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 |
12,064 |
12,127 |
63 |
0.5% |
12,466 |
High |
12,134 |
12,422 |
288 |
2.4% |
12,598 |
Low |
12,034 |
12,111 |
77 |
0.6% |
12,095 |
Close |
12,126 |
12,419 |
293 |
2.4% |
12,103 |
Range |
100 |
311 |
211 |
211.0% |
503 |
ATR |
172 |
182 |
10 |
5.8% |
0 |
Volume |
135,764 |
165,248 |
29,484 |
21.7% |
808,229 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,250 |
13,146 |
12,590 |
|
R3 |
12,939 |
12,835 |
12,505 |
|
R2 |
12,628 |
12,628 |
12,476 |
|
R1 |
12,524 |
12,524 |
12,448 |
12,576 |
PP |
12,317 |
12,317 |
12,317 |
12,344 |
S1 |
12,213 |
12,213 |
12,391 |
12,265 |
S2 |
12,006 |
12,006 |
12,362 |
|
S3 |
11,695 |
11,902 |
12,334 |
|
S4 |
11,384 |
11,591 |
12,248 |
|
|
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 |
12,479 |
11,985 |
494 |
4.0% |
203 |
1.6% |
88% |
False |
False |
179,842 |
10 |
12,598 |
11,985 |
613 |
4.9% |
192 |
1.5% |
71% |
False |
False |
176,073 |
20 |
12,891 |
11,985 |
906 |
7.3% |
182 |
1.5% |
48% |
False |
False |
172,301 |
40 |
13,284 |
11,985 |
1,299 |
10.5% |
173 |
1.4% |
33% |
False |
False |
147,556 |
60 |
13,284 |
11,985 |
1,299 |
10.5% |
160 |
1.3% |
33% |
False |
False |
133,698 |
80 |
13,284 |
11,985 |
1,299 |
10.5% |
147 |
1.2% |
33% |
False |
False |
103,380 |
100 |
13,284 |
11,985 |
1,299 |
10.5% |
134 |
1.1% |
33% |
False |
False |
82,706 |
120 |
13,284 |
11,639 |
1,645 |
13.2% |
125 |
1.0% |
47% |
False |
False |
68,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,744 |
2.618 |
13,236 |
1.618 |
12,925 |
1.000 |
12,733 |
0.618 |
12,614 |
HIGH |
12,422 |
0.618 |
12,303 |
0.500 |
12,267 |
0.382 |
12,230 |
LOW |
12,111 |
0.618 |
11,919 |
1.000 |
11,800 |
1.618 |
11,608 |
2.618 |
11,297 |
4.250 |
10,789 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,368 |
12,347 |
PP |
12,317 |
12,275 |
S1 |
12,267 |
12,204 |
|