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 |
133.13 |
132.05 |
-1.08 |
-0.8% |
133.58 |
High |
133.71 |
132.10 |
-1.61 |
-1.2% |
136.25 |
Low |
132.62 |
130.85 |
-1.77 |
-1.3% |
132.33 |
Close |
133.46 |
131.32 |
-2.14 |
-1.6% |
133.46 |
Range |
1.09 |
1.25 |
0.16 |
14.7% |
3.92 |
ATR |
1.95 |
2.00 |
0.05 |
2.4% |
0.00 |
Volume |
129,970,359 |
146,273,844 |
16,303,485 |
12.5% |
810,073,296 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.17 |
134.50 |
132.01 |
|
R3 |
133.92 |
133.25 |
131.66 |
|
R2 |
132.67 |
132.67 |
131.55 |
|
R1 |
132.00 |
132.00 |
131.43 |
131.71 |
PP |
131.42 |
131.42 |
131.42 |
131.28 |
S1 |
130.75 |
130.75 |
131.21 |
130.46 |
S2 |
130.17 |
130.17 |
131.09 |
|
S3 |
128.92 |
129.50 |
130.98 |
|
S4 |
127.67 |
128.25 |
130.63 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.77 |
143.54 |
135.62 |
|
R3 |
141.85 |
139.62 |
134.54 |
|
R2 |
137.93 |
137.93 |
134.18 |
|
R1 |
135.70 |
135.70 |
133.82 |
134.86 |
PP |
134.01 |
134.01 |
134.01 |
133.59 |
S1 |
131.78 |
131.78 |
133.10 |
130.94 |
S2 |
130.09 |
130.09 |
132.74 |
|
S3 |
126.17 |
127.86 |
132.38 |
|
S4 |
122.25 |
123.94 |
131.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.25 |
130.85 |
5.40 |
4.1% |
1.90 |
1.4% |
9% |
False |
True |
165,018,528 |
10 |
136.25 |
130.85 |
5.40 |
4.1% |
1.77 |
1.3% |
9% |
False |
True |
171,012,971 |
20 |
136.25 |
127.14 |
9.11 |
6.9% |
1.99 |
1.5% |
46% |
False |
False |
176,128,095 |
40 |
141.66 |
127.14 |
14.52 |
11.1% |
1.84 |
1.4% |
29% |
False |
False |
178,197,262 |
60 |
142.21 |
127.14 |
15.07 |
11.5% |
1.68 |
1.3% |
28% |
False |
False |
169,565,744 |
80 |
142.21 |
127.14 |
15.07 |
11.5% |
1.52 |
1.2% |
28% |
False |
False |
161,860,212 |
100 |
142.21 |
127.14 |
15.07 |
11.5% |
1.43 |
1.1% |
28% |
False |
False |
158,194,741 |
120 |
142.21 |
126.43 |
15.78 |
12.0% |
1.39 |
1.1% |
31% |
False |
False |
155,597,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.41 |
2.618 |
135.37 |
1.618 |
134.12 |
1.000 |
133.35 |
0.618 |
132.87 |
HIGH |
132.10 |
0.618 |
131.62 |
0.500 |
131.48 |
0.382 |
131.33 |
LOW |
130.85 |
0.618 |
130.08 |
1.000 |
129.60 |
1.618 |
128.83 |
2.618 |
127.58 |
4.250 |
125.54 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
131.48 |
133.32 |
PP |
131.42 |
132.65 |
S1 |
131.37 |
131.99 |
|