Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,619.7 |
1,622.6 |
2.9 |
0.2% |
1,573.6 |
High |
1,639.7 |
1,627.2 |
-12.5 |
-0.8% |
1,630.0 |
Low |
1,616.5 |
1,581.9 |
-34.6 |
-2.1% |
1,530.4 |
Close |
1,632.8 |
1,586.6 |
-46.2 |
-2.8% |
1,620.5 |
Range |
23.2 |
45.3 |
22.1 |
95.3% |
99.6 |
ATR |
29.1 |
30.7 |
1.6 |
5.3% |
0.0 |
Volume |
419 |
1,200 |
781 |
186.4% |
331,941 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.5 |
1,705.8 |
1,611.5 |
|
R3 |
1,689.2 |
1,660.5 |
1,599.1 |
|
R2 |
1,643.9 |
1,643.9 |
1,594.9 |
|
R1 |
1,615.2 |
1,615.2 |
1,590.8 |
1,606.9 |
PP |
1,598.6 |
1,598.6 |
1,598.6 |
1,594.4 |
S1 |
1,569.9 |
1,569.9 |
1,582.4 |
1,561.6 |
S2 |
1,553.3 |
1,553.3 |
1,578.3 |
|
S3 |
1,508.0 |
1,524.6 |
1,574.1 |
|
S4 |
1,462.7 |
1,479.3 |
1,561.7 |
|
|
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 |
5.9% |
36.3 |
2.3% |
44% |
False |
False |
1,424 |
10 |
1,639.7 |
1,530.4 |
109.3 |
6.9% |
32.9 |
2.1% |
51% |
False |
False |
66,794 |
20 |
1,639.7 |
1,526.7 |
113.0 |
7.1% |
30.2 |
1.9% |
53% |
False |
False |
119,742 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.7% |
25.8 |
1.6% |
39% |
False |
False |
122,611 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.9% |
25.6 |
1.6% |
35% |
False |
False |
106,783 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.5 |
1.7% |
22% |
False |
False |
83,209 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.4 |
1.7% |
22% |
False |
False |
67,758 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.0 |
1.6% |
22% |
False |
False |
56,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.7 |
2.618 |
1,745.8 |
1.618 |
1,700.5 |
1.000 |
1,672.5 |
0.618 |
1,655.2 |
HIGH |
1,627.2 |
0.618 |
1,609.9 |
0.500 |
1,604.6 |
0.382 |
1,599.2 |
LOW |
1,581.9 |
0.618 |
1,553.9 |
1.000 |
1,536.6 |
1.618 |
1,508.6 |
2.618 |
1,463.3 |
4.250 |
1,389.4 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,604.6 |
1,610.8 |
PP |
1,598.6 |
1,602.7 |
S1 |
1,592.6 |
1,594.7 |
|