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 |
6,304.0 |
6,127.0 |
-177.0 |
-2.8% |
5,980.0 |
High |
6,322.0 |
6,213.0 |
-109.0 |
-1.7% |
6,232.5 |
Low |
6,098.0 |
6,083.0 |
-15.0 |
-0.2% |
5,913.0 |
Close |
6,137.0 |
6,167.0 |
30.0 |
0.5% |
6,158.0 |
Range |
224.0 |
130.0 |
-94.0 |
-42.0% |
319.5 |
ATR |
145.3 |
144.2 |
-1.1 |
-0.8% |
0.0 |
Volume |
230,673 |
261,711 |
31,038 |
13.5% |
892,898 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,544.3 |
6,485.7 |
6,238.5 |
|
R3 |
6,414.3 |
6,355.7 |
6,202.8 |
|
R2 |
6,284.3 |
6,284.3 |
6,190.8 |
|
R1 |
6,225.7 |
6,225.7 |
6,178.9 |
6,255.0 |
PP |
6,154.3 |
6,154.3 |
6,154.3 |
6,169.0 |
S1 |
6,095.7 |
6,095.7 |
6,155.1 |
6,125.0 |
S2 |
6,024.3 |
6,024.3 |
6,143.2 |
|
S3 |
5,894.3 |
5,965.7 |
6,131.3 |
|
S4 |
5,764.3 |
5,835.7 |
6,095.5 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,059.7 |
6,928.3 |
6,333.7 |
|
R3 |
6,740.2 |
6,608.8 |
6,245.9 |
|
R2 |
6,420.7 |
6,420.7 |
6,216.6 |
|
R1 |
6,289.3 |
6,289.3 |
6,187.3 |
6,355.0 |
PP |
6,101.2 |
6,101.2 |
6,101.2 |
6,134.0 |
S1 |
5,969.8 |
5,969.8 |
6,128.7 |
6,035.5 |
S2 |
5,781.7 |
5,781.7 |
6,099.4 |
|
S3 |
5,462.2 |
5,650.3 |
6,070.1 |
|
S4 |
5,142.7 |
5,330.8 |
5,982.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,322.0 |
5,994.5 |
327.5 |
5.3% |
149.6 |
2.4% |
53% |
False |
False |
212,272 |
10 |
6,396.0 |
5,913.0 |
483.0 |
7.8% |
146.6 |
2.4% |
53% |
False |
False |
204,155 |
20 |
6,513.0 |
5,913.0 |
600.0 |
9.7% |
137.3 |
2.2% |
42% |
False |
False |
190,193 |
40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
144.5 |
2.3% |
26% |
False |
False |
173,471 |
60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.0% |
141.0 |
2.3% |
20% |
False |
False |
163,962 |
80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.0% |
133.5 |
2.2% |
20% |
False |
False |
127,136 |
100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.0% |
125.2 |
2.0% |
20% |
False |
False |
101,791 |
120 |
7,211.0 |
5,790.5 |
1,420.5 |
23.0% |
121.2 |
2.0% |
27% |
False |
False |
84,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,765.5 |
2.618 |
6,553.3 |
1.618 |
6,423.3 |
1.000 |
6,343.0 |
0.618 |
6,293.3 |
HIGH |
6,213.0 |
0.618 |
6,163.3 |
0.500 |
6,148.0 |
0.382 |
6,132.7 |
LOW |
6,083.0 |
0.618 |
6,002.7 |
1.000 |
5,953.0 |
1.618 |
5,872.7 |
2.618 |
5,742.7 |
4.250 |
5,530.5 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,160.7 |
6,187.3 |
PP |
6,154.3 |
6,180.5 |
S1 |
6,148.0 |
6,173.8 |
|