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 |
6,283.5 |
6,269.5 |
-14.0 |
-0.2% |
6,345.0 |
High |
6,323.5 |
6,269.5 |
-54.0 |
-0.9% |
6,443.5 |
Low |
6,208.5 |
6,008.5 |
-200.0 |
-3.2% |
6,008.5 |
Close |
6,269.5 |
6,029.0 |
-240.5 |
-3.8% |
6,029.0 |
Range |
115.0 |
261.0 |
146.0 |
127.0% |
435.0 |
ATR |
138.8 |
147.6 |
8.7 |
6.3% |
0.0 |
Volume |
182,420 |
253,517 |
71,097 |
39.0% |
840,032 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,885.3 |
6,718.2 |
6,172.6 |
|
R3 |
6,624.3 |
6,457.2 |
6,100.8 |
|
R2 |
6,363.3 |
6,363.3 |
6,076.9 |
|
R1 |
6,196.2 |
6,196.2 |
6,052.9 |
6,149.3 |
PP |
6,102.3 |
6,102.3 |
6,102.3 |
6,078.9 |
S1 |
5,935.2 |
5,935.2 |
6,005.1 |
5,888.3 |
S2 |
5,841.3 |
5,841.3 |
5,981.2 |
|
S3 |
5,580.3 |
5,674.2 |
5,957.2 |
|
S4 |
5,319.3 |
5,413.2 |
5,885.5 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,465.3 |
7,182.2 |
6,268.3 |
|
R3 |
7,030.3 |
6,747.2 |
6,148.6 |
|
R2 |
6,595.3 |
6,595.3 |
6,108.8 |
|
R1 |
6,312.2 |
6,312.2 |
6,068.9 |
6,236.3 |
PP |
6,160.3 |
6,160.3 |
6,160.3 |
6,122.4 |
S1 |
5,877.2 |
5,877.2 |
5,989.1 |
5,801.3 |
S2 |
5,725.3 |
5,725.3 |
5,949.3 |
|
S3 |
5,290.3 |
5,442.2 |
5,909.4 |
|
S4 |
4,855.3 |
5,007.2 |
5,789.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,443.5 |
6,008.5 |
435.0 |
7.2% |
150.5 |
2.5% |
5% |
False |
True |
200,974 |
10 |
6,447.5 |
6,008.5 |
439.0 |
7.3% |
132.6 |
2.2% |
5% |
False |
True |
185,510 |
20 |
6,691.5 |
6,008.5 |
683.0 |
11.3% |
142.8 |
2.4% |
3% |
False |
True |
178,525 |
40 |
7,095.0 |
6,008.5 |
1,086.5 |
18.0% |
149.9 |
2.5% |
2% |
False |
True |
168,146 |
60 |
7,211.0 |
6,008.5 |
1,202.5 |
19.9% |
140.0 |
2.3% |
2% |
False |
True |
146,074 |
80 |
7,211.0 |
6,008.5 |
1,202.5 |
19.9% |
129.6 |
2.1% |
2% |
False |
True |
109,862 |
100 |
7,211.0 |
6,008.5 |
1,202.5 |
19.9% |
122.9 |
2.0% |
2% |
False |
True |
87,961 |
120 |
7,211.0 |
5,641.5 |
1,569.5 |
26.0% |
122.9 |
2.0% |
25% |
False |
False |
73,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,378.8 |
2.618 |
6,952.8 |
1.618 |
6,691.8 |
1.000 |
6,530.5 |
0.618 |
6,430.8 |
HIGH |
6,269.5 |
0.618 |
6,169.8 |
0.500 |
6,139.0 |
0.382 |
6,108.2 |
LOW |
6,008.5 |
0.618 |
5,847.2 |
1.000 |
5,747.5 |
1.618 |
5,586.2 |
2.618 |
5,325.2 |
4.250 |
4,899.3 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,139.0 |
6,202.3 |
PP |
6,102.3 |
6,144.5 |
S1 |
6,065.7 |
6,086.8 |
|