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 |
12,382 |
12,370 |
-12 |
-0.1% |
12,466 |
High |
12,479 |
12,380 |
-99 |
-0.8% |
12,598 |
Low |
12,307 |
12,095 |
-212 |
-1.7% |
12,095 |
Close |
12,383 |
12,103 |
-280 |
-2.3% |
12,103 |
Range |
172 |
285 |
113 |
65.7% |
503 |
ATR |
172 |
180 |
8 |
4.8% |
0 |
Volume |
199,425 |
248,257 |
48,832 |
24.5% |
808,229 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,048 |
12,860 |
12,260 |
|
R3 |
12,763 |
12,575 |
12,182 |
|
R2 |
12,478 |
12,478 |
12,155 |
|
R1 |
12,290 |
12,290 |
12,129 |
12,242 |
PP |
12,193 |
12,193 |
12,193 |
12,168 |
S1 |
12,005 |
12,005 |
12,077 |
11,957 |
S2 |
11,908 |
11,908 |
12,051 |
|
S3 |
11,623 |
11,720 |
12,025 |
|
S4 |
11,338 |
11,435 |
11,946 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,774 |
13,442 |
12,380 |
|
R3 |
13,271 |
12,939 |
12,241 |
|
R2 |
12,768 |
12,768 |
12,195 |
|
R1 |
12,436 |
12,436 |
12,149 |
12,351 |
PP |
12,265 |
12,265 |
12,265 |
12,223 |
S1 |
11,933 |
11,933 |
12,057 |
11,848 |
S2 |
11,762 |
11,762 |
12,011 |
|
S3 |
11,259 |
11,430 |
11,965 |
|
S4 |
10,756 |
10,927 |
11,826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,598 |
12,095 |
503 |
4.2% |
202 |
1.7% |
2% |
False |
True |
188,739 |
10 |
12,598 |
12,095 |
503 |
4.2% |
184 |
1.5% |
2% |
False |
True |
178,047 |
20 |
13,168 |
12,095 |
1,073 |
8.9% |
187 |
1.5% |
1% |
False |
True |
170,943 |
40 |
13,284 |
12,095 |
1,189 |
9.8% |
171 |
1.4% |
1% |
False |
True |
144,597 |
60 |
13,284 |
12,095 |
1,189 |
9.8% |
156 |
1.3% |
1% |
False |
True |
130,033 |
80 |
13,284 |
12,095 |
1,189 |
9.8% |
142 |
1.2% |
1% |
False |
True |
97,737 |
100 |
13,284 |
12,095 |
1,189 |
9.8% |
131 |
1.1% |
1% |
False |
True |
78,191 |
120 |
13,284 |
11,639 |
1,645 |
13.6% |
123 |
1.0% |
28% |
False |
False |
65,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,591 |
2.618 |
13,126 |
1.618 |
12,841 |
1.000 |
12,665 |
0.618 |
12,556 |
HIGH |
12,380 |
0.618 |
12,271 |
0.500 |
12,238 |
0.382 |
12,204 |
LOW |
12,095 |
0.618 |
11,919 |
1.000 |
11,810 |
1.618 |
11,634 |
2.618 |
11,349 |
4.250 |
10,884 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,238 |
12,342 |
PP |
12,193 |
12,262 |
S1 |
12,148 |
12,183 |
|