Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,645 |
12,496 |
-149 |
-1.2% |
12,752 |
High |
12,645 |
12,499 |
-146 |
-1.2% |
12,752 |
Low |
12,433 |
12,496 |
63 |
0.5% |
12,433 |
Close |
12,433 |
12,499 |
66 |
0.5% |
12,499 |
Range |
212 |
3 |
-209 |
-98.6% |
319 |
ATR |
138 |
133 |
-5 |
-3.7% |
0 |
Volume |
21 |
1 |
-20 |
-95.2% |
41 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,507 |
12,506 |
12,501 |
|
R3 |
12,504 |
12,503 |
12,500 |
|
R2 |
12,501 |
12,501 |
12,500 |
|
R1 |
12,500 |
12,500 |
12,499 |
12,501 |
PP |
12,498 |
12,498 |
12,498 |
12,498 |
S1 |
12,497 |
12,497 |
12,499 |
12,498 |
S2 |
12,495 |
12,495 |
12,499 |
|
S3 |
12,492 |
12,494 |
12,498 |
|
S4 |
12,489 |
12,491 |
12,497 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,518 |
13,328 |
12,675 |
|
R3 |
13,199 |
13,009 |
12,587 |
|
R2 |
12,880 |
12,880 |
12,558 |
|
R1 |
12,690 |
12,690 |
12,528 |
12,626 |
PP |
12,561 |
12,561 |
12,561 |
12,529 |
S1 |
12,371 |
12,371 |
12,470 |
12,307 |
S2 |
12,242 |
12,242 |
12,441 |
|
S3 |
11,923 |
12,052 |
12,411 |
|
S4 |
11,604 |
11,733 |
12,324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,752 |
12,433 |
319 |
2.6% |
101 |
0.8% |
21% |
False |
False |
8 |
10 |
12,752 |
12,235 |
517 |
4.1% |
91 |
0.7% |
51% |
False |
False |
6 |
20 |
12,752 |
11,913 |
839 |
6.7% |
55 |
0.4% |
70% |
False |
False |
3 |
40 |
13,108 |
11,913 |
1,195 |
9.6% |
62 |
0.5% |
49% |
False |
False |
3 |
60 |
13,108 |
11,913 |
1,195 |
9.6% |
50 |
0.4% |
49% |
False |
False |
4 |
80 |
13,109 |
11,913 |
1,196 |
9.6% |
40 |
0.3% |
49% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.6% |
38 |
0.3% |
49% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,512 |
2.618 |
12,507 |
1.618 |
12,504 |
1.000 |
12,502 |
0.618 |
12,501 |
HIGH |
12,499 |
0.618 |
12,498 |
0.500 |
12,498 |
0.382 |
12,497 |
LOW |
12,496 |
0.618 |
12,494 |
1.000 |
12,493 |
1.618 |
12,491 |
2.618 |
12,488 |
4.250 |
12,483 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,499 |
12,565 |
PP |
12,498 |
12,543 |
S1 |
12,498 |
12,521 |
|