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 |
1,309.50 |
1,337.00 |
27.50 |
2.1% |
1,267.25 |
High |
1,323.00 |
1,342.00 |
19.00 |
1.4% |
1,323.00 |
Low |
1,298.75 |
1,299.75 |
1.00 |
0.1% |
1,255.50 |
Close |
1,322.00 |
1,300.25 |
-21.75 |
-1.6% |
1,322.00 |
Range |
24.25 |
42.25 |
18.00 |
74.2% |
67.50 |
ATR |
21.78 |
23.24 |
1.46 |
6.7% |
0.00 |
Volume |
1,933,113 |
3,116,807 |
1,183,694 |
61.2% |
3,344,985 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.75 |
1,412.75 |
1,323.50 |
|
R3 |
1,398.50 |
1,370.50 |
1,311.75 |
|
R2 |
1,356.25 |
1,356.25 |
1,308.00 |
|
R1 |
1,328.25 |
1,328.25 |
1,304.00 |
1,321.00 |
PP |
1,314.00 |
1,314.00 |
1,314.00 |
1,310.50 |
S1 |
1,286.00 |
1,286.00 |
1,296.50 |
1,279.00 |
S2 |
1,271.75 |
1,271.75 |
1,292.50 |
|
S3 |
1,229.50 |
1,243.75 |
1,288.75 |
|
S4 |
1,187.25 |
1,201.50 |
1,277.00 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.75 |
1,479.75 |
1,359.00 |
|
R3 |
1,435.25 |
1,412.25 |
1,340.50 |
|
R2 |
1,367.75 |
1,367.75 |
1,334.50 |
|
R1 |
1,344.75 |
1,344.75 |
1,328.25 |
1,356.25 |
PP |
1,300.25 |
1,300.25 |
1,300.25 |
1,306.00 |
S1 |
1,277.25 |
1,277.25 |
1,315.75 |
1,288.75 |
S2 |
1,232.75 |
1,232.75 |
1,309.50 |
|
S3 |
1,165.25 |
1,209.75 |
1,303.50 |
|
S4 |
1,097.75 |
1,142.25 |
1,285.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.00 |
1,260.75 |
81.25 |
6.2% |
27.25 |
2.1% |
49% |
True |
False |
1,277,460 |
10 |
1,342.00 |
1,255.50 |
86.50 |
6.7% |
25.25 |
1.9% |
52% |
True |
False |
650,927 |
20 |
1,344.25 |
1,255.50 |
88.75 |
6.8% |
23.25 |
1.8% |
50% |
False |
False |
328,486 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.5% |
20.50 |
1.6% |
30% |
False |
False |
165,196 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.2% |
19.25 |
1.5% |
28% |
False |
False |
110,624 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.2% |
17.00 |
1.3% |
28% |
False |
False |
82,986 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.2% |
15.25 |
1.2% |
28% |
False |
False |
66,393 |
120 |
1,413.50 |
1,214.00 |
199.50 |
15.3% |
13.50 |
1.0% |
43% |
False |
False |
55,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.50 |
2.618 |
1,452.50 |
1.618 |
1,410.25 |
1.000 |
1,384.25 |
0.618 |
1,368.00 |
HIGH |
1,342.00 |
0.618 |
1,325.75 |
0.500 |
1,321.00 |
0.382 |
1,316.00 |
LOW |
1,299.75 |
0.618 |
1,273.75 |
1.000 |
1,257.50 |
1.618 |
1,231.50 |
2.618 |
1,189.25 |
4.250 |
1,120.25 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,321.00 |
1,320.50 |
PP |
1,314.00 |
1,313.75 |
S1 |
1,307.00 |
1,307.00 |
|