Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,412.07 |
12,566.38 |
154.31 |
1.2% |
12,119.85 |
High |
12,577.02 |
12,598.25 |
21.23 |
0.2% |
12,555.26 |
Low |
12,411.91 |
12,453.69 |
41.78 |
0.3% |
12,035.09 |
Close |
12,573.80 |
12,496.38 |
-77.42 |
-0.6% |
12,554.20 |
Range |
165.11 |
144.56 |
-20.55 |
-12.4% |
520.17 |
ATR |
162.80 |
161.49 |
-1.30 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,949.79 |
12,867.64 |
12,575.89 |
|
R3 |
12,805.23 |
12,723.08 |
12,536.13 |
|
R2 |
12,660.67 |
12,660.67 |
12,522.88 |
|
R1 |
12,578.52 |
12,578.52 |
12,509.63 |
12,547.32 |
PP |
12,516.11 |
12,516.11 |
12,516.11 |
12,500.50 |
S1 |
12,433.96 |
12,433.96 |
12,483.13 |
12,402.76 |
S2 |
12,371.55 |
12,371.55 |
12,469.88 |
|
S3 |
12,226.99 |
12,289.40 |
12,456.63 |
|
S4 |
12,082.43 |
12,144.84 |
12,416.87 |
|
|
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 |
12,398.44 |
252.03 |
2.0% |
171.23 |
1.4% |
39% |
False |
False |
|
10 |
12,650.47 |
12,035.09 |
615.38 |
4.9% |
178.75 |
1.4% |
75% |
False |
False |
|
20 |
12,722.63 |
12,035.09 |
687.54 |
5.5% |
163.84 |
1.3% |
67% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
147.62 |
1.2% |
35% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
142.85 |
1.1% |
35% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
131.46 |
1.1% |
35% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
128.39 |
1.0% |
35% |
False |
False |
|
120 |
13,338.66 |
11,999.44 |
1,339.22 |
10.7% |
126.18 |
1.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,212.63 |
2.618 |
12,976.71 |
1.618 |
12,832.15 |
1.000 |
12,742.81 |
0.618 |
12,687.59 |
HIGH |
12,598.25 |
0.618 |
12,543.03 |
0.500 |
12,525.97 |
0.382 |
12,508.91 |
LOW |
12,453.69 |
0.618 |
12,364.35 |
1.000 |
12,309.13 |
1.618 |
12,219.79 |
2.618 |
12,075.23 |
4.250 |
11,839.31 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,525.97 |
12,524.48 |
PP |
12,516.11 |
12,515.11 |
S1 |
12,506.24 |
12,505.75 |
|