Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
8,260 |
8,455 |
195 |
2.4% |
8,590 |
High |
8,475 |
8,675 |
200 |
2.4% |
8,670 |
Low |
8,260 |
8,410 |
150 |
1.8% |
8,250 |
Close |
8,455 |
8,660 |
205 |
2.4% |
8,255 |
Range |
215 |
265 |
50 |
23.3% |
420 |
ATR |
163 |
170 |
7 |
4.5% |
0 |
Volume |
14,560 |
12,908 |
-1,652 |
-11.3% |
25,442 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,377 |
9,283 |
8,806 |
|
R3 |
9,112 |
9,018 |
8,733 |
|
R2 |
8,847 |
8,847 |
8,709 |
|
R1 |
8,753 |
8,753 |
8,684 |
8,800 |
PP |
8,582 |
8,582 |
8,582 |
8,605 |
S1 |
8,488 |
8,488 |
8,636 |
8,535 |
S2 |
8,317 |
8,317 |
8,612 |
|
S3 |
8,052 |
8,223 |
8,587 |
|
S4 |
7,787 |
7,958 |
8,514 |
|
|
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 |
8,675 |
8,210 |
465 |
5.4% |
203 |
2.3% |
97% |
True |
False |
11,968 |
10 |
8,755 |
8,210 |
545 |
6.3% |
180 |
2.1% |
83% |
False |
False |
8,966 |
20 |
9,120 |
8,210 |
910 |
10.5% |
168 |
1.9% |
49% |
False |
False |
7,531 |
40 |
9,715 |
8,210 |
1,505 |
17.4% |
157 |
1.8% |
30% |
False |
False |
5,550 |
60 |
10,230 |
8,210 |
2,020 |
23.3% |
154 |
1.8% |
22% |
False |
False |
5,536 |
80 |
10,230 |
8,210 |
2,020 |
23.3% |
135 |
1.6% |
22% |
False |
False |
5,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,801 |
2.618 |
9,369 |
1.618 |
9,104 |
1.000 |
8,940 |
0.618 |
8,839 |
HIGH |
8,675 |
0.618 |
8,574 |
0.500 |
8,543 |
0.382 |
8,511 |
LOW |
8,410 |
0.618 |
8,246 |
1.000 |
8,145 |
1.618 |
7,981 |
2.618 |
7,716 |
4.250 |
7,284 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
8,621 |
8,588 |
PP |
8,582 |
8,515 |
S1 |
8,543 |
8,443 |
|