Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,315.25 |
1,316.25 |
1.00 |
0.1% |
1,275.00 |
High |
1,329.50 |
1,329.50 |
0.00 |
0.0% |
1,329.50 |
Low |
1,312.00 |
1,305.50 |
-6.50 |
-0.5% |
1,262.00 |
Close |
1,316.75 |
1,328.75 |
12.00 |
0.9% |
1,328.75 |
Range |
17.50 |
24.00 |
6.50 |
37.1% |
67.50 |
ATR |
21.99 |
22.13 |
0.14 |
0.7% |
0.00 |
Volume |
2,577,317 |
1,334,013 |
-1,243,304 |
-48.2% |
11,116,106 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.25 |
1,385.00 |
1,342.00 |
|
R3 |
1,369.25 |
1,361.00 |
1,335.25 |
|
R2 |
1,345.25 |
1,345.25 |
1,333.25 |
|
R1 |
1,337.00 |
1,337.00 |
1,331.00 |
1,341.00 |
PP |
1,321.25 |
1,321.25 |
1,321.25 |
1,323.25 |
S1 |
1,313.00 |
1,313.00 |
1,326.50 |
1,317.00 |
S2 |
1,297.25 |
1,297.25 |
1,324.25 |
|
S3 |
1,273.25 |
1,289.00 |
1,322.25 |
|
S4 |
1,249.25 |
1,265.00 |
1,315.50 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.25 |
1,486.50 |
1,366.00 |
|
R3 |
1,441.75 |
1,419.00 |
1,347.25 |
|
R2 |
1,374.25 |
1,374.25 |
1,341.00 |
|
R1 |
1,351.50 |
1,351.50 |
1,335.00 |
1,363.00 |
PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,312.50 |
S1 |
1,284.00 |
1,284.00 |
1,322.50 |
1,295.50 |
S2 |
1,239.25 |
1,239.25 |
1,316.50 |
|
S3 |
1,171.75 |
1,216.50 |
1,310.25 |
|
S4 |
1,104.25 |
1,149.00 |
1,291.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.50 |
1,262.00 |
67.50 |
5.1% |
22.50 |
1.7% |
99% |
True |
False |
2,223,221 |
10 |
1,334.25 |
1,262.00 |
72.25 |
5.4% |
23.00 |
1.7% |
92% |
False |
False |
2,320,625 |
20 |
1,363.25 |
1,262.00 |
101.25 |
7.6% |
22.50 |
1.7% |
66% |
False |
False |
2,325,544 |
40 |
1,411.50 |
1,262.00 |
149.50 |
11.3% |
20.75 |
1.6% |
45% |
False |
False |
2,083,404 |
60 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
19.25 |
1.4% |
42% |
False |
False |
1,939,724 |
80 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
18.00 |
1.4% |
42% |
False |
False |
1,579,421 |
100 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
17.25 |
1.3% |
42% |
False |
False |
1,264,312 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.3% |
17.00 |
1.3% |
60% |
False |
False |
1,053,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.50 |
2.618 |
1,392.25 |
1.618 |
1,368.25 |
1.000 |
1,353.50 |
0.618 |
1,344.25 |
HIGH |
1,329.50 |
0.618 |
1,320.25 |
0.500 |
1,317.50 |
0.382 |
1,314.75 |
LOW |
1,305.50 |
0.618 |
1,290.75 |
1.000 |
1,281.50 |
1.618 |
1,266.75 |
2.618 |
1,242.75 |
4.250 |
1,203.50 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,325.00 |
1,321.25 |
PP |
1,321.25 |
1,313.75 |
S1 |
1,317.50 |
1,306.25 |
|