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 |
1,578.9 |
1,557.3 |
-21.6 |
-1.4% |
1,577.3 |
High |
1,583.1 |
1,611.4 |
28.3 |
1.8% |
1,611.4 |
Low |
1,552.0 |
1,557.3 |
5.3 |
0.3% |
1,552.0 |
Close |
1,554.7 |
1,608.7 |
54.0 |
3.5% |
1,608.7 |
Range |
31.1 |
54.1 |
23.0 |
74.0% |
59.4 |
ATR |
26.3 |
28.5 |
2.2 |
8.3% |
0.0 |
Volume |
3,423 |
7,723 |
4,300 |
125.6% |
23,341 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.8 |
1,735.8 |
1,638.5 |
|
R3 |
1,700.7 |
1,681.7 |
1,623.6 |
|
R2 |
1,646.6 |
1,646.6 |
1,618.6 |
|
R1 |
1,627.6 |
1,627.6 |
1,613.7 |
1,637.1 |
PP |
1,592.5 |
1,592.5 |
1,592.5 |
1,597.2 |
S1 |
1,573.5 |
1,573.5 |
1,603.7 |
1,583.0 |
S2 |
1,538.4 |
1,538.4 |
1,598.8 |
|
S3 |
1,484.3 |
1,519.4 |
1,593.8 |
|
S4 |
1,430.2 |
1,465.3 |
1,578.9 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,748.2 |
1,641.4 |
|
R3 |
1,709.5 |
1,688.8 |
1,625.0 |
|
R2 |
1,650.1 |
1,650.1 |
1,619.6 |
|
R1 |
1,629.4 |
1,629.4 |
1,614.1 |
1,639.8 |
PP |
1,590.7 |
1,590.7 |
1,590.7 |
1,595.9 |
S1 |
1,570.0 |
1,570.0 |
1,603.3 |
1,580.4 |
S2 |
1,531.3 |
1,531.3 |
1,597.8 |
|
S3 |
1,471.9 |
1,510.6 |
1,592.4 |
|
S4 |
1,412.5 |
1,451.2 |
1,576.0 |
|
|
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 |
1,552.0 |
59.4 |
3.7% |
28.5 |
1.8% |
95% |
True |
False |
4,668 |
10 |
1,637.6 |
1,552.0 |
85.6 |
5.3% |
27.0 |
1.7% |
66% |
False |
False |
3,863 |
20 |
1,646.4 |
1,552.0 |
94.4 |
5.9% |
25.7 |
1.6% |
60% |
False |
False |
3,619 |
40 |
1,652.7 |
1,535.4 |
117.3 |
7.3% |
27.3 |
1.7% |
62% |
False |
False |
5,161 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
24.1 |
1.5% |
48% |
False |
False |
4,389 |
80 |
1,725.2 |
1,535.4 |
189.8 |
11.8% |
24.4 |
1.5% |
39% |
False |
False |
3,865 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.8 |
1.5% |
28% |
False |
False |
3,491 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.7 |
1.5% |
28% |
False |
False |
3,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.3 |
2.618 |
1,753.0 |
1.618 |
1,698.9 |
1.000 |
1,665.5 |
0.618 |
1,644.8 |
HIGH |
1,611.4 |
0.618 |
1,590.7 |
0.500 |
1,584.4 |
0.382 |
1,578.0 |
LOW |
1,557.3 |
0.618 |
1,523.9 |
1.000 |
1,503.2 |
1.618 |
1,469.8 |
2.618 |
1,415.7 |
4.250 |
1,327.4 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,600.6 |
1,599.7 |
PP |
1,592.5 |
1,590.7 |
S1 |
1,584.4 |
1,581.7 |
|