Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,618.5 |
1,621.4 |
2.9 |
0.2% |
1,575.5 |
High |
1,642.4 |
1,630.7 |
-11.7 |
-0.7% |
1,632.0 |
Low |
1,614.4 |
1,579.4 |
-35.0 |
-2.2% |
1,532.1 |
Close |
1,634.2 |
1,588.0 |
-46.2 |
-2.8% |
1,622.1 |
Range |
28.0 |
51.3 |
23.3 |
83.2% |
99.9 |
ATR |
29.3 |
31.1 |
1.8 |
6.2% |
0.0 |
Volume |
170,232 |
239,814 |
69,582 |
40.9% |
889,263 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,753.3 |
1,721.9 |
1,616.2 |
|
R3 |
1,702.0 |
1,670.6 |
1,602.1 |
|
R2 |
1,650.7 |
1,650.7 |
1,597.4 |
|
R1 |
1,619.3 |
1,619.3 |
1,592.7 |
1,609.4 |
PP |
1,599.4 |
1,599.4 |
1,599.4 |
1,594.4 |
S1 |
1,568.0 |
1,568.0 |
1,583.3 |
1,558.1 |
S2 |
1,548.1 |
1,548.1 |
1,578.6 |
|
S3 |
1,496.8 |
1,516.7 |
1,573.9 |
|
S4 |
1,445.5 |
1,465.4 |
1,559.8 |
|
|
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 |
6.1% |
39.6 |
2.5% |
44% |
False |
False |
183,299 |
10 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
34.5 |
2.2% |
51% |
False |
False |
160,863 |
20 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
30.7 |
1.9% |
52% |
False |
False |
90,834 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.7% |
25.2 |
1.6% |
38% |
False |
False |
48,735 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
24.4 |
1.5% |
34% |
False |
False |
34,213 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.6 |
1.6% |
22% |
False |
False |
26,426 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.0 |
1.5% |
22% |
False |
False |
21,458 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
22.8 |
1.4% |
22% |
False |
False |
17,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.7 |
2.618 |
1,765.0 |
1.618 |
1,713.7 |
1.000 |
1,682.0 |
0.618 |
1,662.4 |
HIGH |
1,630.7 |
0.618 |
1,611.1 |
0.500 |
1,605.1 |
0.382 |
1,599.0 |
LOW |
1,579.4 |
0.618 |
1,547.7 |
1.000 |
1,528.1 |
1.618 |
1,496.4 |
2.618 |
1,445.1 |
4.250 |
1,361.4 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,605.1 |
1,610.9 |
PP |
1,599.4 |
1,603.3 |
S1 |
1,593.7 |
1,595.6 |
|