Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,119.85 |
12,101.08 |
-18.77 |
-0.2% |
12,454.83 |
High |
12,143.69 |
12,147.55 |
3.86 |
0.0% |
12,611.61 |
Low |
12,035.09 |
12,072.17 |
37.08 |
0.3% |
12,107.48 |
Close |
12,101.46 |
12,127.95 |
26.49 |
0.2% |
12,118.57 |
Range |
108.60 |
75.38 |
-33.22 |
-30.6% |
504.13 |
ATR |
152.11 |
146.63 |
-5.48 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,342.03 |
12,310.37 |
12,169.41 |
|
R3 |
12,266.65 |
12,234.99 |
12,148.68 |
|
R2 |
12,191.27 |
12,191.27 |
12,141.77 |
|
R1 |
12,159.61 |
12,159.61 |
12,134.86 |
12,175.44 |
PP |
12,115.89 |
12,115.89 |
12,115.89 |
12,123.81 |
S1 |
12,084.23 |
12,084.23 |
12,121.04 |
12,100.06 |
S2 |
12,040.51 |
12,040.51 |
12,114.13 |
|
S3 |
11,965.13 |
12,008.85 |
12,107.22 |
|
S4 |
11,889.75 |
11,933.47 |
12,086.49 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791.61 |
13,459.22 |
12,395.84 |
|
R3 |
13,287.48 |
12,955.09 |
12,257.21 |
|
R2 |
12,783.35 |
12,783.35 |
12,210.99 |
|
R1 |
12,450.96 |
12,450.96 |
12,164.78 |
12,365.09 |
PP |
12,279.22 |
12,279.22 |
12,279.22 |
12,236.29 |
S1 |
11,946.83 |
11,946.83 |
12,072.36 |
11,860.96 |
S2 |
11,775.09 |
11,775.09 |
12,026.15 |
|
S3 |
11,270.96 |
11,442.70 |
11,979.93 |
|
S4 |
10,766.83 |
10,938.57 |
11,841.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,579.10 |
12,035.09 |
544.01 |
4.5% |
164.84 |
1.4% |
17% |
False |
False |
|
10 |
12,611.61 |
12,035.09 |
576.52 |
4.8% |
153.82 |
1.3% |
16% |
False |
False |
|
20 |
13,000.73 |
12,035.09 |
965.64 |
8.0% |
152.62 |
1.3% |
10% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.7% |
144.33 |
1.2% |
7% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.7% |
132.76 |
1.1% |
7% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.7% |
125.53 |
1.0% |
7% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.7% |
123.91 |
1.0% |
7% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
13.2% |
126.94 |
1.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,467.92 |
2.618 |
12,344.89 |
1.618 |
12,269.51 |
1.000 |
12,222.93 |
0.618 |
12,194.13 |
HIGH |
12,147.55 |
0.618 |
12,118.75 |
0.500 |
12,109.86 |
0.382 |
12,100.97 |
LOW |
12,072.17 |
0.618 |
12,025.59 |
1.000 |
11,996.79 |
1.618 |
11,950.21 |
2.618 |
11,874.83 |
4.250 |
11,751.81 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,121.92 |
12,213.36 |
PP |
12,115.89 |
12,184.89 |
S1 |
12,109.86 |
12,156.42 |
|