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 |
1,560.0 |
1,623.0 |
63.0 |
4.0% |
1,573.6 |
High |
1,630.0 |
1,627.9 |
-2.1 |
-0.1% |
1,630.0 |
Low |
1,545.5 |
1,609.0 |
63.5 |
4.1% |
1,530.4 |
Close |
1,620.5 |
1,612.2 |
-8.3 |
-0.5% |
1,620.5 |
Range |
84.5 |
18.9 |
-65.6 |
-77.6% |
99.6 |
ATR |
31.9 |
30.9 |
-0.9 |
-2.9% |
0.0 |
Volume |
2,809 |
2,089 |
-720 |
-25.6% |
331,941 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.1 |
1,661.5 |
1,622.6 |
|
R3 |
1,654.2 |
1,642.6 |
1,617.4 |
|
R2 |
1,635.3 |
1,635.3 |
1,615.7 |
|
R1 |
1,623.7 |
1,623.7 |
1,613.9 |
1,620.1 |
PP |
1,616.4 |
1,616.4 |
1,616.4 |
1,614.5 |
S1 |
1,604.8 |
1,604.8 |
1,610.5 |
1,601.2 |
S2 |
1,597.5 |
1,597.5 |
1,608.7 |
|
S3 |
1,578.6 |
1,585.9 |
1,607.0 |
|
S4 |
1,559.7 |
1,567.0 |
1,601.8 |
|
|
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 |
6.2% |
40.1 |
2.5% |
82% |
False |
False |
66,806 |
10 |
1,630.0 |
1,530.4 |
99.6 |
6.2% |
33.4 |
2.1% |
82% |
False |
False |
120,652 |
20 |
1,644.0 |
1,526.7 |
117.3 |
7.3% |
30.5 |
1.9% |
73% |
False |
False |
143,871 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.6% |
25.3 |
1.6% |
55% |
False |
False |
131,180 |
60 |
1,720.0 |
1,526.7 |
193.3 |
12.0% |
26.1 |
1.6% |
44% |
False |
False |
108,108 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.5 |
1.6% |
32% |
False |
False |
83,342 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.2 |
1.6% |
32% |
False |
False |
67,888 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.9 |
1.7% |
32% |
False |
False |
57,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.2 |
2.618 |
1,677.4 |
1.618 |
1,658.5 |
1.000 |
1,646.8 |
0.618 |
1,639.6 |
HIGH |
1,627.9 |
0.618 |
1,620.7 |
0.500 |
1,618.5 |
0.382 |
1,616.2 |
LOW |
1,609.0 |
0.618 |
1,597.3 |
1.000 |
1,590.1 |
1.618 |
1,578.4 |
2.618 |
1,559.5 |
4.250 |
1,528.7 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.5 |
1,604.1 |
PP |
1,616.4 |
1,595.9 |
S1 |
1,614.3 |
1,587.8 |
|