R1 |
1,331.25 |
1,331.25 |
1,324.50 |
1,325.00 |
PP |
1,319.00 |
1,319.00 |
1,319.00 |
1,316.00 |
S1 |
1,310.25 |
1,310.25 |
1,320.50 |
1,304.00 |
S2 |
1,298.00 |
1,298.00 |
1,318.75 |
|
S3 |
1,277.00 |
1,289.25 |
1,316.75 |
|
S4 |
1,256.00 |
1,268.25 |
1,311.00 |
|
|
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 |
1,331.75 |
1,302.50 |
29.25 |
2.2% |
18.00 |
1.4% |
68% |
False |
False |
1,883,212 |
10 |
1,357.00 |
1,302.50 |
54.50 |
4.1% |
19.75 |
1.5% |
37% |
False |
False |
2,014,068 |
20 |
1,357.00 |
1,255.50 |
101.50 |
7.7% |
22.50 |
1.7% |
66% |
False |
False |
1,744,893 |
40 |
1,395.75 |
1,255.50 |
140.25 |
10.6% |
22.00 |
1.7% |
48% |
False |
False |
874,978 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.3% |
20.25 |
1.5% |
45% |
False |
False |
583,828 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
18.50 |
1.4% |
42% |
False |
False |
438,160 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
16.75 |
1.3% |
42% |
False |
False |
350,534 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
15.25 |
1.2% |
42% |
False |
False |
292,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.00 |
2.618 |
1,382.75 |
1.618 |
1,361.75 |
1.000 |
1,348.75 |
0.618 |
1,340.75 |
HIGH |
1,327.75 |
0.618 |
1,319.75 |
0.500 |
1,317.25 |
0.382 |
1,314.75 |
LOW |
1,306.75 |
0.618 |
1,293.75 |
1.000 |
1,285.75 |
1.618 |
1,272.75 |
2.618 |
1,251.75 |
4.250 |
1,217.50 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,320.75 |
1,320.25 |
PP |
1,319.00 |
1,318.00 |
S1 |
1,317.25 |
1,316.00 |
|