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 |
12,414.41 |
12,391.56 |
-22.85 |
-0.2% |
12,454.83 |
High |
12,489.87 |
12,391.63 |
-98.24 |
-0.8% |
12,611.61 |
Low |
12,316.48 |
12,107.48 |
-209.00 |
-1.7% |
12,107.48 |
Close |
12,393.45 |
12,118.57 |
-274.88 |
-2.2% |
12,118.57 |
Range |
173.39 |
284.15 |
110.76 |
63.9% |
504.13 |
ATR |
145.41 |
155.45 |
10.04 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,058.34 |
12,872.61 |
12,274.85 |
|
R3 |
12,774.19 |
12,588.46 |
12,196.71 |
|
R2 |
12,490.04 |
12,490.04 |
12,170.66 |
|
R1 |
12,304.31 |
12,304.31 |
12,144.62 |
12,255.10 |
PP |
12,205.89 |
12,205.89 |
12,205.89 |
12,181.29 |
S1 |
12,020.16 |
12,020.16 |
12,092.52 |
11,970.95 |
S2 |
11,921.74 |
11,921.74 |
12,066.48 |
|
S3 |
11,637.59 |
11,736.01 |
12,040.43 |
|
S4 |
11,353.44 |
11,451.86 |
11,962.29 |
|
|
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 |
12,107.48 |
504.13 |
4.2% |
181.77 |
1.5% |
2% |
False |
True |
|
10 |
12,611.61 |
12,107.48 |
504.13 |
4.2% |
165.08 |
1.4% |
2% |
False |
True |
|
20 |
13,205.00 |
12,107.48 |
1,097.52 |
9.1% |
156.51 |
1.3% |
1% |
False |
True |
|
40 |
13,338.66 |
12,107.48 |
1,231.18 |
10.2% |
145.47 |
1.2% |
1% |
False |
True |
|
60 |
13,338.66 |
12,107.48 |
1,231.18 |
10.2% |
132.43 |
1.1% |
1% |
False |
True |
|
80 |
13,338.66 |
12,107.48 |
1,231.18 |
10.2% |
125.16 |
1.0% |
1% |
False |
True |
|
100 |
13,338.66 |
12,107.48 |
1,231.18 |
10.2% |
123.91 |
1.0% |
1% |
False |
True |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
13.2% |
129.22 |
1.1% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,599.27 |
2.618 |
13,135.53 |
1.618 |
12,851.38 |
1.000 |
12,675.78 |
0.618 |
12,567.23 |
HIGH |
12,391.63 |
0.618 |
12,283.08 |
0.500 |
12,249.56 |
0.382 |
12,216.03 |
LOW |
12,107.48 |
0.618 |
11,931.88 |
1.000 |
11,823.33 |
1.618 |
11,647.73 |
2.618 |
11,363.58 |
4.250 |
10,899.84 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,249.56 |
12,343.29 |
PP |
12,205.89 |
12,268.38 |
S1 |
12,162.23 |
12,193.48 |
|