Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,496 |
12,362 |
-134 |
-1.1% |
12,752 |
High |
12,499 |
12,362 |
-137 |
-1.1% |
12,752 |
Low |
12,496 |
12,362 |
-134 |
-1.1% |
12,433 |
Close |
12,499 |
12,362 |
-137 |
-1.1% |
12,499 |
Range |
3 |
0 |
-3 |
-100.0% |
319 |
ATR |
133 |
134 |
0 |
0.2% |
0 |
Volume |
1 |
1 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,362 |
12,362 |
12,362 |
|
R3 |
12,362 |
12,362 |
12,362 |
|
R2 |
12,362 |
12,362 |
12,362 |
|
R1 |
12,362 |
12,362 |
12,362 |
12,362 |
PP |
12,362 |
12,362 |
12,362 |
12,362 |
S1 |
12,362 |
12,362 |
12,362 |
12,362 |
S2 |
12,362 |
12,362 |
12,362 |
|
S3 |
12,362 |
12,362 |
12,362 |
|
S4 |
12,362 |
12,362 |
12,362 |
|
|
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 |
12,725 |
12,362 |
363 |
2.9% |
72 |
0.6% |
0% |
False |
True |
7 |
10 |
12,752 |
12,354 |
398 |
3.2% |
62 |
0.5% |
2% |
False |
False |
5 |
20 |
12,752 |
11,913 |
839 |
6.8% |
55 |
0.4% |
54% |
False |
False |
3 |
40 |
13,108 |
11,913 |
1,195 |
9.7% |
62 |
0.5% |
38% |
False |
False |
3 |
60 |
13,108 |
11,913 |
1,195 |
9.7% |
50 |
0.4% |
38% |
False |
False |
3 |
80 |
13,109 |
11,913 |
1,196 |
9.7% |
40 |
0.3% |
38% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.7% |
38 |
0.3% |
38% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,362 |
2.618 |
12,362 |
1.618 |
12,362 |
1.000 |
12,362 |
0.618 |
12,362 |
HIGH |
12,362 |
0.618 |
12,362 |
0.500 |
12,362 |
0.382 |
12,362 |
LOW |
12,362 |
0.618 |
12,362 |
1.000 |
12,362 |
1.618 |
12,362 |
2.618 |
12,362 |
4.250 |
12,362 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,362 |
12,504 |
PP |
12,362 |
12,456 |
S1 |
12,362 |
12,409 |
|