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 |
1,590.3 |
1,602.8 |
12.5 |
0.8% |
1,626.8 |
High |
1,596.3 |
1,609.3 |
13.0 |
0.8% |
1,642.4 |
Low |
1,556.4 |
1,582.7 |
26.3 |
1.7% |
1,556.4 |
Close |
1,591.4 |
1,596.8 |
5.4 |
0.3% |
1,591.4 |
Range |
39.9 |
26.6 |
-13.3 |
-33.3% |
86.0 |
ATR |
31.7 |
31.4 |
-0.4 |
-1.2% |
0.0 |
Volume |
148,447 |
112,250 |
-36,197 |
-24.4% |
778,381 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.1 |
1,663.0 |
1,611.4 |
|
R3 |
1,649.5 |
1,636.4 |
1,604.1 |
|
R2 |
1,622.9 |
1,622.9 |
1,601.7 |
|
R1 |
1,609.8 |
1,609.8 |
1,599.2 |
1,603.1 |
PP |
1,596.3 |
1,596.3 |
1,596.3 |
1,592.9 |
S1 |
1,583.2 |
1,583.2 |
1,594.4 |
1,576.5 |
S2 |
1,569.7 |
1,569.7 |
1,591.9 |
|
S3 |
1,543.1 |
1,556.6 |
1,589.5 |
|
S4 |
1,516.5 |
1,530.0 |
1,582.2 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.7 |
1,809.1 |
1,638.7 |
|
R3 |
1,768.7 |
1,723.1 |
1,615.1 |
|
R2 |
1,682.7 |
1,682.7 |
1,607.2 |
|
R1 |
1,637.1 |
1,637.1 |
1,599.3 |
1,616.9 |
PP |
1,596.7 |
1,596.7 |
1,596.7 |
1,586.7 |
S1 |
1,551.1 |
1,551.1 |
1,583.5 |
1,530.9 |
S2 |
1,510.7 |
1,510.7 |
1,575.6 |
|
S3 |
1,424.7 |
1,465.1 |
1,567.8 |
|
S4 |
1,338.7 |
1,379.1 |
1,544.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,642.4 |
1,556.4 |
86.0 |
5.4% |
31.6 |
2.0% |
47% |
False |
False |
152,684 |
10 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
36.3 |
2.3% |
59% |
False |
False |
177,989 |
20 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
32.1 |
2.0% |
60% |
False |
False |
102,271 |
40 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
25.5 |
1.6% |
47% |
False |
False |
54,856 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
24.3 |
1.5% |
39% |
False |
False |
38,277 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
25.1 |
1.6% |
25% |
False |
False |
29,614 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
24.2 |
1.5% |
25% |
False |
False |
24,026 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
23.0 |
1.4% |
25% |
False |
False |
20,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,722.4 |
2.618 |
1,678.9 |
1.618 |
1,652.3 |
1.000 |
1,635.9 |
0.618 |
1,625.7 |
HIGH |
1,609.3 |
0.618 |
1,599.1 |
0.500 |
1,596.0 |
0.382 |
1,592.9 |
LOW |
1,582.7 |
0.618 |
1,566.3 |
1.000 |
1,556.1 |
1.618 |
1,539.7 |
2.618 |
1,513.1 |
4.250 |
1,469.7 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,596.5 |
1,595.7 |
PP |
1,596.3 |
1,594.6 |
S1 |
1,596.0 |
1,593.6 |
|