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 |
1,590.2 |
1,576.5 |
-13.7 |
-0.9% |
1,633.2 |
High |
1,591.5 |
1,585.9 |
-5.6 |
-0.4% |
1,637.6 |
Low |
1,572.6 |
1,568.5 |
-4.1 |
-0.3% |
1,563.2 |
Close |
1,579.2 |
1,582.7 |
3.5 |
0.2% |
1,571.1 |
Range |
18.9 |
17.4 |
-1.5 |
-7.9% |
74.4 |
ATR |
26.6 |
25.9 |
-0.7 |
-2.5% |
0.0 |
Volume |
4,797 |
3,952 |
-845 |
-17.6% |
15,297 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.2 |
1,624.4 |
1,592.3 |
|
R3 |
1,613.8 |
1,607.0 |
1,587.5 |
|
R2 |
1,596.4 |
1,596.4 |
1,585.9 |
|
R1 |
1,589.6 |
1,589.6 |
1,584.3 |
1,593.0 |
PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,580.8 |
S1 |
1,572.2 |
1,572.2 |
1,581.1 |
1,575.6 |
S2 |
1,561.6 |
1,561.6 |
1,579.5 |
|
S3 |
1,544.2 |
1,554.8 |
1,577.9 |
|
S4 |
1,526.8 |
1,537.4 |
1,573.1 |
|
|
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 |
1,611.4 |
1,563.2 |
48.2 |
3.0% |
22.7 |
1.4% |
40% |
False |
False |
3,721 |
10 |
1,639.6 |
1,563.2 |
76.4 |
4.8% |
21.6 |
1.4% |
26% |
False |
False |
3,791 |
20 |
1,646.4 |
1,551.0 |
95.4 |
6.0% |
26.7 |
1.7% |
33% |
False |
False |
3,727 |
40 |
1,669.9 |
1,535.4 |
134.5 |
8.5% |
26.1 |
1.6% |
35% |
False |
False |
5,158 |
60 |
1,688.2 |
1,535.4 |
152.8 |
9.7% |
23.9 |
1.5% |
31% |
False |
False |
4,285 |
80 |
1,725.2 |
1,535.4 |
189.8 |
12.0% |
24.0 |
1.5% |
25% |
False |
False |
3,801 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.6 |
1.6% |
18% |
False |
False |
3,409 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.2 |
1.5% |
18% |
False |
False |
3,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.9 |
2.618 |
1,631.5 |
1.618 |
1,614.1 |
1.000 |
1,603.3 |
0.618 |
1,596.7 |
HIGH |
1,585.9 |
0.618 |
1,579.3 |
0.500 |
1,577.2 |
0.382 |
1,575.1 |
LOW |
1,568.5 |
0.618 |
1,557.7 |
1.000 |
1,551.1 |
1.618 |
1,540.3 |
2.618 |
1,522.9 |
4.250 |
1,494.6 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.9 |
1,582.0 |
PP |
1,579.0 |
1,581.3 |
S1 |
1,577.2 |
1,580.6 |
|