Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,564.1 |
1,561.8 |
-2.3 |
-0.1% |
1,575.5 |
High |
1,574.6 |
1,632.0 |
57.4 |
3.6% |
1,632.0 |
Low |
1,553.0 |
1,545.5 |
-7.5 |
-0.5% |
1,532.1 |
Close |
1,564.2 |
1,622.1 |
57.9 |
3.7% |
1,622.1 |
Range |
21.6 |
86.5 |
64.9 |
300.5% |
99.9 |
ATR |
27.3 |
31.5 |
4.2 |
15.5% |
0.0 |
Volume |
166,267 |
286,564 |
120,297 |
72.4% |
889,263 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.4 |
1,827.2 |
1,669.7 |
|
R3 |
1,772.9 |
1,740.7 |
1,645.9 |
|
R2 |
1,686.4 |
1,686.4 |
1,638.0 |
|
R1 |
1,654.2 |
1,654.2 |
1,630.0 |
1,670.3 |
PP |
1,599.9 |
1,599.9 |
1,599.9 |
1,607.9 |
S1 |
1,567.7 |
1,567.7 |
1,614.2 |
1,583.8 |
S2 |
1,513.4 |
1,513.4 |
1,606.2 |
|
S3 |
1,426.9 |
1,481.2 |
1,598.3 |
|
S4 |
1,340.4 |
1,394.7 |
1,574.5 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.1 |
1,858.5 |
1,677.0 |
|
R3 |
1,795.2 |
1,758.6 |
1,649.6 |
|
R2 |
1,695.3 |
1,695.3 |
1,640.4 |
|
R1 |
1,658.7 |
1,658.7 |
1,631.3 |
1,677.0 |
PP |
1,595.4 |
1,595.4 |
1,595.4 |
1,604.6 |
S1 |
1,558.8 |
1,558.8 |
1,612.9 |
1,577.1 |
S2 |
1,495.5 |
1,495.5 |
1,603.8 |
|
S3 |
1,395.6 |
1,458.9 |
1,594.6 |
|
S4 |
1,295.7 |
1,359.0 |
1,567.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.0 |
1,532.1 |
99.9 |
6.2% |
41.5 |
2.6% |
90% |
True |
False |
188,885 |
10 |
1,632.0 |
1,532.1 |
99.9 |
6.2% |
34.7 |
2.1% |
90% |
True |
False |
108,293 |
20 |
1,649.3 |
1,529.3 |
120.0 |
7.4% |
30.2 |
1.9% |
77% |
False |
False |
61,948 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.0 |
1.5% |
60% |
False |
False |
33,719 |
60 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.5 |
1.5% |
48% |
False |
False |
24,034 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.2 |
1.5% |
35% |
False |
False |
18,649 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
23.5 |
1.4% |
35% |
False |
False |
15,205 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
23.2 |
1.4% |
35% |
False |
False |
12,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.6 |
2.618 |
1,858.5 |
1.618 |
1,772.0 |
1.000 |
1,718.5 |
0.618 |
1,685.5 |
HIGH |
1,632.0 |
0.618 |
1,599.0 |
0.500 |
1,588.8 |
0.382 |
1,578.5 |
LOW |
1,545.5 |
0.618 |
1,492.0 |
1.000 |
1,459.0 |
1.618 |
1,405.5 |
2.618 |
1,319.0 |
4.250 |
1,177.9 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,611.0 |
1,608.8 |
PP |
1,599.9 |
1,595.4 |
S1 |
1,588.8 |
1,582.1 |
|