Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,416.53 |
12,460.81 |
44.28 |
0.4% |
12,119.85 |
High |
12,555.26 |
12,554.20 |
-1.06 |
0.0% |
12,555.26 |
Low |
12,416.53 |
12,398.44 |
-18.09 |
-0.1% |
12,035.09 |
Close |
12,460.96 |
12,554.20 |
93.24 |
0.7% |
12,554.20 |
Range |
138.73 |
155.76 |
17.03 |
12.3% |
520.17 |
ATR |
155.68 |
155.69 |
0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,969.56 |
12,917.64 |
12,639.87 |
|
R3 |
12,813.80 |
12,761.88 |
12,597.03 |
|
R2 |
12,658.04 |
12,658.04 |
12,582.76 |
|
R1 |
12,606.12 |
12,606.12 |
12,568.48 |
12,632.08 |
PP |
12,502.28 |
12,502.28 |
12,502.28 |
12,515.26 |
S1 |
12,450.36 |
12,450.36 |
12,539.92 |
12,476.32 |
S2 |
12,346.52 |
12,346.52 |
12,525.64 |
|
S3 |
12,190.76 |
12,294.60 |
12,511.37 |
|
S4 |
12,035.00 |
12,138.84 |
12,468.53 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,942.03 |
13,768.28 |
12,840.29 |
|
R3 |
13,421.86 |
13,248.11 |
12,697.25 |
|
R2 |
12,901.69 |
12,901.69 |
12,649.56 |
|
R1 |
12,727.94 |
12,727.94 |
12,601.88 |
12,814.82 |
PP |
12,381.52 |
12,381.52 |
12,381.52 |
12,424.95 |
S1 |
12,207.77 |
12,207.77 |
12,506.52 |
12,294.65 |
S2 |
11,861.35 |
11,861.35 |
12,458.84 |
|
S3 |
11,341.18 |
11,687.60 |
12,411.15 |
|
S4 |
10,821.01 |
11,167.43 |
12,268.11 |
|
|
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 |
4.1% |
153.65 |
1.2% |
100% |
False |
False |
|
10 |
12,611.61 |
12,035.09 |
576.52 |
4.6% |
167.71 |
1.3% |
90% |
False |
False |
|
20 |
12,918.01 |
12,035.09 |
882.92 |
7.0% |
158.08 |
1.3% |
59% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
145.74 |
1.2% |
40% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
136.86 |
1.1% |
40% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
128.75 |
1.0% |
40% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
125.68 |
1.0% |
40% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.8% |
127.23 |
1.0% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,216.18 |
2.618 |
12,961.98 |
1.618 |
12,806.22 |
1.000 |
12,709.96 |
0.618 |
12,650.46 |
HIGH |
12,554.20 |
0.618 |
12,494.70 |
0.500 |
12,476.32 |
0.382 |
12,457.94 |
LOW |
12,398.44 |
0.618 |
12,302.18 |
1.000 |
12,242.68 |
1.618 |
12,146.42 |
2.618 |
11,990.66 |
4.250 |
11,736.46 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,528.24 |
12,482.84 |
PP |
12,502.28 |
12,411.49 |
S1 |
12,476.32 |
12,340.13 |
|