Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,460.81 |
12,553.81 |
93.00 |
0.7% |
12,119.85 |
High |
12,554.20 |
12,650.47 |
96.27 |
0.8% |
12,555.26 |
Low |
12,398.44 |
12,398.48 |
0.04 |
0.0% |
12,035.09 |
Close |
12,554.20 |
12,411.23 |
-142.97 |
-1.1% |
12,554.20 |
Range |
155.76 |
251.99 |
96.23 |
61.8% |
520.17 |
ATR |
155.69 |
162.57 |
6.88 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,242.70 |
13,078.95 |
12,549.82 |
|
R3 |
12,990.71 |
12,826.96 |
12,480.53 |
|
R2 |
12,738.72 |
12,738.72 |
12,457.43 |
|
R1 |
12,574.97 |
12,574.97 |
12,434.33 |
12,530.85 |
PP |
12,486.73 |
12,486.73 |
12,486.73 |
12,464.67 |
S1 |
12,322.98 |
12,322.98 |
12,388.13 |
12,278.86 |
S2 |
12,234.74 |
12,234.74 |
12,365.03 |
|
S3 |
11,982.75 |
12,070.99 |
12,341.93 |
|
S4 |
11,730.76 |
11,819.00 |
12,272.64 |
|
|
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 |
12,650.47 |
12,072.17 |
578.30 |
4.7% |
182.33 |
1.5% |
59% |
True |
False |
|
10 |
12,650.47 |
12,035.09 |
615.38 |
5.0% |
181.75 |
1.5% |
61% |
True |
False |
|
20 |
12,818.86 |
12,035.09 |
783.77 |
6.3% |
163.74 |
1.3% |
48% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
148.52 |
1.2% |
29% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
139.67 |
1.1% |
29% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
130.08 |
1.0% |
29% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.5% |
126.91 |
1.0% |
29% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
128.09 |
1.0% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,721.43 |
2.618 |
13,310.18 |
1.618 |
13,058.19 |
1.000 |
12,902.46 |
0.618 |
12,806.20 |
HIGH |
12,650.47 |
0.618 |
12,554.21 |
0.500 |
12,524.48 |
0.382 |
12,494.74 |
LOW |
12,398.48 |
0.618 |
12,242.75 |
1.000 |
12,146.49 |
1.618 |
11,990.76 |
2.618 |
11,738.77 |
4.250 |
11,327.52 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,524.48 |
12,524.46 |
PP |
12,486.73 |
12,486.71 |
S1 |
12,448.98 |
12,448.97 |
|