| 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 |
8,240 |
8,260 |
20 |
0.2% |
8,590 |
| High |
8,370 |
8,475 |
105 |
1.3% |
8,670 |
| Low |
8,210 |
8,260 |
50 |
0.6% |
8,250 |
| Close |
8,335 |
8,455 |
120 |
1.4% |
8,255 |
| Range |
160 |
215 |
55 |
34.4% |
420 |
| ATR |
159 |
163 |
4 |
2.5% |
0 |
| Volume |
16,934 |
14,560 |
-2,374 |
-14.0% |
25,442 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,042 |
8,963 |
8,573 |
|
| R3 |
8,827 |
8,748 |
8,514 |
|
| R2 |
8,612 |
8,612 |
8,495 |
|
| R1 |
8,533 |
8,533 |
8,475 |
8,573 |
| PP |
8,397 |
8,397 |
8,397 |
8,416 |
| S1 |
8,318 |
8,318 |
8,435 |
8,358 |
| S2 |
8,182 |
8,182 |
8,416 |
|
| S3 |
7,967 |
8,103 |
8,396 |
|
| S4 |
7,752 |
7,888 |
8,337 |
|
|
| 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 |
8,655 |
8,210 |
445 |
5.3% |
184 |
2.2% |
55% |
False |
False |
10,361 |
| 10 |
8,790 |
8,210 |
580 |
6.9% |
163 |
1.9% |
42% |
False |
False |
8,310 |
| 20 |
9,220 |
8,210 |
1,010 |
11.9% |
163 |
1.9% |
24% |
False |
False |
7,106 |
| 40 |
9,715 |
8,210 |
1,505 |
17.8% |
158 |
1.9% |
16% |
False |
False |
5,424 |
| 60 |
10,230 |
8,210 |
2,020 |
23.9% |
153 |
1.8% |
12% |
False |
False |
5,375 |
| 80 |
10,230 |
8,210 |
2,020 |
23.9% |
131 |
1.6% |
12% |
False |
False |
4,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,389 |
|
2.618 |
9,038 |
|
1.618 |
8,823 |
|
1.000 |
8,690 |
|
0.618 |
8,608 |
|
HIGH |
8,475 |
|
0.618 |
8,393 |
|
0.500 |
8,368 |
|
0.382 |
8,342 |
|
LOW |
8,260 |
|
0.618 |
8,127 |
|
1.000 |
8,045 |
|
1.618 |
7,912 |
|
2.618 |
7,697 |
|
4.250 |
7,346 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,426 |
8,421 |
| PP |
8,397 |
8,387 |
| S1 |
8,368 |
8,353 |
|