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 |
5,980.0 |
6,011.5 |
31.5 |
0.5% |
6,345.0 |
High |
6,032.0 |
6,027.0 |
-5.0 |
-0.1% |
6,443.5 |
Low |
5,942.0 |
5,913.0 |
-29.0 |
-0.5% |
6,008.5 |
Close |
5,979.5 |
5,998.0 |
18.5 |
0.3% |
6,029.0 |
Range |
90.0 |
114.0 |
24.0 |
26.7% |
435.0 |
ATR |
143.4 |
141.3 |
-2.1 |
-1.5% |
0.0 |
Volume |
161,649 |
162,269 |
620 |
0.4% |
840,032 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,321.3 |
6,273.7 |
6,060.7 |
|
R3 |
6,207.3 |
6,159.7 |
6,029.4 |
|
R2 |
6,093.3 |
6,093.3 |
6,018.9 |
|
R1 |
6,045.7 |
6,045.7 |
6,008.5 |
6,012.5 |
PP |
5,979.3 |
5,979.3 |
5,979.3 |
5,962.8 |
S1 |
5,931.7 |
5,931.7 |
5,987.6 |
5,898.5 |
S2 |
5,865.3 |
5,865.3 |
5,977.1 |
|
S3 |
5,751.3 |
5,817.7 |
5,966.7 |
|
S4 |
5,637.3 |
5,703.7 |
5,935.3 |
|
|
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 |
6,396.0 |
5,913.0 |
483.0 |
8.1% |
143.5 |
2.4% |
18% |
False |
True |
196,038 |
10 |
6,447.5 |
5,913.0 |
534.5 |
8.9% |
128.8 |
2.1% |
16% |
False |
True |
186,246 |
20 |
6,593.0 |
5,913.0 |
680.0 |
11.3% |
133.9 |
2.2% |
13% |
False |
True |
179,874 |
40 |
6,885.0 |
5,913.0 |
972.0 |
16.2% |
146.2 |
2.4% |
9% |
False |
True |
168,071 |
60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.6% |
138.0 |
2.3% |
7% |
False |
True |
151,278 |
80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.6% |
129.8 |
2.2% |
7% |
False |
True |
113,901 |
100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.6% |
123.2 |
2.1% |
7% |
False |
True |
91,193 |
120 |
7,211.0 |
5,641.5 |
1,569.5 |
26.2% |
121.3 |
2.0% |
23% |
False |
False |
76,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,511.5 |
2.618 |
6,325.5 |
1.618 |
6,211.5 |
1.000 |
6,141.0 |
0.618 |
6,097.5 |
HIGH |
6,027.0 |
0.618 |
5,983.5 |
0.500 |
5,970.0 |
0.382 |
5,956.5 |
LOW |
5,913.0 |
0.618 |
5,842.5 |
1.000 |
5,799.0 |
1.618 |
5,728.5 |
2.618 |
5,614.5 |
4.250 |
5,428.5 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
5,988.7 |
6,091.3 |
PP |
5,979.3 |
6,060.2 |
S1 |
5,970.0 |
6,029.1 |
|