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 |
4,044.0 |
4,052.0 |
8.0 |
0.2% |
4,045.0 |
High |
4,091.0 |
4,080.0 |
-11.0 |
-0.3% |
4,121.0 |
Low |
4,041.0 |
4,035.0 |
-6.0 |
-0.1% |
4,033.0 |
Close |
4,073.0 |
4,070.0 |
-3.0 |
-0.1% |
4,070.0 |
Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
88.0 |
ATR |
54.2 |
53.5 |
-0.7 |
-1.2% |
0.0 |
Volume |
34,422 |
30,057 |
-4,365 |
-12.7% |
140,430 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,196.7 |
4,178.3 |
4,094.8 |
|
R3 |
4,151.7 |
4,133.3 |
4,082.4 |
|
R2 |
4,106.7 |
4,106.7 |
4,078.3 |
|
R1 |
4,088.3 |
4,088.3 |
4,074.1 |
4,097.5 |
PP |
4,061.7 |
4,061.7 |
4,061.7 |
4,066.3 |
S1 |
4,043.3 |
4,043.3 |
4,065.9 |
4,052.5 |
S2 |
4,016.7 |
4,016.7 |
4,061.8 |
|
S3 |
3,971.7 |
3,998.3 |
4,057.6 |
|
S4 |
3,926.7 |
3,953.3 |
4,045.3 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,338.7 |
4,292.3 |
4,118.4 |
|
R3 |
4,250.7 |
4,204.3 |
4,094.2 |
|
R2 |
4,162.7 |
4,162.7 |
4,086.1 |
|
R1 |
4,116.3 |
4,116.3 |
4,078.1 |
4,139.5 |
PP |
4,074.7 |
4,074.7 |
4,074.7 |
4,086.3 |
S1 |
4,028.3 |
4,028.3 |
4,061.9 |
4,051.5 |
S2 |
3,986.7 |
3,986.7 |
4,053.9 |
|
S3 |
3,898.7 |
3,940.3 |
4,045.8 |
|
S4 |
3,810.7 |
3,852.3 |
4,021.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,121.0 |
4,033.0 |
88.0 |
2.2% |
48.8 |
1.2% |
42% |
False |
False |
28,086 |
10 |
4,136.0 |
4,020.0 |
116.0 |
2.9% |
48.8 |
1.2% |
43% |
False |
False |
30,022 |
20 |
4,335.0 |
4,020.0 |
315.0 |
7.7% |
49.0 |
1.2% |
16% |
False |
False |
31,215 |
40 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
40.6 |
1.0% |
12% |
False |
False |
27,094 |
60 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
39.2 |
1.0% |
12% |
False |
False |
28,088 |
80 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
31.2 |
0.8% |
12% |
False |
False |
21,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,271.3 |
2.618 |
4,197.8 |
1.618 |
4,152.8 |
1.000 |
4,125.0 |
0.618 |
4,107.8 |
HIGH |
4,080.0 |
0.618 |
4,062.8 |
0.500 |
4,057.5 |
0.382 |
4,052.2 |
LOW |
4,035.0 |
0.618 |
4,007.2 |
1.000 |
3,990.0 |
1.618 |
3,962.2 |
2.618 |
3,917.2 |
4.250 |
3,843.8 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,065.8 |
4,068.8 |
PP |
4,061.7 |
4,067.7 |
S1 |
4,057.5 |
4,066.5 |
|