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 |
1,574.5 |
1,577.0 |
2.5 |
0.2% |
1,631.8 |
High |
1,584.3 |
1,580.2 |
-4.1 |
-0.3% |
1,636.3 |
Low |
1,566.0 |
1,550.0 |
-16.0 |
-1.0% |
1,561.0 |
Close |
1,580.6 |
1,552.5 |
-28.1 |
-1.8% |
1,569.0 |
Range |
18.3 |
30.2 |
11.9 |
65.0% |
75.3 |
ATR |
25.0 |
25.4 |
0.4 |
1.6% |
0.0 |
Volume |
519 |
630 |
111 |
21.4% |
7,292 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.5 |
1,632.2 |
1,569.1 |
|
R3 |
1,621.3 |
1,602.0 |
1,560.8 |
|
R2 |
1,591.1 |
1,591.1 |
1,558.0 |
|
R1 |
1,571.8 |
1,571.8 |
1,555.3 |
1,566.4 |
PP |
1,560.9 |
1,560.9 |
1,560.9 |
1,558.2 |
S1 |
1,541.6 |
1,541.6 |
1,549.7 |
1,536.2 |
S2 |
1,530.7 |
1,530.7 |
1,547.0 |
|
S3 |
1,500.5 |
1,511.4 |
1,544.2 |
|
S4 |
1,470.3 |
1,481.2 |
1,535.9 |
|
|
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 |
1,590.9 |
1,550.0 |
40.9 |
2.6% |
20.6 |
1.3% |
6% |
False |
True |
1,333 |
10 |
1,636.3 |
1,550.0 |
86.3 |
5.6% |
21.7 |
1.4% |
3% |
False |
True |
1,376 |
20 |
1,644.0 |
1,548.3 |
95.7 |
6.2% |
26.2 |
1.7% |
4% |
False |
False |
1,520 |
40 |
1,657.3 |
1,534.3 |
123.0 |
7.9% |
25.1 |
1.6% |
15% |
False |
False |
1,657 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.7% |
22.3 |
1.4% |
12% |
False |
False |
1,457 |
80 |
1,719.4 |
1,534.3 |
185.1 |
11.9% |
21.6 |
1.4% |
10% |
False |
False |
1,237 |
100 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
20.7 |
1.3% |
7% |
False |
False |
1,099 |
120 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
19.3 |
1.2% |
7% |
False |
False |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.6 |
2.618 |
1,659.3 |
1.618 |
1,629.1 |
1.000 |
1,610.4 |
0.618 |
1,598.9 |
HIGH |
1,580.2 |
0.618 |
1,568.7 |
0.500 |
1,565.1 |
0.382 |
1,561.5 |
LOW |
1,550.0 |
0.618 |
1,531.3 |
1.000 |
1,519.8 |
1.618 |
1,501.1 |
2.618 |
1,470.9 |
4.250 |
1,421.7 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,565.1 |
1,569.7 |
PP |
1,560.9 |
1,564.0 |
S1 |
1,556.7 |
1,558.2 |
|