Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,475 |
12,661 |
186 |
1.5% |
12,104 |
High |
12,581 |
12,752 |
171 |
1.4% |
12,581 |
Low |
12,384 |
12,381 |
-3 |
0.0% |
11,985 |
Close |
12,575 |
12,382 |
-193 |
-1.5% |
12,575 |
Range |
197 |
371 |
174 |
88.3% |
596 |
ATR |
180 |
194 |
14 |
7.6% |
0 |
Volume |
59,482 |
50,688 |
-8,794 |
-14.8% |
662,825 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,618 |
13,371 |
12,586 |
|
R3 |
13,247 |
13,000 |
12,484 |
|
R2 |
12,876 |
12,876 |
12,450 |
|
R1 |
12,629 |
12,629 |
12,416 |
12,567 |
PP |
12,505 |
12,505 |
12,505 |
12,474 |
S1 |
12,258 |
12,258 |
12,348 |
12,196 |
S2 |
12,134 |
12,134 |
12,314 |
|
S3 |
11,763 |
11,887 |
12,280 |
|
S4 |
11,392 |
11,516 |
12,178 |
|
|
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 |
12,752 |
12,034 |
718 |
5.8% |
224 |
1.8% |
48% |
True |
False |
112,598 |
10 |
12,752 |
11,985 |
767 |
6.2% |
209 |
1.7% |
52% |
True |
False |
152,174 |
20 |
12,798 |
11,985 |
813 |
6.6% |
193 |
1.6% |
49% |
False |
False |
160,899 |
40 |
13,284 |
11,985 |
1,299 |
10.5% |
178 |
1.4% |
31% |
False |
False |
144,923 |
60 |
13,284 |
11,985 |
1,299 |
10.5% |
165 |
1.3% |
31% |
False |
False |
131,909 |
80 |
13,284 |
11,985 |
1,299 |
10.5% |
152 |
1.2% |
31% |
False |
False |
106,654 |
100 |
13,284 |
11,985 |
1,299 |
10.5% |
137 |
1.1% |
31% |
False |
False |
85,326 |
120 |
13,284 |
11,639 |
1,645 |
13.3% |
130 |
1.0% |
45% |
False |
False |
71,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,329 |
2.618 |
13,723 |
1.618 |
13,352 |
1.000 |
13,123 |
0.618 |
12,981 |
HIGH |
12,752 |
0.618 |
12,610 |
0.500 |
12,567 |
0.382 |
12,523 |
LOW |
12,381 |
0.618 |
12,152 |
1.000 |
12,010 |
1.618 |
11,781 |
2.618 |
11,410 |
4.250 |
10,804 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,567 |
12,567 |
PP |
12,505 |
12,505 |
S1 |
12,444 |
12,444 |
|