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 |
12,127 |
12,421 |
294 |
2.4% |
12,466 |
High |
12,422 |
12,548 |
126 |
1.0% |
12,598 |
Low |
12,111 |
12,409 |
298 |
2.5% |
12,095 |
Close |
12,419 |
12,479 |
60 |
0.5% |
12,103 |
Range |
311 |
139 |
-172 |
-55.3% |
503 |
ATR |
182 |
179 |
-3 |
-1.7% |
0 |
Volume |
165,248 |
151,812 |
-13,436 |
-8.1% |
808,229 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,896 |
12,826 |
12,556 |
|
R3 |
12,757 |
12,687 |
12,517 |
|
R2 |
12,618 |
12,618 |
12,505 |
|
R1 |
12,548 |
12,548 |
12,492 |
12,583 |
PP |
12,479 |
12,479 |
12,479 |
12,496 |
S1 |
12,409 |
12,409 |
12,466 |
12,444 |
S2 |
12,340 |
12,340 |
12,454 |
|
S3 |
12,201 |
12,270 |
12,441 |
|
S4 |
12,062 |
12,131 |
12,403 |
|
|
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 |
12,548 |
11,985 |
563 |
4.5% |
197 |
1.6% |
88% |
True |
False |
170,320 |
10 |
12,598 |
11,985 |
613 |
4.9% |
186 |
1.5% |
81% |
False |
False |
172,178 |
20 |
12,891 |
11,985 |
906 |
7.3% |
180 |
1.4% |
55% |
False |
False |
169,453 |
40 |
13,284 |
11,985 |
1,299 |
10.4% |
174 |
1.4% |
38% |
False |
False |
148,508 |
60 |
13,284 |
11,985 |
1,299 |
10.4% |
158 |
1.3% |
38% |
False |
False |
133,840 |
80 |
13,284 |
11,985 |
1,299 |
10.4% |
148 |
1.2% |
38% |
False |
False |
105,277 |
100 |
13,284 |
11,985 |
1,299 |
10.4% |
134 |
1.1% |
38% |
False |
False |
84,224 |
120 |
13,284 |
11,639 |
1,645 |
13.2% |
126 |
1.0% |
51% |
False |
False |
70,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,139 |
2.618 |
12,912 |
1.618 |
12,773 |
1.000 |
12,687 |
0.618 |
12,634 |
HIGH |
12,548 |
0.618 |
12,495 |
0.500 |
12,479 |
0.382 |
12,462 |
LOW |
12,409 |
0.618 |
12,323 |
1.000 |
12,270 |
1.618 |
12,184 |
2.618 |
12,045 |
4.250 |
11,818 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,479 |
12,416 |
PP |
12,479 |
12,354 |
S1 |
12,479 |
12,291 |
|