Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,619.9 |
1,618.5 |
-1.4 |
-0.1% |
1,575.5 |
High |
1,624.8 |
1,642.4 |
17.6 |
1.1% |
1,632.0 |
Low |
1,612.5 |
1,614.4 |
1.9 |
0.1% |
1,532.1 |
Close |
1,616.9 |
1,634.2 |
17.3 |
1.1% |
1,622.1 |
Range |
12.3 |
28.0 |
15.7 |
127.6% |
99.9 |
ATR |
29.4 |
29.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
92,681 |
170,232 |
77,551 |
83.7% |
889,263 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.3 |
1,702.3 |
1,649.6 |
|
R3 |
1,686.3 |
1,674.3 |
1,641.9 |
|
R2 |
1,658.3 |
1,658.3 |
1,639.3 |
|
R1 |
1,646.3 |
1,646.3 |
1,636.8 |
1,652.3 |
PP |
1,630.3 |
1,630.3 |
1,630.3 |
1,633.4 |
S1 |
1,618.3 |
1,618.3 |
1,631.6 |
1,624.3 |
S2 |
1,602.3 |
1,602.3 |
1,629.1 |
|
S3 |
1,574.3 |
1,590.3 |
1,626.5 |
|
S4 |
1,546.3 |
1,562.3 |
1,618.8 |
|
|
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 |
1,642.4 |
1,545.5 |
96.9 |
5.9% |
33.6 |
2.1% |
92% |
True |
False |
168,590 |
10 |
1,642.4 |
1,532.1 |
110.3 |
6.7% |
32.9 |
2.0% |
93% |
True |
False |
140,253 |
20 |
1,642.4 |
1,529.3 |
113.1 |
6.9% |
29.6 |
1.8% |
93% |
True |
False |
79,689 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.4% |
24.1 |
1.5% |
68% |
False |
False |
43,094 |
60 |
1,710.0 |
1,529.3 |
180.7 |
11.1% |
24.2 |
1.5% |
58% |
False |
False |
30,286 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.4% |
24.1 |
1.5% |
39% |
False |
False |
23,454 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.4% |
23.7 |
1.4% |
39% |
False |
False |
19,073 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.4% |
23.0 |
1.4% |
39% |
False |
False |
15,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.4 |
2.618 |
1,715.7 |
1.618 |
1,687.7 |
1.000 |
1,670.4 |
0.618 |
1,659.7 |
HIGH |
1,642.4 |
0.618 |
1,631.7 |
0.500 |
1,628.4 |
0.382 |
1,625.1 |
LOW |
1,614.4 |
0.618 |
1,597.1 |
1.000 |
1,586.4 |
1.618 |
1,569.1 |
2.618 |
1,541.1 |
4.250 |
1,495.4 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,632.3 |
1,631.5 |
PP |
1,630.3 |
1,628.9 |
S1 |
1,628.4 |
1,626.2 |
|