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 |
1,570.7 |
1,571.8 |
1.1 |
0.1% |
1,631.8 |
High |
1,575.7 |
1,590.9 |
15.2 |
1.0% |
1,636.3 |
Low |
1,561.0 |
1,569.3 |
8.3 |
0.5% |
1,561.0 |
Close |
1,569.0 |
1,590.5 |
21.5 |
1.4% |
1,569.0 |
Range |
14.7 |
21.6 |
6.9 |
46.9% |
75.3 |
ATR |
26.3 |
26.0 |
-0.3 |
-1.2% |
0.0 |
Volume |
939 |
1,128 |
189 |
20.1% |
7,292 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.4 |
1,641.0 |
1,602.4 |
|
R3 |
1,626.8 |
1,619.4 |
1,596.4 |
|
R2 |
1,605.2 |
1,605.2 |
1,594.5 |
|
R1 |
1,597.8 |
1,597.8 |
1,592.5 |
1,601.5 |
PP |
1,583.6 |
1,583.6 |
1,583.6 |
1,585.4 |
S1 |
1,576.2 |
1,576.2 |
1,588.5 |
1,579.9 |
S2 |
1,562.0 |
1,562.0 |
1,586.5 |
|
S3 |
1,540.4 |
1,554.6 |
1,584.6 |
|
S4 |
1,518.8 |
1,533.0 |
1,578.6 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.7 |
1,767.1 |
1,610.4 |
|
R3 |
1,739.4 |
1,691.8 |
1,589.7 |
|
R2 |
1,664.1 |
1,664.1 |
1,582.8 |
|
R1 |
1,616.5 |
1,616.5 |
1,575.9 |
1,602.7 |
PP |
1,588.8 |
1,588.8 |
1,588.8 |
1,581.8 |
S1 |
1,541.2 |
1,541.2 |
1,562.1 |
1,527.4 |
S2 |
1,513.5 |
1,513.5 |
1,555.2 |
|
S3 |
1,438.2 |
1,465.9 |
1,548.3 |
|
S4 |
1,362.9 |
1,390.6 |
1,527.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,636.3 |
1,561.0 |
75.3 |
4.7% |
24.4 |
1.5% |
39% |
False |
False |
1,261 |
10 |
1,636.3 |
1,561.0 |
75.3 |
4.7% |
21.3 |
1.3% |
39% |
False |
False |
1,115 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
27.6 |
1.7% |
51% |
False |
False |
1,781 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
24.4 |
1.5% |
40% |
False |
False |
1,653 |
60 |
1,686.3 |
1,534.3 |
152.0 |
9.6% |
22.2 |
1.4% |
37% |
False |
False |
1,400 |
80 |
1,731.2 |
1,534.3 |
196.9 |
12.4% |
21.4 |
1.3% |
29% |
False |
False |
1,232 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
20.5 |
1.3% |
21% |
False |
False |
1,066 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
19.1 |
1.2% |
21% |
False |
False |
965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.7 |
2.618 |
1,647.4 |
1.618 |
1,625.8 |
1.000 |
1,612.5 |
0.618 |
1,604.2 |
HIGH |
1,590.9 |
0.618 |
1,582.6 |
0.500 |
1,580.1 |
0.382 |
1,577.6 |
LOW |
1,569.3 |
0.618 |
1,556.0 |
1.000 |
1,547.7 |
1.618 |
1,534.4 |
2.618 |
1,512.8 |
4.250 |
1,477.5 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,587.0 |
1,588.7 |
PP |
1,583.6 |
1,586.8 |
S1 |
1,580.1 |
1,585.0 |
|