Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,421 |
12,475 |
54 |
0.4% |
12,104 |
High |
12,548 |
12,581 |
33 |
0.3% |
12,581 |
Low |
12,409 |
12,384 |
-25 |
-0.2% |
11,985 |
Close |
12,479 |
12,575 |
96 |
0.8% |
12,575 |
Range |
139 |
197 |
58 |
41.7% |
596 |
ATR |
179 |
180 |
1 |
0.7% |
0 |
Volume |
151,812 |
59,482 |
-92,330 |
-60.8% |
662,825 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,104 |
13,037 |
12,683 |
|
R3 |
12,907 |
12,840 |
12,629 |
|
R2 |
12,710 |
12,710 |
12,611 |
|
R1 |
12,643 |
12,643 |
12,593 |
12,677 |
PP |
12,513 |
12,513 |
12,513 |
12,530 |
S1 |
12,446 |
12,446 |
12,557 |
12,480 |
S2 |
12,316 |
12,316 |
12,539 |
|
S3 |
12,119 |
12,249 |
12,521 |
|
S4 |
11,922 |
12,052 |
12,467 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,168 |
13,968 |
12,903 |
|
R3 |
13,572 |
13,372 |
12,739 |
|
R2 |
12,976 |
12,976 |
12,684 |
|
R1 |
12,776 |
12,776 |
12,630 |
12,876 |
PP |
12,380 |
12,380 |
12,380 |
12,431 |
S1 |
12,180 |
12,180 |
12,520 |
12,280 |
S2 |
11,784 |
11,784 |
12,466 |
|
S3 |
11,188 |
11,584 |
12,411 |
|
S4 |
10,592 |
10,988 |
12,247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,581 |
11,985 |
596 |
4.7% |
179 |
1.4% |
99% |
True |
False |
132,565 |
10 |
12,598 |
11,985 |
613 |
4.9% |
190 |
1.5% |
96% |
False |
False |
160,652 |
20 |
12,883 |
11,985 |
898 |
7.1% |
182 |
1.5% |
66% |
False |
False |
164,891 |
40 |
13,284 |
11,985 |
1,299 |
10.3% |
174 |
1.4% |
45% |
False |
False |
146,959 |
60 |
13,284 |
11,985 |
1,299 |
10.3% |
160 |
1.3% |
45% |
False |
False |
132,914 |
80 |
13,284 |
11,985 |
1,299 |
10.3% |
150 |
1.2% |
45% |
False |
False |
106,021 |
100 |
13,284 |
11,985 |
1,299 |
10.3% |
134 |
1.1% |
45% |
False |
False |
84,819 |
120 |
13,284 |
11,639 |
1,645 |
13.1% |
127 |
1.0% |
57% |
False |
False |
70,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,418 |
2.618 |
13,097 |
1.618 |
12,900 |
1.000 |
12,778 |
0.618 |
12,703 |
HIGH |
12,581 |
0.618 |
12,506 |
0.500 |
12,483 |
0.382 |
12,459 |
LOW |
12,384 |
0.618 |
12,262 |
1.000 |
12,187 |
1.618 |
12,065 |
2.618 |
11,868 |
4.250 |
11,547 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,544 |
12,499 |
PP |
12,513 |
12,422 |
S1 |
12,483 |
12,346 |
|