| 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 |
12,024 |
12,050 |
26 |
0.2% |
12,423 |
| High |
12,055 |
12,058 |
3 |
0.0% |
12,515 |
| Low |
11,884 |
11,961 |
77 |
0.6% |
12,024 |
| Close |
11,988 |
12,051 |
63 |
0.5% |
12,030 |
| Range |
171 |
97 |
-74 |
-43.3% |
491 |
| ATR |
156 |
152 |
-4 |
-2.7% |
0 |
| Volume |
2,413 |
1,767 |
-646 |
-26.8% |
1,161 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,314 |
12,280 |
12,104 |
|
| R3 |
12,217 |
12,183 |
12,078 |
|
| R2 |
12,120 |
12,120 |
12,069 |
|
| R1 |
12,086 |
12,086 |
12,060 |
12,103 |
| PP |
12,023 |
12,023 |
12,023 |
12,032 |
| S1 |
11,989 |
11,989 |
12,042 |
12,006 |
| S2 |
11,926 |
11,926 |
12,033 |
|
| S3 |
11,829 |
11,892 |
12,024 |
|
| S4 |
11,732 |
11,795 |
11,998 |
|
|
| 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 |
12,509 |
11,884 |
625 |
5.2% |
183 |
1.5% |
27% |
False |
False |
1,019 |
| 10 |
12,515 |
11,884 |
631 |
5.2% |
159 |
1.3% |
26% |
False |
False |
575 |
| 20 |
12,858 |
11,884 |
974 |
8.1% |
150 |
1.2% |
17% |
False |
False |
408 |
| 40 |
13,213 |
11,884 |
1,329 |
11.0% |
120 |
1.0% |
13% |
False |
False |
209 |
| 60 |
13,213 |
11,884 |
1,329 |
11.0% |
104 |
0.9% |
13% |
False |
False |
146 |
| 80 |
13,213 |
11,884 |
1,329 |
11.0% |
90 |
0.7% |
13% |
False |
False |
110 |
| 100 |
13,213 |
11,884 |
1,329 |
11.0% |
73 |
0.6% |
13% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,470 |
|
2.618 |
12,312 |
|
1.618 |
12,215 |
|
1.000 |
12,155 |
|
0.618 |
12,118 |
|
HIGH |
12,058 |
|
0.618 |
12,021 |
|
0.500 |
12,010 |
|
0.382 |
11,998 |
|
LOW |
11,961 |
|
0.618 |
11,901 |
|
1.000 |
11,864 |
|
1.618 |
11,804 |
|
2.618 |
11,707 |
|
4.250 |
11,549 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,037 |
12,101 |
| PP |
12,023 |
12,084 |
| S1 |
12,010 |
12,068 |
|