Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,391 |
12,576 |
185 |
1.5% |
12,104 |
High |
12,589 |
12,600 |
11 |
0.1% |
12,581 |
Low |
12,360 |
12,453 |
93 |
0.8% |
11,985 |
Close |
12,585 |
12,501 |
-84 |
-0.7% |
12,575 |
Range |
229 |
147 |
-82 |
-35.8% |
596 |
ATR |
196 |
193 |
-4 |
-1.8% |
0 |
Volume |
40,570 |
26,919 |
-13,651 |
-33.6% |
662,825 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,959 |
12,877 |
12,582 |
|
R3 |
12,812 |
12,730 |
12,542 |
|
R2 |
12,665 |
12,665 |
12,528 |
|
R1 |
12,583 |
12,583 |
12,515 |
12,551 |
PP |
12,518 |
12,518 |
12,518 |
12,502 |
S1 |
12,436 |
12,436 |
12,488 |
12,404 |
S2 |
12,371 |
12,371 |
12,474 |
|
S3 |
12,224 |
12,289 |
12,461 |
|
S4 |
12,077 |
12,142 |
12,420 |
|
|
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 |
12,360 |
392 |
3.1% |
217 |
1.7% |
36% |
False |
False |
65,894 |
10 |
12,752 |
11,985 |
767 |
6.1% |
210 |
1.7% |
67% |
False |
False |
122,868 |
20 |
12,752 |
11,985 |
767 |
6.1% |
194 |
1.6% |
67% |
False |
False |
146,693 |
40 |
13,284 |
11,985 |
1,299 |
10.4% |
177 |
1.4% |
40% |
False |
False |
139,813 |
60 |
13,284 |
11,985 |
1,299 |
10.4% |
169 |
1.3% |
40% |
False |
False |
130,185 |
80 |
13,284 |
11,985 |
1,299 |
10.4% |
154 |
1.2% |
40% |
False |
False |
107,496 |
100 |
13,284 |
11,985 |
1,299 |
10.4% |
139 |
1.1% |
40% |
False |
False |
86,000 |
120 |
13,284 |
11,930 |
1,354 |
10.8% |
129 |
1.0% |
42% |
False |
False |
71,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,225 |
2.618 |
12,985 |
1.618 |
12,838 |
1.000 |
12,747 |
0.618 |
12,691 |
HIGH |
12,600 |
0.618 |
12,544 |
0.500 |
12,527 |
0.382 |
12,509 |
LOW |
12,453 |
0.618 |
12,362 |
1.000 |
12,306 |
1.618 |
12,215 |
2.618 |
12,068 |
4.250 |
11,828 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,527 |
12,556 |
PP |
12,518 |
12,538 |
S1 |
12,510 |
12,519 |
|