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 |
12,391.56 |
12,119.85 |
-271.71 |
-2.2% |
12,454.83 |
High |
12,391.63 |
12,143.69 |
-247.94 |
-2.0% |
12,611.61 |
Low |
12,107.48 |
12,035.09 |
-72.39 |
-0.6% |
12,107.48 |
Close |
12,118.57 |
12,101.46 |
-17.11 |
-0.1% |
12,118.57 |
Range |
284.15 |
108.60 |
-175.55 |
-61.8% |
504.13 |
ATR |
155.45 |
152.11 |
-3.35 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,419.21 |
12,368.94 |
12,161.19 |
|
R3 |
12,310.61 |
12,260.34 |
12,131.33 |
|
R2 |
12,202.01 |
12,202.01 |
12,121.37 |
|
R1 |
12,151.74 |
12,151.74 |
12,111.42 |
12,122.58 |
PP |
12,093.41 |
12,093.41 |
12,093.41 |
12,078.83 |
S1 |
12,043.14 |
12,043.14 |
12,091.51 |
12,013.98 |
S2 |
11,984.81 |
11,984.81 |
12,081.55 |
|
S3 |
11,876.21 |
11,934.54 |
12,071.60 |
|
S4 |
11,767.61 |
11,825.94 |
12,041.73 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791.61 |
13,459.22 |
12,395.84 |
|
R3 |
13,287.48 |
12,955.09 |
12,257.21 |
|
R2 |
12,783.35 |
12,783.35 |
12,210.99 |
|
R1 |
12,450.96 |
12,450.96 |
12,164.78 |
12,365.09 |
PP |
12,279.22 |
12,279.22 |
12,279.22 |
12,236.29 |
S1 |
11,946.83 |
11,946.83 |
12,072.36 |
11,860.96 |
S2 |
11,775.09 |
11,775.09 |
12,026.15 |
|
S3 |
11,270.96 |
11,442.70 |
11,979.93 |
|
S4 |
10,766.83 |
10,938.57 |
11,841.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,611.61 |
12,035.09 |
576.52 |
4.8% |
181.17 |
1.5% |
12% |
False |
True |
|
10 |
12,611.61 |
12,035.09 |
576.52 |
4.8% |
160.32 |
1.3% |
12% |
False |
True |
|
20 |
13,049.09 |
12,035.09 |
1,014.00 |
8.4% |
152.81 |
1.3% |
7% |
False |
True |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.8% |
146.29 |
1.2% |
5% |
False |
True |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.8% |
132.54 |
1.1% |
5% |
False |
True |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.8% |
125.57 |
1.0% |
5% |
False |
True |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.8% |
123.79 |
1.0% |
5% |
False |
True |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
13.3% |
128.31 |
1.1% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,605.24 |
2.618 |
12,428.00 |
1.618 |
12,319.40 |
1.000 |
12,252.29 |
0.618 |
12,210.80 |
HIGH |
12,143.69 |
0.618 |
12,102.20 |
0.500 |
12,089.39 |
0.382 |
12,076.58 |
LOW |
12,035.09 |
0.618 |
11,967.98 |
1.000 |
11,926.49 |
1.618 |
11,859.38 |
2.618 |
11,750.78 |
4.250 |
11,573.54 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,097.44 |
12,262.48 |
PP |
12,093.41 |
12,208.81 |
S1 |
12,089.39 |
12,155.13 |
|