Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,306.25 |
1,275.00 |
-31.25 |
-2.4% |
1,322.00 |
High |
1,307.50 |
1,281.50 |
-26.00 |
-2.0% |
1,334.25 |
Low |
1,273.50 |
1,262.00 |
-11.50 |
-0.9% |
1,273.50 |
Close |
1,274.00 |
1,273.00 |
-1.00 |
-0.1% |
1,274.00 |
Range |
34.00 |
19.50 |
-14.50 |
-42.6% |
60.75 |
ATR |
21.87 |
21.70 |
-0.17 |
-0.8% |
0.00 |
Volume |
3,276,495 |
2,334,031 |
-942,464 |
-28.8% |
10,570,559 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.75 |
1,321.25 |
1,283.75 |
|
R3 |
1,311.25 |
1,301.75 |
1,278.25 |
|
R2 |
1,291.75 |
1,291.75 |
1,276.50 |
|
R1 |
1,282.25 |
1,282.25 |
1,274.75 |
1,277.25 |
PP |
1,272.25 |
1,272.25 |
1,272.25 |
1,269.50 |
S1 |
1,262.75 |
1,262.75 |
1,271.25 |
1,257.75 |
S2 |
1,252.75 |
1,252.75 |
1,269.50 |
|
S3 |
1,233.25 |
1,243.25 |
1,267.75 |
|
S4 |
1,213.75 |
1,223.75 |
1,262.25 |
|
|
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 |
1,262.00 |
72.25 |
5.7% |
23.75 |
1.9% |
15% |
False |
True |
2,580,918 |
10 |
1,334.25 |
1,262.00 |
72.25 |
5.7% |
22.50 |
1.8% |
15% |
False |
True |
2,364,060 |
20 |
1,370.25 |
1,262.00 |
108.25 |
8.5% |
22.25 |
1.8% |
10% |
False |
True |
2,300,065 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.7% |
20.25 |
1.6% |
7% |
False |
True |
2,043,594 |
60 |
1,419.75 |
1,262.00 |
157.75 |
12.4% |
18.50 |
1.5% |
7% |
False |
True |
1,936,704 |
80 |
1,419.75 |
1,262.00 |
157.75 |
12.4% |
17.50 |
1.4% |
7% |
False |
True |
1,469,779 |
100 |
1,419.75 |
1,262.00 |
157.75 |
12.4% |
16.75 |
1.3% |
7% |
False |
True |
1,176,551 |
120 |
1,419.75 |
1,190.00 |
229.75 |
18.0% |
17.00 |
1.3% |
36% |
False |
False |
980,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.50 |
2.618 |
1,332.50 |
1.618 |
1,313.00 |
1.000 |
1,301.00 |
0.618 |
1,293.50 |
HIGH |
1,281.50 |
0.618 |
1,274.00 |
0.500 |
1,271.75 |
0.382 |
1,269.50 |
LOW |
1,262.00 |
0.618 |
1,250.00 |
1.000 |
1,242.50 |
1.618 |
1,230.50 |
2.618 |
1,211.00 |
4.250 |
1,179.00 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,272.50 |
1,290.50 |
PP |
1,272.25 |
1,284.75 |
S1 |
1,271.75 |
1,278.75 |
|