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 |
1,619.3 |
1,619.7 |
0.4 |
0.0% |
1,573.6 |
High |
1,622.7 |
1,639.7 |
17.0 |
1.0% |
1,630.0 |
Low |
1,612.9 |
1,616.5 |
3.6 |
0.2% |
1,530.4 |
Close |
1,615.2 |
1,632.8 |
17.6 |
1.1% |
1,620.5 |
Range |
9.8 |
23.2 |
13.4 |
136.7% |
99.6 |
ATR |
29.5 |
29.1 |
-0.4 |
-1.2% |
0.0 |
Volume |
604 |
419 |
-185 |
-30.6% |
331,941 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.3 |
1,689.2 |
1,645.6 |
|
R3 |
1,676.1 |
1,666.0 |
1,639.2 |
|
R2 |
1,652.9 |
1,652.9 |
1,637.1 |
|
R1 |
1,642.8 |
1,642.8 |
1,634.9 |
1,647.9 |
PP |
1,629.7 |
1,629.7 |
1,629.7 |
1,632.2 |
S1 |
1,619.6 |
1,619.6 |
1,630.7 |
1,624.7 |
S2 |
1,606.5 |
1,606.5 |
1,628.5 |
|
S3 |
1,583.3 |
1,596.4 |
1,626.4 |
|
S4 |
1,560.1 |
1,573.2 |
1,620.0 |
|
|
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 |
1,639.7 |
1,545.5 |
94.2 |
5.8% |
31.4 |
1.9% |
93% |
True |
False |
2,361 |
10 |
1,639.7 |
1,530.4 |
109.3 |
6.7% |
31.9 |
2.0% |
94% |
True |
False |
91,045 |
20 |
1,639.7 |
1,526.7 |
113.0 |
6.9% |
29.3 |
1.8% |
94% |
True |
False |
129,446 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.5% |
24.9 |
1.5% |
69% |
False |
False |
125,045 |
60 |
1,708.4 |
1,526.7 |
181.7 |
11.1% |
25.5 |
1.6% |
58% |
False |
False |
107,413 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.4% |
26.2 |
1.6% |
40% |
False |
False |
83,247 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.4% |
26.1 |
1.6% |
40% |
False |
False |
67,793 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.4% |
26.3 |
1.6% |
40% |
False |
False |
56,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.3 |
2.618 |
1,700.4 |
1.618 |
1,677.2 |
1.000 |
1,662.9 |
0.618 |
1,654.0 |
HIGH |
1,639.7 |
0.618 |
1,630.8 |
0.500 |
1,628.1 |
0.382 |
1,625.4 |
LOW |
1,616.5 |
0.618 |
1,602.2 |
1.000 |
1,593.3 |
1.618 |
1,579.0 |
2.618 |
1,555.8 |
4.250 |
1,517.9 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,631.2 |
1,630.0 |
PP |
1,629.7 |
1,627.2 |
S1 |
1,628.1 |
1,624.4 |
|