Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,626.8 |
1,619.9 |
-6.9 |
-0.4% |
1,575.5 |
High |
1,629.7 |
1,624.8 |
-4.9 |
-0.3% |
1,632.0 |
Low |
1,610.0 |
1,612.5 |
2.5 |
0.2% |
1,532.1 |
Close |
1,613.9 |
1,616.9 |
3.0 |
0.2% |
1,622.1 |
Range |
19.7 |
12.3 |
-7.4 |
-37.6% |
99.9 |
ATR |
30.7 |
29.4 |
-1.3 |
-4.3% |
0.0 |
Volume |
127,207 |
92,681 |
-34,526 |
-27.1% |
889,263 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,655.0 |
1,648.2 |
1,623.7 |
|
R3 |
1,642.7 |
1,635.9 |
1,620.3 |
|
R2 |
1,630.4 |
1,630.4 |
1,619.2 |
|
R1 |
1,623.6 |
1,623.6 |
1,618.0 |
1,620.9 |
PP |
1,618.1 |
1,618.1 |
1,618.1 |
1,616.7 |
S1 |
1,611.3 |
1,611.3 |
1,615.8 |
1,608.6 |
S2 |
1,605.8 |
1,605.8 |
1,614.6 |
|
S3 |
1,593.5 |
1,599.0 |
1,613.5 |
|
S4 |
1,581.2 |
1,586.7 |
1,610.1 |
|
|
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% |
35.8 |
2.2% |
85% |
False |
False |
185,073 |
10 |
1,632.0 |
1,532.1 |
99.9 |
6.2% |
33.4 |
2.1% |
85% |
False |
False |
125,622 |
20 |
1,641.3 |
1,529.3 |
112.0 |
6.9% |
30.3 |
1.9% |
78% |
False |
False |
71,804 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.2 |
1.5% |
57% |
False |
False |
38,969 |
60 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.1 |
1.5% |
46% |
False |
False |
27,534 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.1 |
1.5% |
33% |
False |
False |
21,354 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.5 |
1.5% |
33% |
False |
False |
17,378 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.1 |
1.4% |
33% |
False |
False |
14,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.1 |
2.618 |
1,657.0 |
1.618 |
1,644.7 |
1.000 |
1,637.1 |
0.618 |
1,632.4 |
HIGH |
1,624.8 |
0.618 |
1,620.1 |
0.500 |
1,618.7 |
0.382 |
1,617.2 |
LOW |
1,612.5 |
0.618 |
1,604.9 |
1.000 |
1,600.2 |
1.618 |
1,592.6 |
2.618 |
1,580.3 |
4.250 |
1,560.2 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.7 |
1,607.5 |
PP |
1,618.1 |
1,598.1 |
S1 |
1,617.5 |
1,588.8 |
|