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 |
12,298 |
12,024 |
-274 |
-2.2% |
12,423 |
High |
12,318 |
12,055 |
-263 |
-2.1% |
12,515 |
Low |
12,024 |
11,884 |
-140 |
-1.2% |
12,024 |
Close |
12,030 |
11,988 |
-42 |
-0.3% |
12,030 |
Range |
294 |
171 |
-123 |
-41.8% |
491 |
ATR |
155 |
156 |
1 |
0.8% |
0 |
Volume |
610 |
2,413 |
1,803 |
295.6% |
1,161 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,489 |
12,409 |
12,082 |
|
R3 |
12,318 |
12,238 |
12,035 |
|
R2 |
12,147 |
12,147 |
12,019 |
|
R1 |
12,067 |
12,067 |
12,004 |
12,022 |
PP |
11,976 |
11,976 |
11,976 |
11,953 |
S1 |
11,896 |
11,896 |
11,972 |
11,851 |
S2 |
11,805 |
11,805 |
11,957 |
|
S3 |
11,634 |
11,725 |
11,941 |
|
S4 |
11,463 |
11,554 |
11,894 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,663 |
13,337 |
12,300 |
|
R3 |
13,172 |
12,846 |
12,165 |
|
R2 |
12,681 |
12,681 |
12,120 |
|
R1 |
12,355 |
12,355 |
12,075 |
12,273 |
PP |
12,190 |
12,190 |
12,190 |
12,148 |
S1 |
11,864 |
11,864 |
11,985 |
11,782 |
S2 |
11,699 |
11,699 |
11,940 |
|
S3 |
11,208 |
11,373 |
11,895 |
|
S4 |
10,717 |
10,882 |
11,760 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,515 |
11,884 |
631 |
5.3% |
182 |
1.5% |
16% |
False |
True |
714 |
10 |
12,515 |
11,884 |
631 |
5.3% |
167 |
1.4% |
16% |
False |
True |
480 |
20 |
12,890 |
11,884 |
1,006 |
8.4% |
155 |
1.3% |
10% |
False |
True |
321 |
40 |
13,213 |
11,884 |
1,329 |
11.1% |
119 |
1.0% |
8% |
False |
True |
165 |
60 |
13,213 |
11,884 |
1,329 |
11.1% |
104 |
0.9% |
8% |
False |
True |
117 |
80 |
13,213 |
11,884 |
1,329 |
11.1% |
89 |
0.7% |
8% |
False |
True |
88 |
100 |
13,213 |
11,884 |
1,329 |
11.1% |
72 |
0.6% |
8% |
False |
True |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,782 |
2.618 |
12,503 |
1.618 |
12,332 |
1.000 |
12,226 |
0.618 |
12,161 |
HIGH |
12,055 |
0.618 |
11,990 |
0.500 |
11,970 |
0.382 |
11,949 |
LOW |
11,884 |
0.618 |
11,778 |
1.000 |
11,713 |
1.618 |
11,607 |
2.618 |
11,436 |
4.250 |
11,157 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
11,982 |
12,143 |
PP |
11,976 |
12,091 |
S1 |
11,970 |
12,040 |
|