Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,576 |
12,505 |
-71 |
-0.6% |
12,104 |
High |
12,600 |
12,687 |
87 |
0.7% |
12,581 |
Low |
12,453 |
12,460 |
7 |
0.1% |
11,985 |
Close |
12,501 |
12,676 |
175 |
1.4% |
12,575 |
Range |
147 |
227 |
80 |
54.4% |
596 |
ATR |
193 |
195 |
2 |
1.3% |
0 |
Volume |
26,919 |
19,738 |
-7,181 |
-26.7% |
662,825 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,289 |
13,209 |
12,801 |
|
R3 |
13,062 |
12,982 |
12,739 |
|
R2 |
12,835 |
12,835 |
12,718 |
|
R1 |
12,755 |
12,755 |
12,697 |
12,795 |
PP |
12,608 |
12,608 |
12,608 |
12,628 |
S1 |
12,528 |
12,528 |
12,655 |
12,568 |
S2 |
12,381 |
12,381 |
12,635 |
|
S3 |
12,154 |
12,301 |
12,614 |
|
S4 |
11,927 |
12,074 |
12,551 |
|
|
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% |
234 |
1.8% |
81% |
False |
False |
39,479 |
10 |
12,752 |
11,985 |
767 |
6.1% |
215 |
1.7% |
90% |
False |
False |
104,899 |
20 |
12,752 |
11,985 |
767 |
6.1% |
197 |
1.6% |
90% |
False |
False |
138,712 |
40 |
13,284 |
11,985 |
1,299 |
10.2% |
180 |
1.4% |
53% |
False |
False |
137,290 |
60 |
13,284 |
11,985 |
1,299 |
10.2% |
170 |
1.3% |
53% |
False |
False |
128,756 |
80 |
13,284 |
11,985 |
1,299 |
10.2% |
155 |
1.2% |
53% |
False |
False |
107,743 |
100 |
13,284 |
11,985 |
1,299 |
10.2% |
141 |
1.1% |
53% |
False |
False |
86,198 |
120 |
13,284 |
11,985 |
1,299 |
10.2% |
130 |
1.0% |
53% |
False |
False |
71,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,652 |
2.618 |
13,281 |
1.618 |
13,054 |
1.000 |
12,914 |
0.618 |
12,827 |
HIGH |
12,687 |
0.618 |
12,600 |
0.500 |
12,574 |
0.382 |
12,547 |
LOW |
12,460 |
0.618 |
12,320 |
1.000 |
12,233 |
1.618 |
12,093 |
2.618 |
11,866 |
4.250 |
11,495 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,642 |
12,625 |
PP |
12,608 |
12,574 |
S1 |
12,574 |
12,524 |
|