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 |
12,370 |
12,104 |
-266 |
-2.2% |
12,466 |
High |
12,380 |
12,132 |
-248 |
-2.0% |
12,598 |
Low |
12,095 |
11,985 |
-110 |
-0.9% |
12,095 |
Close |
12,103 |
12,063 |
-40 |
-0.3% |
12,103 |
Range |
285 |
147 |
-138 |
-48.4% |
503 |
ATR |
180 |
178 |
-2 |
-1.3% |
0 |
Volume |
248,257 |
150,519 |
-97,738 |
-39.4% |
808,229 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,501 |
12,429 |
12,144 |
|
R3 |
12,354 |
12,282 |
12,104 |
|
R2 |
12,207 |
12,207 |
12,090 |
|
R1 |
12,135 |
12,135 |
12,077 |
12,098 |
PP |
12,060 |
12,060 |
12,060 |
12,041 |
S1 |
11,988 |
11,988 |
12,050 |
11,951 |
S2 |
11,913 |
11,913 |
12,036 |
|
S3 |
11,766 |
11,841 |
12,023 |
|
S4 |
11,619 |
11,694 |
11,982 |
|
|
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 |
11,985 |
613 |
5.1% |
194 |
1.6% |
13% |
False |
True |
191,749 |
10 |
12,598 |
11,985 |
613 |
5.1% |
183 |
1.5% |
13% |
False |
True |
174,634 |
20 |
12,991 |
11,985 |
1,006 |
8.3% |
183 |
1.5% |
8% |
False |
True |
171,510 |
40 |
13,284 |
11,985 |
1,299 |
10.8% |
172 |
1.4% |
6% |
False |
True |
146,012 |
60 |
13,284 |
11,985 |
1,299 |
10.8% |
156 |
1.3% |
6% |
False |
True |
131,815 |
80 |
13,284 |
11,985 |
1,299 |
10.8% |
144 |
1.2% |
6% |
False |
True |
99,618 |
100 |
13,284 |
11,985 |
1,299 |
10.8% |
132 |
1.1% |
6% |
False |
True |
79,697 |
120 |
13,284 |
11,639 |
1,645 |
13.6% |
123 |
1.0% |
26% |
False |
False |
66,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,757 |
2.618 |
12,517 |
1.618 |
12,370 |
1.000 |
12,279 |
0.618 |
12,223 |
HIGH |
12,132 |
0.618 |
12,076 |
0.500 |
12,059 |
0.382 |
12,041 |
LOW |
11,985 |
0.618 |
11,894 |
1.000 |
11,838 |
1.618 |
11,747 |
2.618 |
11,600 |
4.250 |
11,360 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,062 |
12,232 |
PP |
12,060 |
12,176 |
S1 |
12,059 |
12,119 |
|