Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
8,495 |
8,240 |
-255 |
-3.0% |
8,590 |
High |
8,495 |
8,370 |
-125 |
-1.5% |
8,670 |
Low |
8,250 |
8,210 |
-40 |
-0.5% |
8,250 |
Close |
8,255 |
8,335 |
80 |
1.0% |
8,255 |
Range |
245 |
160 |
-85 |
-34.7% |
420 |
ATR |
159 |
159 |
0 |
0.0% |
0 |
Volume |
9,147 |
16,934 |
7,787 |
85.1% |
25,442 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,785 |
8,720 |
8,423 |
|
R3 |
8,625 |
8,560 |
8,379 |
|
R2 |
8,465 |
8,465 |
8,364 |
|
R1 |
8,400 |
8,400 |
8,350 |
8,433 |
PP |
8,305 |
8,305 |
8,305 |
8,321 |
S1 |
8,240 |
8,240 |
8,320 |
8,273 |
S2 |
8,145 |
8,145 |
8,306 |
|
S3 |
7,985 |
8,080 |
8,291 |
|
S4 |
7,825 |
7,920 |
8,247 |
|
|
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 |
8,210 |
460 |
5.5% |
171 |
2.1% |
27% |
False |
True |
8,475 |
10 |
8,790 |
8,210 |
580 |
7.0% |
160 |
1.9% |
22% |
False |
True |
7,307 |
20 |
9,240 |
8,210 |
1,030 |
12.4% |
160 |
1.9% |
12% |
False |
True |
6,623 |
40 |
9,715 |
8,210 |
1,505 |
18.1% |
155 |
1.9% |
8% |
False |
True |
5,128 |
60 |
10,230 |
8,210 |
2,020 |
24.2% |
153 |
1.8% |
6% |
False |
True |
5,273 |
80 |
10,230 |
8,210 |
2,020 |
24.2% |
129 |
1.5% |
6% |
False |
True |
4,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,050 |
2.618 |
8,789 |
1.618 |
8,629 |
1.000 |
8,530 |
0.618 |
8,469 |
HIGH |
8,370 |
0.618 |
8,309 |
0.500 |
8,290 |
0.382 |
8,271 |
LOW |
8,210 |
0.618 |
8,111 |
1.000 |
8,050 |
1.618 |
7,951 |
2.618 |
7,791 |
4.250 |
7,530 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
8,320 |
8,388 |
PP |
8,305 |
8,370 |
S1 |
8,290 |
8,353 |
|