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 |
132.42 |
132.29 |
-0.13 |
-0.1% |
133.58 |
High |
133.43 |
132.99 |
-0.44 |
-0.3% |
136.25 |
Low |
131.97 |
131.28 |
-0.69 |
-0.5% |
132.33 |
Close |
133.17 |
132.79 |
-0.38 |
-0.3% |
133.46 |
Range |
1.46 |
1.71 |
0.25 |
17.1% |
3.92 |
ATR |
1.92 |
1.92 |
0.00 |
-0.1% |
0.00 |
Volume |
108,027,297 |
169,075,984 |
61,048,687 |
56.5% |
810,073,296 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.48 |
136.85 |
133.73 |
|
R3 |
135.77 |
135.14 |
133.26 |
|
R2 |
134.06 |
134.06 |
133.10 |
|
R1 |
133.43 |
133.43 |
132.95 |
133.75 |
PP |
132.35 |
132.35 |
132.35 |
132.51 |
S1 |
131.72 |
131.72 |
132.63 |
132.04 |
S2 |
130.64 |
130.64 |
132.48 |
|
S3 |
128.93 |
130.01 |
132.32 |
|
S4 |
127.22 |
128.30 |
131.85 |
|
|
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 |
133.71 |
130.85 |
2.86 |
2.2% |
1.39 |
1.0% |
68% |
False |
False |
138,954,203 |
10 |
136.25 |
130.85 |
5.40 |
4.1% |
1.67 |
1.3% |
36% |
False |
False |
154,420,570 |
20 |
136.25 |
127.14 |
9.11 |
6.9% |
1.87 |
1.4% |
62% |
False |
False |
171,506,476 |
40 |
140.45 |
127.14 |
13.31 |
10.0% |
1.87 |
1.4% |
42% |
False |
False |
179,289,123 |
60 |
141.66 |
127.14 |
14.52 |
10.9% |
1.69 |
1.3% |
39% |
False |
False |
169,160,245 |
80 |
142.21 |
127.14 |
15.07 |
11.3% |
1.54 |
1.2% |
37% |
False |
False |
161,303,236 |
100 |
142.21 |
127.14 |
15.07 |
11.3% |
1.45 |
1.1% |
37% |
False |
False |
158,568,254 |
120 |
142.21 |
127.14 |
15.07 |
11.3% |
1.40 |
1.1% |
37% |
False |
False |
155,347,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.26 |
2.618 |
137.47 |
1.618 |
135.76 |
1.000 |
134.70 |
0.618 |
134.05 |
HIGH |
132.99 |
0.618 |
132.34 |
0.500 |
132.14 |
0.382 |
131.93 |
LOW |
131.28 |
0.618 |
130.22 |
1.000 |
129.57 |
1.618 |
128.51 |
2.618 |
126.80 |
4.250 |
124.01 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
132.57 |
132.59 |
PP |
132.35 |
132.38 |
S1 |
132.14 |
132.18 |
|