Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,026.0 |
4,072.0 |
46.0 |
1.1% |
4,045.0 |
High |
4,057.0 |
4,077.0 |
20.0 |
0.5% |
4,121.0 |
Low |
4,025.0 |
4,040.0 |
15.0 |
0.4% |
4,033.0 |
Close |
4,054.0 |
4,062.0 |
8.0 |
0.2% |
4,070.0 |
Range |
32.0 |
37.0 |
5.0 |
15.6% |
88.0 |
ATR |
55.9 |
54.5 |
-1.3 |
-2.4% |
0.0 |
Volume |
26,338 |
23,100 |
-3,238 |
-12.3% |
140,430 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,170.7 |
4,153.3 |
4,082.4 |
|
R3 |
4,133.7 |
4,116.3 |
4,072.2 |
|
R2 |
4,096.7 |
4,096.7 |
4,068.8 |
|
R1 |
4,079.3 |
4,079.3 |
4,065.4 |
4,069.5 |
PP |
4,059.7 |
4,059.7 |
4,059.7 |
4,054.8 |
S1 |
4,042.3 |
4,042.3 |
4,058.6 |
4,032.5 |
S2 |
4,022.7 |
4,022.7 |
4,055.2 |
|
S3 |
3,985.7 |
4,005.3 |
4,051.8 |
|
S4 |
3,948.7 |
3,968.3 |
4,041.7 |
|
|
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 |
4,091.0 |
3,988.0 |
103.0 |
2.5% |
37.6 |
0.9% |
72% |
False |
False |
28,545 |
10 |
4,121.0 |
3,988.0 |
133.0 |
3.3% |
43.3 |
1.1% |
56% |
False |
False |
26,939 |
20 |
4,314.0 |
3,988.0 |
326.0 |
8.0% |
47.1 |
1.2% |
23% |
False |
False |
30,441 |
40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
40.3 |
1.0% |
16% |
False |
False |
27,222 |
60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
38.9 |
1.0% |
16% |
False |
False |
29,177 |
80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
32.4 |
0.8% |
16% |
False |
False |
22,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,234.3 |
2.618 |
4,173.9 |
1.618 |
4,136.9 |
1.000 |
4,114.0 |
0.618 |
4,099.9 |
HIGH |
4,077.0 |
0.618 |
4,062.9 |
0.500 |
4,058.5 |
0.382 |
4,054.1 |
LOW |
4,040.0 |
0.618 |
4,017.1 |
1.000 |
4,003.0 |
1.618 |
3,980.1 |
2.618 |
3,943.1 |
4.250 |
3,882.8 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
4,060.8 |
4,052.2 |
PP |
4,059.7 |
4,042.3 |
S1 |
4,058.5 |
4,032.5 |
|