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 |
1,562.7 |
1,560.0 |
-2.7 |
-0.2% |
1,573.6 |
High |
1,572.6 |
1,630.0 |
57.4 |
3.7% |
1,630.0 |
Low |
1,551.8 |
1,545.5 |
-6.3 |
-0.4% |
1,530.4 |
Close |
1,562.6 |
1,620.5 |
57.9 |
3.7% |
1,620.5 |
Range |
20.8 |
84.5 |
63.7 |
306.3% |
99.6 |
ATR |
27.8 |
31.9 |
4.0 |
14.6% |
0.0 |
Volume |
5,888 |
2,809 |
-3,079 |
-52.3% |
331,941 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.2 |
1,820.8 |
1,667.0 |
|
R3 |
1,767.7 |
1,736.3 |
1,643.7 |
|
R2 |
1,683.2 |
1,683.2 |
1,636.0 |
|
R1 |
1,651.8 |
1,651.8 |
1,628.2 |
1,667.5 |
PP |
1,598.7 |
1,598.7 |
1,598.7 |
1,606.5 |
S1 |
1,567.3 |
1,567.3 |
1,612.8 |
1,583.0 |
S2 |
1,514.2 |
1,514.2 |
1,605.0 |
|
S3 |
1,429.7 |
1,482.8 |
1,597.3 |
|
S4 |
1,345.2 |
1,398.3 |
1,574.0 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.4 |
1,856.1 |
1,675.3 |
|
R3 |
1,792.8 |
1,756.5 |
1,647.9 |
|
R2 |
1,693.2 |
1,693.2 |
1,638.8 |
|
R1 |
1,656.9 |
1,656.9 |
1,629.6 |
1,675.1 |
PP |
1,593.6 |
1,593.6 |
1,593.6 |
1,602.7 |
S1 |
1,557.3 |
1,557.3 |
1,611.4 |
1,575.5 |
S2 |
1,494.0 |
1,494.0 |
1,602.2 |
|
S3 |
1,394.4 |
1,457.7 |
1,593.1 |
|
S4 |
1,294.8 |
1,358.1 |
1,565.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.0 |
1,530.4 |
99.6 |
6.1% |
40.9 |
2.5% |
90% |
True |
False |
95,501 |
10 |
1,630.0 |
1,530.4 |
99.6 |
6.1% |
34.5 |
2.1% |
90% |
True |
False |
136,748 |
20 |
1,648.0 |
1,526.7 |
121.3 |
7.5% |
30.6 |
1.9% |
77% |
False |
False |
150,656 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.5% |
25.1 |
1.6% |
61% |
False |
False |
133,960 |
60 |
1,720.0 |
1,526.7 |
193.3 |
11.9% |
26.1 |
1.6% |
49% |
False |
False |
108,455 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.5 |
1.6% |
35% |
False |
False |
83,403 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.3 |
1.6% |
35% |
False |
False |
67,910 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.9 |
1.7% |
35% |
False |
False |
57,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.1 |
2.618 |
1,851.2 |
1.618 |
1,766.7 |
1.000 |
1,714.5 |
0.618 |
1,682.2 |
HIGH |
1,630.0 |
0.618 |
1,597.7 |
0.500 |
1,587.8 |
0.382 |
1,577.8 |
LOW |
1,545.5 |
0.618 |
1,493.3 |
1.000 |
1,461.0 |
1.618 |
1,408.8 |
2.618 |
1,324.3 |
4.250 |
1,186.4 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,609.6 |
1,607.1 |
PP |
1,598.7 |
1,593.6 |
S1 |
1,587.8 |
1,580.2 |
|