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 |
1,275.00 |
1,273.25 |
-1.75 |
-0.1% |
1,322.00 |
High |
1,281.50 |
1,286.75 |
5.25 |
0.4% |
1,334.25 |
Low |
1,262.00 |
1,267.50 |
5.50 |
0.4% |
1,273.50 |
Close |
1,273.00 |
1,285.00 |
12.00 |
0.9% |
1,274.00 |
Range |
19.50 |
19.25 |
-0.25 |
-1.3% |
60.75 |
ATR |
21.70 |
21.53 |
-0.18 |
-0.8% |
0.00 |
Volume |
2,334,031 |
2,034,610 |
-299,421 |
-12.8% |
10,570,559 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.50 |
1,330.50 |
1,295.50 |
|
R3 |
1,318.25 |
1,311.25 |
1,290.25 |
|
R2 |
1,299.00 |
1,299.00 |
1,288.50 |
|
R1 |
1,292.00 |
1,292.00 |
1,286.75 |
1,295.50 |
PP |
1,279.75 |
1,279.75 |
1,279.75 |
1,281.50 |
S1 |
1,272.75 |
1,272.75 |
1,283.25 |
1,276.25 |
S2 |
1,260.50 |
1,260.50 |
1,281.50 |
|
S3 |
1,241.25 |
1,253.50 |
1,279.75 |
|
S4 |
1,222.00 |
1,234.25 |
1,274.50 |
|
|
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 |
5.6% |
24.25 |
1.9% |
32% |
False |
False |
2,540,778 |
10 |
1,334.25 |
1,262.00 |
72.25 |
5.6% |
21.75 |
1.7% |
32% |
False |
False |
2,363,396 |
20 |
1,368.00 |
1,262.00 |
106.00 |
8.2% |
22.00 |
1.7% |
22% |
False |
False |
2,321,478 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.6% |
20.50 |
1.6% |
15% |
False |
False |
2,067,409 |
60 |
1,419.75 |
1,262.00 |
157.75 |
12.3% |
18.75 |
1.5% |
15% |
False |
False |
1,939,122 |
80 |
1,419.75 |
1,262.00 |
157.75 |
12.3% |
17.50 |
1.4% |
15% |
False |
False |
1,495,141 |
100 |
1,419.75 |
1,262.00 |
157.75 |
12.3% |
17.00 |
1.3% |
15% |
False |
False |
1,196,888 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.9% |
17.00 |
1.3% |
41% |
False |
False |
997,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.50 |
2.618 |
1,337.25 |
1.618 |
1,318.00 |
1.000 |
1,306.00 |
0.618 |
1,298.75 |
HIGH |
1,286.75 |
0.618 |
1,279.50 |
0.500 |
1,277.00 |
0.382 |
1,274.75 |
LOW |
1,267.50 |
0.618 |
1,255.50 |
1.000 |
1,248.25 |
1.618 |
1,236.25 |
2.618 |
1,217.00 |
4.250 |
1,185.75 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,282.50 |
1,285.00 |
PP |
1,279.75 |
1,284.75 |
S1 |
1,277.00 |
1,284.75 |
|