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 |
12,104 |
12,064 |
-40 |
-0.3% |
12,466 |
High |
12,132 |
12,134 |
2 |
0.0% |
12,598 |
Low |
11,985 |
12,034 |
49 |
0.4% |
12,095 |
Close |
12,063 |
12,126 |
63 |
0.5% |
12,103 |
Range |
147 |
100 |
-47 |
-32.0% |
503 |
ATR |
178 |
172 |
-6 |
-3.1% |
0 |
Volume |
150,519 |
135,764 |
-14,755 |
-9.8% |
808,229 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,398 |
12,362 |
12,181 |
|
R3 |
12,298 |
12,262 |
12,154 |
|
R2 |
12,198 |
12,198 |
12,144 |
|
R1 |
12,162 |
12,162 |
12,135 |
12,180 |
PP |
12,098 |
12,098 |
12,098 |
12,107 |
S1 |
12,062 |
12,062 |
12,117 |
12,080 |
S2 |
11,998 |
11,998 |
12,108 |
|
S3 |
11,898 |
11,962 |
12,099 |
|
S4 |
11,798 |
11,862 |
12,071 |
|
|
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 |
12,588 |
11,985 |
603 |
5.0% |
183 |
1.5% |
23% |
False |
False |
185,308 |
10 |
12,598 |
11,985 |
613 |
5.1% |
174 |
1.4% |
23% |
False |
False |
175,085 |
20 |
12,975 |
11,985 |
990 |
8.2% |
178 |
1.5% |
14% |
False |
False |
172,670 |
40 |
13,284 |
11,985 |
1,299 |
10.7% |
172 |
1.4% |
11% |
False |
False |
147,528 |
60 |
13,284 |
11,985 |
1,299 |
10.7% |
156 |
1.3% |
11% |
False |
False |
132,721 |
80 |
13,284 |
11,985 |
1,299 |
10.7% |
144 |
1.2% |
11% |
False |
False |
101,314 |
100 |
13,284 |
11,985 |
1,299 |
10.7% |
132 |
1.1% |
11% |
False |
False |
81,054 |
120 |
13,284 |
11,639 |
1,645 |
13.6% |
124 |
1.0% |
30% |
False |
False |
67,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,559 |
2.618 |
12,396 |
1.618 |
12,296 |
1.000 |
12,234 |
0.618 |
12,196 |
HIGH |
12,134 |
0.618 |
12,096 |
0.500 |
12,084 |
0.382 |
12,072 |
LOW |
12,034 |
0.618 |
11,972 |
1.000 |
11,934 |
1.618 |
11,872 |
2.618 |
11,772 |
4.250 |
11,609 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,112 |
12,183 |
PP |
12,098 |
12,164 |
S1 |
12,084 |
12,145 |
|