Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,003.0 |
4,026.0 |
23.0 |
0.6% |
4,045.0 |
High |
4,012.0 |
4,057.0 |
45.0 |
1.1% |
4,121.0 |
Low |
3,988.0 |
4,025.0 |
37.0 |
0.9% |
4,033.0 |
Close |
3,997.0 |
4,054.0 |
57.0 |
1.4% |
4,070.0 |
Range |
24.0 |
32.0 |
8.0 |
33.3% |
88.0 |
ATR |
55.6 |
55.9 |
0.3 |
0.6% |
0.0 |
Volume |
28,812 |
26,338 |
-2,474 |
-8.6% |
140,430 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,141.3 |
4,129.7 |
4,071.6 |
|
R3 |
4,109.3 |
4,097.7 |
4,062.8 |
|
R2 |
4,077.3 |
4,077.3 |
4,059.9 |
|
R1 |
4,065.7 |
4,065.7 |
4,056.9 |
4,071.5 |
PP |
4,045.3 |
4,045.3 |
4,045.3 |
4,048.3 |
S1 |
4,033.7 |
4,033.7 |
4,051.1 |
4,039.5 |
S2 |
4,013.3 |
4,013.3 |
4,048.1 |
|
S3 |
3,981.3 |
4,001.7 |
4,045.2 |
|
S4 |
3,949.3 |
3,969.7 |
4,036.4 |
|
|
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 |
4,098.0 |
3,988.0 |
110.0 |
2.7% |
36.4 |
0.9% |
60% |
False |
False |
29,525 |
10 |
4,121.0 |
3,988.0 |
133.0 |
3.3% |
44.7 |
1.1% |
50% |
False |
False |
28,133 |
20 |
4,314.0 |
3,988.0 |
326.0 |
8.0% |
47.3 |
1.2% |
20% |
False |
False |
30,990 |
40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
40.1 |
1.0% |
14% |
False |
False |
27,216 |
60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
38.9 |
1.0% |
14% |
False |
False |
28,976 |
80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
31.9 |
0.8% |
14% |
False |
False |
21,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,193.0 |
2.618 |
4,140.8 |
1.618 |
4,108.8 |
1.000 |
4,089.0 |
0.618 |
4,076.8 |
HIGH |
4,057.0 |
0.618 |
4,044.8 |
0.500 |
4,041.0 |
0.382 |
4,037.2 |
LOW |
4,025.0 |
0.618 |
4,005.2 |
1.000 |
3,993.0 |
1.618 |
3,973.2 |
2.618 |
3,941.2 |
4.250 |
3,889.0 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,049.7 |
4,047.3 |
PP |
4,045.3 |
4,040.7 |
S1 |
4,041.0 |
4,034.0 |
|