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 |
1,577.3 |
1,590.2 |
12.9 |
0.8% |
1,633.2 |
High |
1,592.7 |
1,591.5 |
-1.2 |
-0.1% |
1,637.6 |
Low |
1,571.9 |
1,572.6 |
0.7 |
0.0% |
1,563.2 |
Close |
1,592.6 |
1,579.2 |
-13.4 |
-0.8% |
1,571.1 |
Range |
20.8 |
18.9 |
-1.9 |
-9.1% |
74.4 |
ATR |
27.1 |
26.6 |
-0.5 |
-1.9% |
0.0 |
Volume |
3,446 |
4,797 |
1,351 |
39.2% |
15,297 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.8 |
1,627.4 |
1,589.6 |
|
R3 |
1,618.9 |
1,608.5 |
1,584.4 |
|
R2 |
1,600.0 |
1,600.0 |
1,582.7 |
|
R1 |
1,589.6 |
1,589.6 |
1,580.9 |
1,585.4 |
PP |
1,581.1 |
1,581.1 |
1,581.1 |
1,579.0 |
S1 |
1,570.7 |
1,570.7 |
1,577.5 |
1,566.5 |
S2 |
1,562.2 |
1,562.2 |
1,575.7 |
|
S3 |
1,543.3 |
1,551.8 |
1,574.0 |
|
S4 |
1,524.4 |
1,532.9 |
1,568.8 |
|
|
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 |
1,627.8 |
1,563.2 |
64.6 |
4.1% |
25.8 |
1.6% |
25% |
False |
False |
3,682 |
10 |
1,639.6 |
1,563.2 |
76.4 |
4.8% |
21.6 |
1.4% |
21% |
False |
False |
3,674 |
20 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
27.7 |
1.8% |
38% |
False |
False |
4,537 |
40 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
26.0 |
1.6% |
31% |
False |
False |
5,161 |
60 |
1,691.6 |
1,535.4 |
156.2 |
9.9% |
23.9 |
1.5% |
28% |
False |
False |
4,249 |
80 |
1,726.7 |
1,535.4 |
191.3 |
12.1% |
24.1 |
1.5% |
23% |
False |
False |
3,782 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.8 |
1.6% |
16% |
False |
False |
3,402 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.3 |
1.5% |
16% |
False |
False |
3,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.8 |
2.618 |
1,641.0 |
1.618 |
1,622.1 |
1.000 |
1,610.4 |
0.618 |
1,603.2 |
HIGH |
1,591.5 |
0.618 |
1,584.3 |
0.500 |
1,582.1 |
0.382 |
1,579.8 |
LOW |
1,572.6 |
0.618 |
1,560.9 |
1.000 |
1,553.7 |
1.618 |
1,542.0 |
2.618 |
1,523.1 |
4.250 |
1,492.3 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,582.1 |
1,578.8 |
PP |
1,581.1 |
1,578.4 |
S1 |
1,580.2 |
1,578.0 |
|