Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
8,505 |
8,495 |
-10 |
-0.1% |
8,590 |
High |
8,565 |
8,495 |
-70 |
-0.8% |
8,670 |
Low |
8,435 |
8,250 |
-185 |
-2.2% |
8,250 |
Close |
8,485 |
8,255 |
-230 |
-2.7% |
8,255 |
Range |
130 |
245 |
115 |
88.5% |
420 |
ATR |
152 |
159 |
7 |
4.3% |
0 |
Volume |
6,293 |
9,147 |
2,854 |
45.4% |
25,442 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,068 |
8,907 |
8,390 |
|
R3 |
8,823 |
8,662 |
8,323 |
|
R2 |
8,578 |
8,578 |
8,300 |
|
R1 |
8,417 |
8,417 |
8,278 |
8,375 |
PP |
8,333 |
8,333 |
8,333 |
8,313 |
S1 |
8,172 |
8,172 |
8,233 |
8,130 |
S2 |
8,088 |
8,088 |
8,210 |
|
S3 |
7,843 |
7,927 |
8,188 |
|
S4 |
7,598 |
7,682 |
8,120 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,652 |
9,373 |
8,486 |
|
R3 |
9,232 |
8,953 |
8,371 |
|
R2 |
8,812 |
8,812 |
8,332 |
|
R1 |
8,533 |
8,533 |
8,294 |
8,463 |
PP |
8,392 |
8,392 |
8,392 |
8,356 |
S1 |
8,113 |
8,113 |
8,217 |
8,043 |
S2 |
7,972 |
7,972 |
8,178 |
|
S3 |
7,552 |
7,693 |
8,140 |
|
S4 |
7,132 |
7,273 |
8,024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,670 |
8,250 |
420 |
5.1% |
154 |
1.9% |
1% |
False |
True |
5,909 |
10 |
8,790 |
8,250 |
540 |
6.5% |
161 |
2.0% |
1% |
False |
True |
6,152 |
20 |
9,270 |
8,250 |
1,020 |
12.4% |
159 |
1.9% |
0% |
False |
True |
5,942 |
40 |
9,815 |
8,250 |
1,565 |
19.0% |
155 |
1.9% |
0% |
False |
True |
4,815 |
60 |
10,230 |
8,250 |
1,980 |
24.0% |
155 |
1.9% |
0% |
False |
True |
5,151 |
80 |
10,230 |
8,250 |
1,980 |
24.0% |
127 |
1.5% |
0% |
False |
True |
4,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,536 |
2.618 |
9,137 |
1.618 |
8,892 |
1.000 |
8,740 |
0.618 |
8,647 |
HIGH |
8,495 |
0.618 |
8,402 |
0.500 |
8,373 |
0.382 |
8,344 |
LOW |
8,250 |
0.618 |
8,099 |
1.000 |
8,005 |
1.618 |
7,854 |
2.618 |
7,609 |
4.250 |
7,209 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
8,373 |
8,453 |
PP |
8,333 |
8,387 |
S1 |
8,294 |
8,321 |
|