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 |
12,050 |
12,051 |
1 |
0.0% |
12,423 |
High |
12,058 |
12,346 |
288 |
2.4% |
12,515 |
Low |
11,961 |
12,051 |
90 |
0.8% |
12,024 |
Close |
12,051 |
12,346 |
295 |
2.4% |
12,030 |
Range |
97 |
295 |
198 |
204.1% |
491 |
ATR |
152 |
162 |
10 |
6.8% |
0 |
Volume |
1,767 |
11,650 |
9,883 |
559.3% |
1,161 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,133 |
13,034 |
12,508 |
|
R3 |
12,838 |
12,739 |
12,427 |
|
R2 |
12,543 |
12,543 |
12,400 |
|
R1 |
12,444 |
12,444 |
12,373 |
12,494 |
PP |
12,248 |
12,248 |
12,248 |
12,272 |
S1 |
12,149 |
12,149 |
12,319 |
12,199 |
S2 |
11,953 |
11,953 |
12,292 |
|
S3 |
11,658 |
11,854 |
12,265 |
|
S4 |
11,363 |
11,559 |
12,184 |
|
|
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 |
12,402 |
11,884 |
518 |
4.2% |
203 |
1.6% |
89% |
False |
False |
3,335 |
10 |
12,515 |
11,884 |
631 |
5.1% |
177 |
1.4% |
73% |
False |
False |
1,736 |
20 |
12,805 |
11,884 |
921 |
7.5% |
157 |
1.3% |
50% |
False |
False |
989 |
40 |
13,213 |
11,884 |
1,329 |
10.8% |
121 |
1.0% |
35% |
False |
False |
500 |
60 |
13,213 |
11,884 |
1,329 |
10.8% |
107 |
0.9% |
35% |
False |
False |
340 |
80 |
13,213 |
11,884 |
1,329 |
10.8% |
93 |
0.8% |
35% |
False |
False |
256 |
100 |
13,213 |
11,884 |
1,329 |
10.8% |
76 |
0.6% |
35% |
False |
False |
205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,600 |
2.618 |
13,118 |
1.618 |
12,823 |
1.000 |
12,641 |
0.618 |
12,528 |
HIGH |
12,346 |
0.618 |
12,233 |
0.500 |
12,199 |
0.382 |
12,164 |
LOW |
12,051 |
0.618 |
11,869 |
1.000 |
11,756 |
1.618 |
11,574 |
2.618 |
11,279 |
4.250 |
10,797 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,297 |
12,269 |
PP |
12,248 |
12,192 |
S1 |
12,199 |
12,115 |
|