| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,300 |
12,298 |
-2 |
0.0% |
12,423 |
| High |
12,402 |
12,318 |
-84 |
-0.7% |
12,515 |
| Low |
12,247 |
12,024 |
-223 |
-1.8% |
12,024 |
| Close |
12,312 |
12,030 |
-282 |
-2.3% |
12,030 |
| Range |
155 |
294 |
139 |
89.7% |
491 |
| ATR |
144 |
155 |
11 |
7.4% |
0 |
| Volume |
239 |
610 |
371 |
155.2% |
1,161 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,006 |
12,812 |
12,192 |
|
| R3 |
12,712 |
12,518 |
12,111 |
|
| R2 |
12,418 |
12,418 |
12,084 |
|
| R1 |
12,224 |
12,224 |
12,057 |
12,174 |
| PP |
12,124 |
12,124 |
12,124 |
12,099 |
| S1 |
11,930 |
11,930 |
12,003 |
11,880 |
| S2 |
11,830 |
11,830 |
11,976 |
|
| S3 |
11,536 |
11,636 |
11,949 |
|
| S4 |
11,242 |
11,342 |
11,868 |
|
|
| 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 |
12,024 |
491 |
4.1% |
181 |
1.5% |
1% |
False |
True |
258 |
| 10 |
12,515 |
12,024 |
491 |
4.1% |
162 |
1.3% |
1% |
False |
True |
270 |
| 20 |
13,000 |
12,024 |
976 |
8.1% |
152 |
1.3% |
1% |
False |
True |
202 |
| 40 |
13,213 |
12,024 |
1,189 |
9.9% |
115 |
1.0% |
1% |
False |
True |
105 |
| 60 |
13,213 |
12,024 |
1,189 |
9.9% |
102 |
0.8% |
1% |
False |
True |
77 |
| 80 |
13,213 |
12,024 |
1,189 |
9.9% |
86 |
0.7% |
1% |
False |
True |
58 |
| 100 |
13,213 |
12,024 |
1,189 |
9.9% |
71 |
0.6% |
1% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,568 |
|
2.618 |
13,088 |
|
1.618 |
12,794 |
|
1.000 |
12,612 |
|
0.618 |
12,500 |
|
HIGH |
12,318 |
|
0.618 |
12,206 |
|
0.500 |
12,171 |
|
0.382 |
12,136 |
|
LOW |
12,024 |
|
0.618 |
11,842 |
|
1.000 |
11,730 |
|
1.618 |
11,548 |
|
2.618 |
11,254 |
|
4.250 |
10,775 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,171 |
12,267 |
| PP |
12,124 |
12,188 |
| S1 |
12,077 |
12,109 |
|