Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,566.38 |
12,497.89 |
-68.49 |
-0.5% |
12,119.85 |
High |
12,598.25 |
12,698.68 |
100.43 |
0.8% |
12,555.26 |
Low |
12,453.69 |
12,497.66 |
43.97 |
0.4% |
12,035.09 |
Close |
12,496.38 |
12,651.91 |
155.53 |
1.2% |
12,554.20 |
Range |
144.56 |
201.02 |
56.46 |
39.1% |
520.17 |
ATR |
161.49 |
164.41 |
2.91 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,219.14 |
13,136.55 |
12,762.47 |
|
R3 |
13,018.12 |
12,935.53 |
12,707.19 |
|
R2 |
12,817.10 |
12,817.10 |
12,688.76 |
|
R1 |
12,734.51 |
12,734.51 |
12,670.34 |
12,775.81 |
PP |
12,616.08 |
12,616.08 |
12,616.08 |
12,636.73 |
S1 |
12,533.49 |
12,533.49 |
12,633.48 |
12,574.79 |
S2 |
12,415.06 |
12,415.06 |
12,615.06 |
|
S3 |
12,214.04 |
12,332.47 |
12,596.63 |
|
S4 |
12,013.02 |
12,131.45 |
12,541.35 |
|
|
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 |
12,698.68 |
12,398.44 |
300.24 |
2.4% |
183.69 |
1.5% |
84% |
True |
False |
|
10 |
12,698.68 |
12,035.09 |
663.59 |
5.2% |
181.51 |
1.4% |
93% |
True |
False |
|
20 |
12,698.68 |
12,035.09 |
663.59 |
5.2% |
167.63 |
1.3% |
93% |
True |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.47 |
1.2% |
47% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
144.28 |
1.1% |
47% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
132.99 |
1.1% |
47% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
129.41 |
1.0% |
47% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
126.85 |
1.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,553.02 |
2.618 |
13,224.95 |
1.618 |
13,023.93 |
1.000 |
12,899.70 |
0.618 |
12,822.91 |
HIGH |
12,698.68 |
0.618 |
12,621.89 |
0.500 |
12,598.17 |
0.382 |
12,574.45 |
LOW |
12,497.66 |
0.618 |
12,373.43 |
1.000 |
12,296.64 |
1.618 |
12,172.41 |
2.618 |
11,971.39 |
4.250 |
11,643.33 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,634.00 |
12,619.71 |
PP |
12,616.08 |
12,587.50 |
S1 |
12,598.17 |
12,555.30 |
|