Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
8,455 |
8,685 |
230 |
2.7% |
8,590 |
High |
8,675 |
8,715 |
40 |
0.5% |
8,670 |
Low |
8,410 |
8,585 |
175 |
2.1% |
8,250 |
Close |
8,660 |
8,635 |
-25 |
-0.3% |
8,255 |
Range |
265 |
130 |
-135 |
-50.9% |
420 |
ATR |
170 |
167 |
-3 |
-1.7% |
0 |
Volume |
12,908 |
5,455 |
-7,453 |
-57.7% |
25,442 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,035 |
8,965 |
8,707 |
|
R3 |
8,905 |
8,835 |
8,671 |
|
R2 |
8,775 |
8,775 |
8,659 |
|
R1 |
8,705 |
8,705 |
8,647 |
8,675 |
PP |
8,645 |
8,645 |
8,645 |
8,630 |
S1 |
8,575 |
8,575 |
8,623 |
8,545 |
S2 |
8,515 |
8,515 |
8,611 |
|
S3 |
8,385 |
8,445 |
8,599 |
|
S4 |
8,255 |
8,315 |
8,564 |
|
|
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 |
8,715 |
8,210 |
505 |
5.8% |
203 |
2.4% |
84% |
True |
False |
11,800 |
10 |
8,715 |
8,210 |
505 |
5.8% |
166 |
1.9% |
84% |
True |
False |
8,364 |
20 |
9,100 |
8,210 |
890 |
10.3% |
166 |
1.9% |
48% |
False |
False |
7,234 |
40 |
9,715 |
8,210 |
1,505 |
17.4% |
156 |
1.8% |
28% |
False |
False |
5,548 |
60 |
10,230 |
8,210 |
2,020 |
23.4% |
153 |
1.8% |
21% |
False |
False |
5,468 |
80 |
10,230 |
8,210 |
2,020 |
23.4% |
136 |
1.6% |
21% |
False |
False |
5,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,268 |
2.618 |
9,055 |
1.618 |
8,925 |
1.000 |
8,845 |
0.618 |
8,795 |
HIGH |
8,715 |
0.618 |
8,665 |
0.500 |
8,650 |
0.382 |
8,635 |
LOW |
8,585 |
0.618 |
8,505 |
1.000 |
8,455 |
1.618 |
8,375 |
2.618 |
8,245 |
4.250 |
8,033 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
8,650 |
8,586 |
PP |
8,645 |
8,537 |
S1 |
8,640 |
8,488 |
|