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 |
1,623.0 |
1,619.3 |
-3.7 |
-0.2% |
1,573.6 |
High |
1,627.9 |
1,622.7 |
-5.2 |
-0.3% |
1,630.0 |
Low |
1,609.0 |
1,612.9 |
3.9 |
0.2% |
1,530.4 |
Close |
1,612.2 |
1,615.2 |
3.0 |
0.2% |
1,620.5 |
Range |
18.9 |
9.8 |
-9.1 |
-48.1% |
99.6 |
ATR |
30.9 |
29.5 |
-1.5 |
-4.7% |
0.0 |
Volume |
2,089 |
604 |
-1,485 |
-71.1% |
331,941 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.3 |
1,640.6 |
1,620.6 |
|
R3 |
1,636.5 |
1,630.8 |
1,617.9 |
|
R2 |
1,626.7 |
1,626.7 |
1,617.0 |
|
R1 |
1,621.0 |
1,621.0 |
1,616.1 |
1,619.0 |
PP |
1,616.9 |
1,616.9 |
1,616.9 |
1,615.9 |
S1 |
1,611.2 |
1,611.2 |
1,614.3 |
1,609.2 |
S2 |
1,607.1 |
1,607.1 |
1,613.4 |
|
S3 |
1,597.3 |
1,601.4 |
1,612.5 |
|
S4 |
1,587.5 |
1,591.6 |
1,609.8 |
|
|
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% |
34.5 |
2.1% |
85% |
False |
False |
17,591 |
10 |
1,630.0 |
1,530.4 |
99.6 |
6.2% |
32.9 |
2.0% |
85% |
False |
False |
107,592 |
20 |
1,639.5 |
1,526.7 |
112.8 |
7.0% |
30.4 |
1.9% |
78% |
False |
False |
139,500 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.6% |
25.2 |
1.6% |
57% |
False |
False |
129,198 |
60 |
1,720.0 |
1,526.7 |
193.3 |
12.0% |
25.6 |
1.6% |
46% |
False |
False |
107,666 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.2 |
1.6% |
33% |
False |
False |
83,290 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.1 |
1.6% |
33% |
False |
False |
67,835 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.6% |
26.5 |
1.6% |
33% |
False |
False |
57,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.4 |
2.618 |
1,648.4 |
1.618 |
1,638.6 |
1.000 |
1,632.5 |
0.618 |
1,628.8 |
HIGH |
1,622.7 |
0.618 |
1,619.0 |
0.500 |
1,617.8 |
0.382 |
1,616.6 |
LOW |
1,612.9 |
0.618 |
1,606.8 |
1.000 |
1,603.1 |
1.618 |
1,597.0 |
2.618 |
1,587.2 |
4.250 |
1,571.3 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.8 |
1,606.1 |
PP |
1,616.9 |
1,596.9 |
S1 |
1,616.1 |
1,587.8 |
|