Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,577.0 |
1,557.2 |
-19.8 |
-1.3% |
1,571.8 |
High |
1,580.2 |
1,609.7 |
29.5 |
1.9% |
1,609.7 |
Low |
1,550.0 |
1,556.7 |
6.7 |
0.4% |
1,550.0 |
Close |
1,552.5 |
1,606.4 |
53.9 |
3.5% |
1,606.4 |
Range |
30.2 |
53.0 |
22.8 |
75.5% |
59.7 |
ATR |
25.4 |
27.7 |
2.3 |
8.9% |
0.0 |
Volume |
630 |
3,619 |
2,989 |
474.4% |
9,349 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.9 |
1,731.2 |
1,635.6 |
|
R3 |
1,696.9 |
1,678.2 |
1,621.0 |
|
R2 |
1,643.9 |
1,643.9 |
1,616.1 |
|
R1 |
1,625.2 |
1,625.2 |
1,611.3 |
1,634.6 |
PP |
1,590.9 |
1,590.9 |
1,590.9 |
1,595.6 |
S1 |
1,572.2 |
1,572.2 |
1,601.5 |
1,581.6 |
S2 |
1,537.9 |
1,537.9 |
1,596.7 |
|
S3 |
1,484.9 |
1,519.2 |
1,591.8 |
|
S4 |
1,431.9 |
1,466.2 |
1,577.3 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.8 |
1,746.8 |
1,639.2 |
|
R3 |
1,708.1 |
1,687.1 |
1,622.8 |
|
R2 |
1,648.4 |
1,648.4 |
1,617.3 |
|
R1 |
1,627.4 |
1,627.4 |
1,611.9 |
1,637.9 |
PP |
1,588.7 |
1,588.7 |
1,588.7 |
1,594.0 |
S1 |
1,567.7 |
1,567.7 |
1,600.9 |
1,578.2 |
S2 |
1,529.0 |
1,529.0 |
1,595.5 |
|
S3 |
1,469.3 |
1,508.0 |
1,590.0 |
|
S4 |
1,409.6 |
1,448.3 |
1,573.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,609.7 |
1,550.0 |
59.7 |
3.7% |
28.3 |
1.8% |
94% |
True |
False |
1,869 |
10 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
25.9 |
1.6% |
65% |
False |
False |
1,664 |
20 |
1,644.0 |
1,550.0 |
94.0 |
5.9% |
24.6 |
1.5% |
60% |
False |
False |
1,590 |
40 |
1,649.8 |
1,534.3 |
115.5 |
7.2% |
25.9 |
1.6% |
62% |
False |
False |
1,717 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
22.6 |
1.4% |
48% |
False |
False |
1,507 |
80 |
1,719.4 |
1,534.3 |
185.1 |
11.5% |
22.1 |
1.4% |
39% |
False |
False |
1,270 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
20.9 |
1.3% |
27% |
False |
False |
1,135 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
19.7 |
1.2% |
27% |
False |
False |
1,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,835.0 |
2.618 |
1,748.5 |
1.618 |
1,695.5 |
1.000 |
1,662.7 |
0.618 |
1,642.5 |
HIGH |
1,609.7 |
0.618 |
1,589.5 |
0.500 |
1,583.2 |
0.382 |
1,576.9 |
LOW |
1,556.7 |
0.618 |
1,523.9 |
1.000 |
1,503.7 |
1.618 |
1,470.9 |
2.618 |
1,417.9 |
4.250 |
1,331.5 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,598.7 |
1,597.6 |
PP |
1,590.9 |
1,588.7 |
S1 |
1,583.2 |
1,579.9 |
|