Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.6 |
1,589.9 |
-32.7 |
-2.0% |
1,623.0 |
High |
1,627.2 |
1,593.9 |
-33.3 |
-2.0% |
1,639.7 |
Low |
1,581.9 |
1,566.5 |
-15.4 |
-1.0% |
1,566.5 |
Close |
1,586.6 |
1,590.1 |
3.5 |
0.2% |
1,590.1 |
Range |
45.3 |
27.4 |
-17.9 |
-39.5% |
73.2 |
ATR |
30.7 |
30.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
1,200 |
157 |
-1,043 |
-86.9% |
4,469 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.7 |
1,655.3 |
1,605.2 |
|
R3 |
1,638.3 |
1,627.9 |
1,597.6 |
|
R2 |
1,610.9 |
1,610.9 |
1,595.1 |
|
R1 |
1,600.5 |
1,600.5 |
1,592.6 |
1,605.7 |
PP |
1,583.5 |
1,583.5 |
1,583.5 |
1,586.1 |
S1 |
1,573.1 |
1,573.1 |
1,587.6 |
1,578.3 |
S2 |
1,556.1 |
1,556.1 |
1,585.1 |
|
S3 |
1,528.7 |
1,545.7 |
1,582.6 |
|
S4 |
1,501.3 |
1,518.3 |
1,575.0 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,777.4 |
1,630.4 |
|
R3 |
1,745.2 |
1,704.2 |
1,610.2 |
|
R2 |
1,672.0 |
1,672.0 |
1,603.5 |
|
R1 |
1,631.0 |
1,631.0 |
1,596.8 |
1,614.9 |
PP |
1,598.8 |
1,598.8 |
1,598.8 |
1,590.7 |
S1 |
1,557.8 |
1,557.8 |
1,583.4 |
1,541.7 |
S2 |
1,525.6 |
1,525.6 |
1,576.7 |
|
S3 |
1,452.4 |
1,484.6 |
1,570.0 |
|
S4 |
1,379.2 |
1,411.4 |
1,549.8 |
|
|
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 |
1,566.5 |
73.2 |
4.6% |
24.9 |
1.6% |
32% |
False |
True |
893 |
10 |
1,639.7 |
1,530.4 |
109.3 |
6.9% |
32.9 |
2.1% |
55% |
False |
False |
48,197 |
20 |
1,639.7 |
1,526.7 |
113.0 |
7.1% |
30.7 |
1.9% |
56% |
False |
False |
113,138 |
40 |
1,679.2 |
1,526.7 |
152.5 |
9.6% |
25.7 |
1.6% |
42% |
False |
False |
119,427 |
60 |
1,699.6 |
1,526.7 |
172.9 |
10.9% |
25.2 |
1.6% |
37% |
False |
False |
106,456 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.7 |
1.7% |
24% |
False |
False |
83,182 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.3 |
1.7% |
24% |
False |
False |
67,673 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.0 |
1.6% |
24% |
False |
False |
56,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.4 |
2.618 |
1,665.6 |
1.618 |
1,638.2 |
1.000 |
1,621.3 |
0.618 |
1,610.8 |
HIGH |
1,593.9 |
0.618 |
1,583.4 |
0.500 |
1,580.2 |
0.382 |
1,577.0 |
LOW |
1,566.5 |
0.618 |
1,549.6 |
1.000 |
1,539.1 |
1.618 |
1,522.2 |
2.618 |
1,494.8 |
4.250 |
1,450.1 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,586.8 |
1,603.1 |
PP |
1,583.5 |
1,598.8 |
S1 |
1,580.2 |
1,594.4 |
|