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 |
1,589.9 |
1,608.0 |
18.1 |
1.1% |
1,623.0 |
High |
1,593.9 |
1,608.0 |
14.1 |
0.9% |
1,639.7 |
Low |
1,566.5 |
1,583.0 |
16.5 |
1.1% |
1,566.5 |
Close |
1,590.1 |
1,595.5 |
5.4 |
0.3% |
1,590.1 |
Range |
27.4 |
25.0 |
-2.4 |
-8.8% |
73.2 |
ATR |
30.4 |
30.1 |
-0.4 |
-1.3% |
0.0 |
Volume |
157 |
129 |
-28 |
-17.8% |
4,469 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.5 |
1,658.0 |
1,609.3 |
|
R3 |
1,645.5 |
1,633.0 |
1,602.4 |
|
R2 |
1,620.5 |
1,620.5 |
1,600.1 |
|
R1 |
1,608.0 |
1,608.0 |
1,597.8 |
1,601.8 |
PP |
1,595.5 |
1,595.5 |
1,595.5 |
1,592.4 |
S1 |
1,583.0 |
1,583.0 |
1,593.2 |
1,576.8 |
S2 |
1,570.5 |
1,570.5 |
1,590.9 |
|
S3 |
1,545.5 |
1,558.0 |
1,588.6 |
|
S4 |
1,520.5 |
1,533.0 |
1,581.8 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,777.4 |
1,630.4 |
|
R3 |
1,745.2 |
1,704.2 |
1,610.2 |
|
R2 |
1,672.0 |
1,672.0 |
1,603.5 |
|
R1 |
1,631.0 |
1,631.0 |
1,596.8 |
1,614.9 |
PP |
1,598.8 |
1,598.8 |
1,598.8 |
1,590.7 |
S1 |
1,557.8 |
1,557.8 |
1,583.4 |
1,541.7 |
S2 |
1,525.6 |
1,525.6 |
1,576.7 |
|
S3 |
1,452.4 |
1,484.6 |
1,570.0 |
|
S4 |
1,379.2 |
1,411.4 |
1,549.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,639.7 |
1,566.5 |
73.2 |
4.6% |
26.1 |
1.6% |
40% |
False |
False |
501 |
10 |
1,639.7 |
1,530.4 |
109.3 |
6.9% |
33.1 |
2.1% |
60% |
False |
False |
33,653 |
20 |
1,639.7 |
1,526.7 |
113.0 |
7.1% |
30.8 |
1.9% |
61% |
False |
False |
106,050 |
40 |
1,672.3 |
1,526.7 |
145.6 |
9.1% |
25.6 |
1.6% |
47% |
False |
False |
116,403 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.8% |
25.1 |
1.6% |
40% |
False |
False |
105,905 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.8% |
26.8 |
1.7% |
26% |
False |
False |
83,081 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.8% |
26.4 |
1.7% |
26% |
False |
False |
67,588 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.8% |
26.0 |
1.6% |
26% |
False |
False |
56,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,714.3 |
2.618 |
1,673.5 |
1.618 |
1,648.5 |
1.000 |
1,633.0 |
0.618 |
1,623.5 |
HIGH |
1,608.0 |
0.618 |
1,598.5 |
0.500 |
1,595.5 |
0.382 |
1,592.6 |
LOW |
1,583.0 |
0.618 |
1,567.6 |
1.000 |
1,558.0 |
1.618 |
1,542.6 |
2.618 |
1,517.6 |
4.250 |
1,476.8 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,595.5 |
1,596.9 |
PP |
1,595.5 |
1,596.4 |
S1 |
1,595.5 |
1,596.0 |
|