Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,101.08 |
12,125.00 |
23.92 |
0.2% |
12,454.83 |
High |
12,147.55 |
12,414.79 |
267.24 |
2.2% |
12,611.61 |
Low |
12,072.17 |
12,125.00 |
52.83 |
0.4% |
12,107.48 |
Close |
12,127.95 |
12,414.79 |
286.84 |
2.4% |
12,118.57 |
Range |
75.38 |
289.79 |
214.41 |
284.4% |
504.13 |
ATR |
146.63 |
156.85 |
10.23 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,187.56 |
13,090.97 |
12,574.17 |
|
R3 |
12,897.77 |
12,801.18 |
12,494.48 |
|
R2 |
12,607.98 |
12,607.98 |
12,467.92 |
|
R1 |
12,511.39 |
12,511.39 |
12,441.35 |
12,559.69 |
PP |
12,318.19 |
12,318.19 |
12,318.19 |
12,342.34 |
S1 |
12,221.60 |
12,221.60 |
12,388.23 |
12,269.90 |
S2 |
12,028.40 |
12,028.40 |
12,361.66 |
|
S3 |
11,738.61 |
11,931.81 |
12,335.10 |
|
S4 |
11,448.82 |
11,642.02 |
12,255.41 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791.61 |
13,459.22 |
12,395.84 |
|
R3 |
13,287.48 |
12,955.09 |
12,257.21 |
|
R2 |
12,783.35 |
12,783.35 |
12,210.99 |
|
R1 |
12,450.96 |
12,450.96 |
12,164.78 |
12,365.09 |
PP |
12,279.22 |
12,279.22 |
12,279.22 |
12,236.29 |
S1 |
11,946.83 |
11,946.83 |
12,072.36 |
11,860.96 |
S2 |
11,775.09 |
11,775.09 |
12,026.15 |
|
S3 |
11,270.96 |
11,442.70 |
11,979.93 |
|
S4 |
10,766.83 |
10,938.57 |
11,841.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,489.87 |
12,035.09 |
454.78 |
3.7% |
186.26 |
1.5% |
83% |
False |
False |
|
10 |
12,611.61 |
12,035.09 |
576.52 |
4.6% |
169.93 |
1.4% |
66% |
False |
False |
|
20 |
12,931.71 |
12,035.09 |
896.62 |
7.2% |
157.59 |
1.3% |
42% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
146.10 |
1.2% |
29% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
136.65 |
1.1% |
29% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
127.33 |
1.0% |
29% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
125.82 |
1.0% |
29% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
127.32 |
1.0% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,646.40 |
2.618 |
13,173.46 |
1.618 |
12,883.67 |
1.000 |
12,704.58 |
0.618 |
12,593.88 |
HIGH |
12,414.79 |
0.618 |
12,304.09 |
0.500 |
12,269.90 |
0.382 |
12,235.70 |
LOW |
12,125.00 |
0.618 |
11,945.91 |
1.000 |
11,835.21 |
1.618 |
11,656.12 |
2.618 |
11,366.33 |
4.250 |
10,893.39 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,366.49 |
12,351.51 |
PP |
12,318.19 |
12,288.22 |
S1 |
12,269.90 |
12,224.94 |
|