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 |
5,270.0 |
5,324.0 |
54.0 |
1.0% |
5,348.0 |
High |
5,349.5 |
5,342.5 |
-7.0 |
-0.1% |
5,399.0 |
Low |
5,258.5 |
5,215.0 |
-43.5 |
-0.8% |
5,215.0 |
Close |
5,325.0 |
5,238.5 |
-86.5 |
-1.6% |
5,238.5 |
Range |
91.0 |
127.5 |
36.5 |
40.1% |
184.0 |
ATR |
93.5 |
95.9 |
2.4 |
2.6% |
0.0 |
Volume |
162,904 |
154,102 |
-8,802 |
-5.4% |
618,094 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,648.0 |
5,570.5 |
5,308.5 |
|
R3 |
5,520.5 |
5,443.0 |
5,273.5 |
|
R2 |
5,393.0 |
5,393.0 |
5,262.0 |
|
R1 |
5,315.5 |
5,315.5 |
5,250.0 |
5,290.5 |
PP |
5,265.5 |
5,265.5 |
5,265.5 |
5,253.0 |
S1 |
5,188.0 |
5,188.0 |
5,227.0 |
5,163.0 |
S2 |
5,138.0 |
5,138.0 |
5,215.0 |
|
S3 |
5,010.5 |
5,060.5 |
5,203.5 |
|
S4 |
4,883.0 |
4,933.0 |
5,168.5 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.0 |
5,721.5 |
5,339.5 |
|
R3 |
5,652.0 |
5,537.5 |
5,289.0 |
|
R2 |
5,468.0 |
5,468.0 |
5,272.0 |
|
R1 |
5,353.5 |
5,353.5 |
5,255.5 |
5,319.0 |
PP |
5,284.0 |
5,284.0 |
5,284.0 |
5,267.0 |
S1 |
5,169.5 |
5,169.5 |
5,221.5 |
5,135.0 |
S2 |
5,100.0 |
5,100.0 |
5,205.0 |
|
S3 |
4,916.0 |
4,985.5 |
5,188.0 |
|
S4 |
4,732.0 |
4,801.5 |
5,137.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,399.0 |
5,215.0 |
184.0 |
3.5% |
93.0 |
1.8% |
13% |
False |
True |
123,618 |
10 |
5,399.0 |
5,215.0 |
184.0 |
3.5% |
95.5 |
1.8% |
13% |
False |
True |
122,318 |
20 |
5,728.5 |
5,211.5 |
517.0 |
9.9% |
101.0 |
1.9% |
5% |
False |
False |
129,327 |
40 |
5,788.5 |
5,211.5 |
577.0 |
11.0% |
96.0 |
1.8% |
5% |
False |
False |
117,776 |
60 |
5,948.5 |
5,211.5 |
737.0 |
14.1% |
88.5 |
1.7% |
4% |
False |
False |
110,954 |
80 |
5,948.5 |
5,211.5 |
737.0 |
14.1% |
77.5 |
1.5% |
4% |
False |
False |
83,336 |
100 |
5,948.5 |
5,211.5 |
737.0 |
14.1% |
69.0 |
1.3% |
4% |
False |
False |
66,673 |
120 |
5,948.5 |
5,211.5 |
737.0 |
14.1% |
59.0 |
1.1% |
4% |
False |
False |
55,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,884.5 |
2.618 |
5,676.5 |
1.618 |
5,549.0 |
1.000 |
5,470.0 |
0.618 |
5,421.5 |
HIGH |
5,342.5 |
0.618 |
5,294.0 |
0.500 |
5,279.0 |
0.382 |
5,263.5 |
LOW |
5,215.0 |
0.618 |
5,136.0 |
1.000 |
5,087.5 |
1.618 |
5,008.5 |
2.618 |
4,881.0 |
4.250 |
4,673.0 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
5,279.0 |
5,296.0 |
PP |
5,265.5 |
5,277.0 |
S1 |
5,252.0 |
5,257.5 |
|