Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,138.0 |
4,070.0 |
-68.0 |
-1.6% |
4,003.0 |
High |
4,140.0 |
4,092.0 |
-48.0 |
-1.2% |
4,140.0 |
Low |
4,057.0 |
4,067.0 |
10.0 |
0.2% |
3,988.0 |
Close |
4,072.0 |
4,084.0 |
12.0 |
0.3% |
4,072.0 |
Range |
83.0 |
25.0 |
-58.0 |
-69.9% |
152.0 |
ATR |
57.3 |
55.0 |
-2.3 |
-4.0% |
0.0 |
Volume |
33,741 |
29,248 |
-4,493 |
-13.3% |
139,896 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,156.0 |
4,145.0 |
4,097.8 |
|
R3 |
4,131.0 |
4,120.0 |
4,090.9 |
|
R2 |
4,106.0 |
4,106.0 |
4,088.6 |
|
R1 |
4,095.0 |
4,095.0 |
4,086.3 |
4,100.5 |
PP |
4,081.0 |
4,081.0 |
4,081.0 |
4,083.8 |
S1 |
4,070.0 |
4,070.0 |
4,081.7 |
4,075.5 |
S2 |
4,056.0 |
4,056.0 |
4,079.4 |
|
S3 |
4,031.0 |
4,045.0 |
4,077.1 |
|
S4 |
4,006.0 |
4,020.0 |
4,070.3 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.7 |
4,449.3 |
4,155.6 |
|
R3 |
4,370.7 |
4,297.3 |
4,113.8 |
|
R2 |
4,218.7 |
4,218.7 |
4,099.9 |
|
R1 |
4,145.3 |
4,145.3 |
4,085.9 |
4,182.0 |
PP |
4,066.7 |
4,066.7 |
4,066.7 |
4,085.0 |
S1 |
3,993.3 |
3,993.3 |
4,058.1 |
4,030.0 |
S2 |
3,914.7 |
3,914.7 |
4,044.1 |
|
S3 |
3,762.7 |
3,841.3 |
4,030.2 |
|
S4 |
3,610.7 |
3,689.3 |
3,988.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,140.0 |
4,025.0 |
115.0 |
2.8% |
40.6 |
1.0% |
51% |
False |
False |
28,066 |
10 |
4,140.0 |
3,988.0 |
152.0 |
3.7% |
44.1 |
1.1% |
63% |
False |
False |
28,958 |
20 |
4,283.0 |
3,988.0 |
295.0 |
7.2% |
48.1 |
1.2% |
33% |
False |
False |
30,876 |
40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
41.1 |
1.0% |
21% |
False |
False |
27,677 |
60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
39.6 |
1.0% |
21% |
False |
False |
26,989 |
80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
34.1 |
0.8% |
21% |
False |
False |
23,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,198.3 |
2.618 |
4,157.5 |
1.618 |
4,132.5 |
1.000 |
4,117.0 |
0.618 |
4,107.5 |
HIGH |
4,092.0 |
0.618 |
4,082.5 |
0.500 |
4,079.5 |
0.382 |
4,076.6 |
LOW |
4,067.0 |
0.618 |
4,051.6 |
1.000 |
4,042.0 |
1.618 |
4,026.6 |
2.618 |
4,001.6 |
4.250 |
3,960.8 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,082.5 |
4,098.5 |
PP |
4,081.0 |
4,093.7 |
S1 |
4,079.5 |
4,088.8 |
|