Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,346 |
12,403 |
57 |
0.5% |
12,024 |
High |
12,475 |
12,508 |
33 |
0.3% |
12,508 |
Low |
12,335 |
12,310 |
-25 |
-0.2% |
11,884 |
Close |
12,406 |
12,503 |
97 |
0.8% |
12,503 |
Range |
140 |
198 |
58 |
41.4% |
624 |
ATR |
160 |
163 |
3 |
1.7% |
0 |
Volume |
27,373 |
102,648 |
75,275 |
275.0% |
145,851 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,034 |
12,967 |
12,612 |
|
R3 |
12,836 |
12,769 |
12,558 |
|
R2 |
12,638 |
12,638 |
12,539 |
|
R1 |
12,571 |
12,571 |
12,521 |
12,605 |
PP |
12,440 |
12,440 |
12,440 |
12,457 |
S1 |
12,373 |
12,373 |
12,485 |
12,407 |
S2 |
12,242 |
12,242 |
12,467 |
|
S3 |
12,044 |
12,175 |
12,449 |
|
S4 |
11,846 |
11,977 |
12,394 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,170 |
13,961 |
12,846 |
|
R3 |
13,546 |
13,337 |
12,675 |
|
R2 |
12,922 |
12,922 |
12,618 |
|
R1 |
12,713 |
12,713 |
12,560 |
12,818 |
PP |
12,298 |
12,298 |
12,298 |
12,351 |
S1 |
12,089 |
12,089 |
12,446 |
12,194 |
S2 |
11,674 |
11,674 |
12,389 |
|
S3 |
11,050 |
11,465 |
12,332 |
|
S4 |
10,426 |
10,841 |
12,160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,508 |
11,884 |
624 |
5.0% |
180 |
1.4% |
99% |
True |
False |
29,170 |
10 |
12,515 |
11,884 |
631 |
5.0% |
180 |
1.4% |
98% |
False |
False |
14,714 |
20 |
12,784 |
11,884 |
900 |
7.2% |
163 |
1.3% |
69% |
False |
False |
7,484 |
40 |
13,213 |
11,884 |
1,329 |
10.6% |
125 |
1.0% |
47% |
False |
False |
3,750 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
111 |
0.9% |
47% |
False |
False |
2,504 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
97 |
0.8% |
47% |
False |
False |
1,881 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
80 |
0.6% |
47% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,350 |
2.618 |
13,026 |
1.618 |
12,828 |
1.000 |
12,706 |
0.618 |
12,630 |
HIGH |
12,508 |
0.618 |
12,432 |
0.500 |
12,409 |
0.382 |
12,386 |
LOW |
12,310 |
0.618 |
12,188 |
1.000 |
12,112 |
1.618 |
11,990 |
2.618 |
11,792 |
4.250 |
11,469 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,472 |
12,429 |
PP |
12,440 |
12,354 |
S1 |
12,409 |
12,280 |
|