Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,125.00 |
12,416.53 |
291.53 |
2.4% |
12,454.83 |
High |
12,414.79 |
12,555.26 |
140.47 |
1.1% |
12,611.61 |
Low |
12,125.00 |
12,416.53 |
291.53 |
2.4% |
12,107.48 |
Close |
12,414.79 |
12,460.96 |
46.17 |
0.4% |
12,118.57 |
Range |
289.79 |
138.73 |
-151.06 |
-52.1% |
504.13 |
ATR |
156.85 |
155.68 |
-1.17 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,893.77 |
12,816.10 |
12,537.26 |
|
R3 |
12,755.04 |
12,677.37 |
12,499.11 |
|
R2 |
12,616.31 |
12,616.31 |
12,486.39 |
|
R1 |
12,538.64 |
12,538.64 |
12,473.68 |
12,577.48 |
PP |
12,477.58 |
12,477.58 |
12,477.58 |
12,497.00 |
S1 |
12,399.91 |
12,399.91 |
12,448.24 |
12,438.75 |
S2 |
12,338.85 |
12,338.85 |
12,435.53 |
|
S3 |
12,200.12 |
12,261.18 |
12,422.81 |
|
S4 |
12,061.39 |
12,122.45 |
12,384.66 |
|
|
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 |
12,555.26 |
12,035.09 |
520.17 |
4.2% |
179.33 |
1.4% |
82% |
True |
False |
|
10 |
12,611.61 |
12,035.09 |
576.52 |
4.6% |
164.13 |
1.3% |
74% |
False |
False |
|
20 |
12,931.71 |
12,035.09 |
896.62 |
7.2% |
155.86 |
1.3% |
47% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
146.37 |
1.2% |
33% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
135.18 |
1.1% |
33% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
127.95 |
1.0% |
33% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
125.63 |
1.0% |
33% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
127.12 |
1.0% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,144.86 |
2.618 |
12,918.46 |
1.618 |
12,779.73 |
1.000 |
12,693.99 |
0.618 |
12,641.00 |
HIGH |
12,555.26 |
0.618 |
12,502.27 |
0.500 |
12,485.90 |
0.382 |
12,469.52 |
LOW |
12,416.53 |
0.618 |
12,330.79 |
1.000 |
12,277.80 |
1.618 |
12,192.06 |
2.618 |
12,053.33 |
4.250 |
11,826.93 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,485.90 |
12,411.88 |
PP |
12,477.58 |
12,362.80 |
S1 |
12,469.27 |
12,313.72 |
|