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 |
1,309.00 |
1,306.25 |
-2.75 |
-0.2% |
1,322.00 |
High |
1,319.00 |
1,307.50 |
-11.50 |
-0.9% |
1,334.25 |
Low |
1,297.25 |
1,273.50 |
-23.75 |
-1.8% |
1,273.50 |
Close |
1,309.25 |
1,274.00 |
-35.25 |
-2.7% |
1,274.00 |
Range |
21.75 |
34.00 |
12.25 |
56.3% |
60.75 |
ATR |
20.81 |
21.87 |
1.07 |
5.1% |
0.00 |
Volume |
2,745,153 |
3,276,495 |
531,342 |
19.4% |
10,570,559 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.00 |
1,364.50 |
1,292.75 |
|
R3 |
1,353.00 |
1,330.50 |
1,283.25 |
|
R2 |
1,319.00 |
1,319.00 |
1,280.25 |
|
R1 |
1,296.50 |
1,296.50 |
1,277.00 |
1,290.75 |
PP |
1,285.00 |
1,285.00 |
1,285.00 |
1,282.00 |
S1 |
1,262.50 |
1,262.50 |
1,271.00 |
1,256.75 |
S2 |
1,251.00 |
1,251.00 |
1,267.75 |
|
S3 |
1,217.00 |
1,228.50 |
1,264.75 |
|
S4 |
1,183.00 |
1,194.50 |
1,255.25 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.25 |
1,435.75 |
1,307.50 |
|
R3 |
1,415.50 |
1,375.00 |
1,290.75 |
|
R2 |
1,354.75 |
1,354.75 |
1,285.25 |
|
R1 |
1,314.25 |
1,314.25 |
1,279.50 |
1,304.00 |
PP |
1,294.00 |
1,294.00 |
1,294.00 |
1,288.75 |
S1 |
1,253.50 |
1,253.50 |
1,268.50 |
1,243.50 |
S2 |
1,233.25 |
1,233.25 |
1,262.75 |
|
S3 |
1,172.50 |
1,192.75 |
1,257.25 |
|
S4 |
1,111.75 |
1,132.00 |
1,240.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.25 |
1,273.50 |
60.75 |
4.8% |
23.25 |
1.8% |
1% |
False |
True |
2,418,030 |
10 |
1,334.25 |
1,273.50 |
60.75 |
4.8% |
22.75 |
1.8% |
1% |
False |
True |
2,408,228 |
20 |
1,389.00 |
1,273.50 |
115.50 |
9.1% |
22.75 |
1.8% |
0% |
False |
True |
2,287,099 |
40 |
1,411.50 |
1,273.50 |
138.00 |
10.8% |
20.25 |
1.6% |
0% |
False |
True |
2,023,654 |
60 |
1,419.75 |
1,273.50 |
146.25 |
11.5% |
18.50 |
1.5% |
0% |
False |
True |
1,913,096 |
80 |
1,419.75 |
1,273.50 |
146.25 |
11.5% |
17.25 |
1.4% |
0% |
False |
True |
1,440,654 |
100 |
1,419.75 |
1,267.50 |
152.25 |
12.0% |
16.75 |
1.3% |
4% |
False |
False |
1,153,226 |
120 |
1,419.75 |
1,190.00 |
229.75 |
18.0% |
17.00 |
1.3% |
37% |
False |
False |
961,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.00 |
2.618 |
1,396.50 |
1.618 |
1,362.50 |
1.000 |
1,341.50 |
0.618 |
1,328.50 |
HIGH |
1,307.50 |
0.618 |
1,294.50 |
0.500 |
1,290.50 |
0.382 |
1,286.50 |
LOW |
1,273.50 |
0.618 |
1,252.50 |
1.000 |
1,239.50 |
1.618 |
1,218.50 |
2.618 |
1,184.50 |
4.250 |
1,129.00 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,290.50 |
1,304.00 |
PP |
1,285.00 |
1,294.00 |
S1 |
1,279.50 |
1,284.00 |
|