Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,553.81 |
12,412.07 |
-141.74 |
-1.1% |
12,119.85 |
High |
12,650.47 |
12,577.02 |
-73.45 |
-0.6% |
12,555.26 |
Low |
12,398.48 |
12,411.91 |
13.43 |
0.1% |
12,035.09 |
Close |
12,411.23 |
12,573.80 |
162.57 |
1.3% |
12,554.20 |
Range |
251.99 |
165.11 |
-86.88 |
-34.5% |
520.17 |
ATR |
162.57 |
162.80 |
0.23 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,016.24 |
12,960.13 |
12,664.61 |
|
R3 |
12,851.13 |
12,795.02 |
12,619.21 |
|
R2 |
12,686.02 |
12,686.02 |
12,604.07 |
|
R1 |
12,629.91 |
12,629.91 |
12,588.94 |
12,657.97 |
PP |
12,520.91 |
12,520.91 |
12,520.91 |
12,534.94 |
S1 |
12,464.80 |
12,464.80 |
12,558.66 |
12,492.86 |
S2 |
12,355.80 |
12,355.80 |
12,543.53 |
|
S3 |
12,190.69 |
12,299.69 |
12,528.39 |
|
S4 |
12,025.58 |
12,134.58 |
12,482.99 |
|
|
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 |
12,125.00 |
525.47 |
4.2% |
200.28 |
1.6% |
85% |
False |
False |
|
10 |
12,650.47 |
12,035.09 |
615.38 |
4.9% |
182.56 |
1.5% |
88% |
False |
False |
|
20 |
12,758.43 |
12,035.09 |
723.34 |
5.8% |
164.13 |
1.3% |
74% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
149.25 |
1.2% |
41% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
141.46 |
1.1% |
41% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
130.46 |
1.0% |
41% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
127.94 |
1.0% |
41% |
False |
False |
|
120 |
13,338.66 |
11,768.83 |
1,569.83 |
12.5% |
127.87 |
1.0% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,278.74 |
2.618 |
13,009.28 |
1.618 |
12,844.17 |
1.000 |
12,742.13 |
0.618 |
12,679.06 |
HIGH |
12,577.02 |
0.618 |
12,513.95 |
0.500 |
12,494.47 |
0.382 |
12,474.98 |
LOW |
12,411.91 |
0.618 |
12,309.87 |
1.000 |
12,246.80 |
1.618 |
12,144.76 |
2.618 |
11,979.65 |
4.250 |
11,710.19 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,547.36 |
12,557.35 |
PP |
12,520.91 |
12,540.90 |
S1 |
12,494.47 |
12,524.46 |
|