Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,561.8 |
1,626.8 |
65.0 |
4.2% |
1,575.5 |
High |
1,632.0 |
1,629.7 |
-2.3 |
-0.1% |
1,632.0 |
Low |
1,545.5 |
1,610.0 |
64.5 |
4.2% |
1,532.1 |
Close |
1,622.1 |
1,613.9 |
-8.2 |
-0.5% |
1,622.1 |
Range |
86.5 |
19.7 |
-66.8 |
-77.2% |
99.9 |
ATR |
31.5 |
30.7 |
-0.8 |
-2.7% |
0.0 |
Volume |
286,564 |
127,207 |
-159,357 |
-55.6% |
889,263 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.0 |
1,665.1 |
1,624.7 |
|
R3 |
1,657.3 |
1,645.4 |
1,619.3 |
|
R2 |
1,637.6 |
1,637.6 |
1,617.5 |
|
R1 |
1,625.7 |
1,625.7 |
1,615.7 |
1,621.8 |
PP |
1,617.9 |
1,617.9 |
1,617.9 |
1,615.9 |
S1 |
1,606.0 |
1,606.0 |
1,612.1 |
1,602.1 |
S2 |
1,598.2 |
1,598.2 |
1,610.3 |
|
S3 |
1,578.5 |
1,586.3 |
1,608.5 |
|
S4 |
1,558.8 |
1,566.6 |
1,603.1 |
|
|
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% |
40.9 |
2.5% |
82% |
False |
False |
203,294 |
10 |
1,632.0 |
1,532.1 |
99.9 |
6.2% |
33.7 |
2.1% |
82% |
False |
False |
119,100 |
20 |
1,644.7 |
1,529.3 |
115.4 |
7.2% |
30.2 |
1.9% |
73% |
False |
False |
67,626 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.2 |
1.5% |
55% |
False |
False |
36,842 |
60 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.6 |
1.5% |
44% |
False |
False |
26,096 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.2 |
1.5% |
32% |
False |
False |
20,221 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.5 |
1.5% |
32% |
False |
False |
16,468 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.3 |
1.4% |
32% |
False |
False |
13,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.4 |
2.618 |
1,681.3 |
1.618 |
1,661.6 |
1.000 |
1,649.4 |
0.618 |
1,641.9 |
HIGH |
1,629.7 |
0.618 |
1,622.2 |
0.500 |
1,619.9 |
0.382 |
1,617.5 |
LOW |
1,610.0 |
0.618 |
1,597.8 |
1.000 |
1,590.3 |
1.618 |
1,578.1 |
2.618 |
1,558.4 |
4.250 |
1,526.3 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.9 |
1,605.5 |
PP |
1,617.9 |
1,597.1 |
S1 |
1,615.9 |
1,588.8 |
|