Trading Metrics calculated at close of trading on 27-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,587.8 |
1,574.5 |
-13.3 |
-0.8% |
1,631.8 |
High |
1,589.4 |
1,584.3 |
-5.1 |
-0.3% |
1,636.3 |
Low |
1,571.2 |
1,566.0 |
-5.2 |
-0.3% |
1,561.0 |
Close |
1,577.1 |
1,580.6 |
3.5 |
0.2% |
1,569.0 |
Range |
18.2 |
18.3 |
0.1 |
0.5% |
75.3 |
ATR |
25.5 |
25.0 |
-0.5 |
-2.0% |
0.0 |
Volume |
3,453 |
519 |
-2,934 |
-85.0% |
7,292 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.9 |
1,624.5 |
1,590.7 |
|
R3 |
1,613.6 |
1,606.2 |
1,585.6 |
|
R2 |
1,595.3 |
1,595.3 |
1,584.0 |
|
R1 |
1,587.9 |
1,587.9 |
1,582.3 |
1,591.6 |
PP |
1,577.0 |
1,577.0 |
1,577.0 |
1,578.8 |
S1 |
1,569.6 |
1,569.6 |
1,578.9 |
1,573.3 |
S2 |
1,558.7 |
1,558.7 |
1,577.2 |
|
S3 |
1,540.4 |
1,551.3 |
1,575.6 |
|
S4 |
1,522.1 |
1,533.0 |
1,570.5 |
|
|
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 |
1,609.0 |
1,561.0 |
48.0 |
3.0% |
22.8 |
1.4% |
41% |
False |
False |
1,443 |
10 |
1,636.3 |
1,561.0 |
75.3 |
4.8% |
20.2 |
1.3% |
26% |
False |
False |
1,389 |
20 |
1,644.0 |
1,548.3 |
95.7 |
6.1% |
25.7 |
1.6% |
34% |
False |
False |
1,730 |
40 |
1,664.0 |
1,534.3 |
129.7 |
8.2% |
24.6 |
1.6% |
36% |
False |
False |
1,697 |
60 |
1,686.3 |
1,534.3 |
152.0 |
9.6% |
22.4 |
1.4% |
30% |
False |
False |
1,449 |
80 |
1,719.4 |
1,534.3 |
185.1 |
11.7% |
21.5 |
1.4% |
25% |
False |
False |
1,257 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.4 |
1.3% |
17% |
False |
False |
1,097 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
19.1 |
1.2% |
17% |
False |
False |
987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.1 |
2.618 |
1,632.2 |
1.618 |
1,613.9 |
1.000 |
1,602.6 |
0.618 |
1,595.6 |
HIGH |
1,584.3 |
0.618 |
1,577.3 |
0.500 |
1,575.2 |
0.382 |
1,573.0 |
LOW |
1,566.0 |
0.618 |
1,554.7 |
1.000 |
1,547.7 |
1.618 |
1,536.4 |
2.618 |
1,518.1 |
4.250 |
1,488.2 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,578.8 |
1,579.9 |
PP |
1,577.0 |
1,579.2 |
S1 |
1,575.2 |
1,578.5 |
|