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 |
12,661 |
12,391 |
-270 |
-2.1% |
12,104 |
High |
12,752 |
12,589 |
-163 |
-1.3% |
12,581 |
Low |
12,381 |
12,360 |
-21 |
-0.2% |
11,985 |
Close |
12,382 |
12,585 |
203 |
1.6% |
12,575 |
Range |
371 |
229 |
-142 |
-38.3% |
596 |
ATR |
194 |
196 |
3 |
1.3% |
0 |
Volume |
50,688 |
40,570 |
-10,118 |
-20.0% |
662,825 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,198 |
13,121 |
12,711 |
|
R3 |
12,969 |
12,892 |
12,648 |
|
R2 |
12,740 |
12,740 |
12,627 |
|
R1 |
12,663 |
12,663 |
12,606 |
12,702 |
PP |
12,511 |
12,511 |
12,511 |
12,531 |
S1 |
12,434 |
12,434 |
12,564 |
12,473 |
S2 |
12,282 |
12,282 |
12,543 |
|
S3 |
12,053 |
12,205 |
12,522 |
|
S4 |
11,824 |
11,976 |
12,459 |
|
|
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 |
12,111 |
641 |
5.1% |
250 |
2.0% |
74% |
False |
False |
93,560 |
10 |
12,752 |
11,985 |
767 |
6.1% |
216 |
1.7% |
78% |
False |
False |
139,434 |
20 |
12,759 |
11,985 |
774 |
6.2% |
196 |
1.6% |
78% |
False |
False |
154,880 |
40 |
13,284 |
11,985 |
1,299 |
10.3% |
179 |
1.4% |
46% |
False |
False |
142,174 |
60 |
13,284 |
11,985 |
1,299 |
10.3% |
168 |
1.3% |
46% |
False |
False |
131,362 |
80 |
13,284 |
11,985 |
1,299 |
10.3% |
153 |
1.2% |
46% |
False |
False |
107,160 |
100 |
13,284 |
11,985 |
1,299 |
10.3% |
138 |
1.1% |
46% |
False |
False |
85,731 |
120 |
13,284 |
11,695 |
1,589 |
12.6% |
130 |
1.0% |
56% |
False |
False |
71,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,562 |
2.618 |
13,189 |
1.618 |
12,960 |
1.000 |
12,818 |
0.618 |
12,731 |
HIGH |
12,589 |
0.618 |
12,502 |
0.500 |
12,475 |
0.382 |
12,448 |
LOW |
12,360 |
0.618 |
12,219 |
1.000 |
12,131 |
1.618 |
11,990 |
2.618 |
11,761 |
4.250 |
11,387 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,548 |
12,575 |
PP |
12,511 |
12,566 |
S1 |
12,475 |
12,556 |
|