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 |
1,571.8 |
1,587.8 |
16.0 |
1.0% |
1,631.8 |
High |
1,590.9 |
1,589.4 |
-1.5 |
-0.1% |
1,636.3 |
Low |
1,569.3 |
1,571.2 |
1.9 |
0.1% |
1,561.0 |
Close |
1,590.5 |
1,577.1 |
-13.4 |
-0.8% |
1,569.0 |
Range |
21.6 |
18.2 |
-3.4 |
-15.7% |
75.3 |
ATR |
26.0 |
25.5 |
-0.5 |
-1.8% |
0.0 |
Volume |
1,128 |
3,453 |
2,325 |
206.1% |
7,292 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.8 |
1,623.7 |
1,587.1 |
|
R3 |
1,615.6 |
1,605.5 |
1,582.1 |
|
R2 |
1,597.4 |
1,597.4 |
1,580.4 |
|
R1 |
1,587.3 |
1,587.3 |
1,578.8 |
1,583.3 |
PP |
1,579.2 |
1,579.2 |
1,579.2 |
1,577.2 |
S1 |
1,569.1 |
1,569.1 |
1,575.4 |
1,565.1 |
S2 |
1,561.0 |
1,561.0 |
1,573.8 |
|
S3 |
1,542.8 |
1,550.9 |
1,572.1 |
|
S4 |
1,524.6 |
1,532.7 |
1,567.1 |
|
|
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 |
1,623.8 |
1,561.0 |
62.8 |
4.0% |
25.0 |
1.6% |
26% |
False |
False |
1,745 |
10 |
1,636.3 |
1,561.0 |
75.3 |
4.8% |
20.1 |
1.3% |
21% |
False |
False |
1,392 |
20 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
26.7 |
1.7% |
39% |
False |
False |
1,863 |
40 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.4 |
1.5% |
31% |
False |
False |
1,731 |
60 |
1,686.3 |
1,534.3 |
152.0 |
9.6% |
22.3 |
1.4% |
28% |
False |
False |
1,450 |
80 |
1,722.8 |
1,534.3 |
188.5 |
12.0% |
21.4 |
1.4% |
23% |
False |
False |
1,255 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.6 |
1.3% |
16% |
False |
False |
1,099 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
19.1 |
1.2% |
16% |
False |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.8 |
2.618 |
1,637.0 |
1.618 |
1,618.8 |
1.000 |
1,607.6 |
0.618 |
1,600.6 |
HIGH |
1,589.4 |
0.618 |
1,582.4 |
0.500 |
1,580.3 |
0.382 |
1,578.2 |
LOW |
1,571.2 |
0.618 |
1,560.0 |
1.000 |
1,553.0 |
1.618 |
1,541.8 |
2.618 |
1,523.6 |
4.250 |
1,493.9 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.3 |
1,576.7 |
PP |
1,579.2 |
1,576.3 |
S1 |
1,578.2 |
1,576.0 |
|