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 |
1,576.5 |
1,578.9 |
2.4 |
0.2% |
1,633.2 |
High |
1,585.9 |
1,583.1 |
-2.8 |
-0.2% |
1,637.6 |
Low |
1,568.5 |
1,552.0 |
-16.5 |
-1.1% |
1,563.2 |
Close |
1,582.7 |
1,554.7 |
-28.0 |
-1.8% |
1,571.1 |
Range |
17.4 |
31.1 |
13.7 |
78.7% |
74.4 |
ATR |
25.9 |
26.3 |
0.4 |
1.4% |
0.0 |
Volume |
3,952 |
3,423 |
-529 |
-13.4% |
15,297 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.6 |
1,636.7 |
1,571.8 |
|
R3 |
1,625.5 |
1,605.6 |
1,563.3 |
|
R2 |
1,594.4 |
1,594.4 |
1,560.4 |
|
R1 |
1,574.5 |
1,574.5 |
1,557.6 |
1,568.9 |
PP |
1,563.3 |
1,563.3 |
1,563.3 |
1,560.5 |
S1 |
1,543.4 |
1,543.4 |
1,551.8 |
1,537.8 |
S2 |
1,532.2 |
1,532.2 |
1,549.0 |
|
S3 |
1,501.1 |
1,512.3 |
1,546.1 |
|
S4 |
1,470.0 |
1,481.2 |
1,537.6 |
|
|
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 |
1,592.7 |
1,552.0 |
40.7 |
2.6% |
20.5 |
1.3% |
7% |
False |
True |
3,908 |
10 |
1,639.6 |
1,552.0 |
87.6 |
5.6% |
23.0 |
1.5% |
3% |
False |
True |
3,868 |
20 |
1,646.4 |
1,551.0 |
95.4 |
6.1% |
27.2 |
1.8% |
4% |
False |
False |
3,481 |
40 |
1,659.1 |
1,535.4 |
123.7 |
8.0% |
26.5 |
1.7% |
16% |
False |
False |
5,052 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.8% |
23.7 |
1.5% |
13% |
False |
False |
4,311 |
80 |
1,725.2 |
1,535.4 |
189.8 |
12.2% |
23.9 |
1.5% |
10% |
False |
False |
3,817 |
100 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
24.7 |
1.6% |
7% |
False |
False |
3,424 |
120 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
24.4 |
1.6% |
7% |
False |
False |
3,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.3 |
2.618 |
1,664.5 |
1.618 |
1,633.4 |
1.000 |
1,614.2 |
0.618 |
1,602.3 |
HIGH |
1,583.1 |
0.618 |
1,571.2 |
0.500 |
1,567.6 |
0.382 |
1,563.9 |
LOW |
1,552.0 |
0.618 |
1,532.8 |
1.000 |
1,520.9 |
1.618 |
1,501.7 |
2.618 |
1,470.6 |
4.250 |
1,419.8 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,567.6 |
1,571.8 |
PP |
1,563.3 |
1,566.1 |
S1 |
1,559.0 |
1,560.4 |
|