Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,273.25 |
1,285.25 |
12.00 |
0.9% |
1,322.00 |
High |
1,286.75 |
1,315.75 |
29.00 |
2.3% |
1,334.25 |
Low |
1,267.50 |
1,283.00 |
15.50 |
1.2% |
1,273.50 |
Close |
1,285.00 |
1,315.50 |
30.50 |
2.4% |
1,274.00 |
Range |
19.25 |
32.75 |
13.50 |
70.1% |
60.75 |
ATR |
21.53 |
22.33 |
0.80 |
3.7% |
0.00 |
Volume |
2,034,610 |
2,836,135 |
801,525 |
39.4% |
10,570,559 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.00 |
1,392.00 |
1,333.50 |
|
R3 |
1,370.25 |
1,359.25 |
1,324.50 |
|
R2 |
1,337.50 |
1,337.50 |
1,321.50 |
|
R1 |
1,326.50 |
1,326.50 |
1,318.50 |
1,332.00 |
PP |
1,304.75 |
1,304.75 |
1,304.75 |
1,307.50 |
S1 |
1,293.75 |
1,293.75 |
1,312.50 |
1,299.25 |
S2 |
1,272.00 |
1,272.00 |
1,309.50 |
|
S3 |
1,239.25 |
1,261.00 |
1,306.50 |
|
S4 |
1,206.50 |
1,228.25 |
1,297.50 |
|
|
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 |
1,319.00 |
1,262.00 |
57.00 |
4.3% |
25.50 |
1.9% |
94% |
False |
False |
2,645,284 |
10 |
1,334.25 |
1,262.00 |
72.25 |
5.5% |
23.00 |
1.8% |
74% |
False |
False |
2,402,105 |
20 |
1,363.75 |
1,262.00 |
101.75 |
7.7% |
22.25 |
1.7% |
53% |
False |
False |
2,347,940 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.4% |
20.75 |
1.6% |
36% |
False |
False |
2,075,438 |
60 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
19.00 |
1.5% |
34% |
False |
False |
1,955,120 |
80 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
17.75 |
1.4% |
34% |
False |
False |
1,530,552 |
100 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
17.25 |
1.3% |
34% |
False |
False |
1,225,219 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.5% |
17.00 |
1.3% |
55% |
False |
False |
1,021,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.00 |
2.618 |
1,401.50 |
1.618 |
1,368.75 |
1.000 |
1,348.50 |
0.618 |
1,336.00 |
HIGH |
1,315.75 |
0.618 |
1,303.25 |
0.500 |
1,299.50 |
0.382 |
1,295.50 |
LOW |
1,283.00 |
0.618 |
1,262.75 |
1.000 |
1,250.25 |
1.618 |
1,230.00 |
2.618 |
1,197.25 |
4.250 |
1,143.75 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,306.50 |
PP |
1,304.75 |
1,297.75 |
S1 |
1,299.50 |
1,289.00 |
|