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 |
1,569.4 |
1,577.3 |
7.9 |
0.5% |
1,633.2 |
High |
1,577.7 |
1,592.7 |
15.0 |
1.0% |
1,637.6 |
Low |
1,563.2 |
1,571.9 |
8.7 |
0.6% |
1,563.2 |
Close |
1,571.1 |
1,592.6 |
21.5 |
1.4% |
1,571.1 |
Range |
14.5 |
20.8 |
6.3 |
43.4% |
74.4 |
ATR |
27.5 |
27.1 |
-0.4 |
-1.5% |
0.0 |
Volume |
3,922 |
3,446 |
-476 |
-12.1% |
15,297 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.1 |
1,641.2 |
1,604.0 |
|
R3 |
1,627.3 |
1,620.4 |
1,598.3 |
|
R2 |
1,606.5 |
1,606.5 |
1,596.4 |
|
R1 |
1,599.6 |
1,599.6 |
1,594.5 |
1,603.1 |
PP |
1,585.7 |
1,585.7 |
1,585.7 |
1,587.5 |
S1 |
1,578.8 |
1,578.8 |
1,590.7 |
1,582.3 |
S2 |
1,564.9 |
1,564.9 |
1,588.8 |
|
S3 |
1,544.1 |
1,558.0 |
1,586.9 |
|
S4 |
1,523.3 |
1,537.2 |
1,581.2 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.8 |
1,766.9 |
1,612.0 |
|
R3 |
1,739.4 |
1,692.5 |
1,591.6 |
|
R2 |
1,665.0 |
1,665.0 |
1,584.7 |
|
R1 |
1,618.1 |
1,618.1 |
1,577.9 |
1,604.4 |
PP |
1,590.6 |
1,590.6 |
1,590.6 |
1,583.8 |
S1 |
1,543.7 |
1,543.7 |
1,564.3 |
1,530.0 |
S2 |
1,516.2 |
1,516.2 |
1,557.5 |
|
S3 |
1,441.8 |
1,469.3 |
1,550.6 |
|
S4 |
1,367.4 |
1,394.9 |
1,530.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.6 |
1,563.2 |
74.4 |
4.7% |
25.0 |
1.6% |
40% |
False |
False |
3,359 |
10 |
1,639.6 |
1,563.2 |
76.4 |
4.8% |
22.6 |
1.4% |
38% |
False |
False |
3,276 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
28.6 |
1.8% |
51% |
False |
False |
4,693 |
40 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
26.0 |
1.6% |
40% |
False |
False |
5,076 |
60 |
1,691.6 |
1,535.4 |
156.2 |
9.8% |
23.8 |
1.5% |
37% |
False |
False |
4,219 |
80 |
1,735.2 |
1,535.4 |
199.8 |
12.5% |
24.1 |
1.5% |
29% |
False |
False |
3,743 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.8 |
1.6% |
22% |
False |
False |
3,363 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.3 |
1.5% |
22% |
False |
False |
3,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,681.1 |
2.618 |
1,647.2 |
1.618 |
1,626.4 |
1.000 |
1,613.5 |
0.618 |
1,605.6 |
HIGH |
1,592.7 |
0.618 |
1,584.8 |
0.500 |
1,582.3 |
0.382 |
1,579.8 |
LOW |
1,571.9 |
0.618 |
1,559.0 |
1.000 |
1,551.1 |
1.618 |
1,538.2 |
2.618 |
1,517.4 |
4.250 |
1,483.5 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,589.2 |
1,590.8 |
PP |
1,585.7 |
1,589.1 |
S1 |
1,582.3 |
1,587.3 |
|