Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,621.4 |
1,590.3 |
-31.1 |
-1.9% |
1,626.8 |
High |
1,630.7 |
1,596.3 |
-34.4 |
-2.1% |
1,642.4 |
Low |
1,579.4 |
1,556.4 |
-23.0 |
-1.5% |
1,556.4 |
Close |
1,588.0 |
1,591.4 |
3.4 |
0.2% |
1,591.4 |
Range |
51.3 |
39.9 |
-11.4 |
-22.2% |
86.0 |
ATR |
31.1 |
31.7 |
0.6 |
2.0% |
0.0 |
Volume |
239,814 |
148,447 |
-91,367 |
-38.1% |
778,381 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.1 |
1,686.1 |
1,613.3 |
|
R3 |
1,661.2 |
1,646.2 |
1,602.4 |
|
R2 |
1,621.3 |
1,621.3 |
1,598.7 |
|
R1 |
1,606.3 |
1,606.3 |
1,595.1 |
1,613.8 |
PP |
1,581.4 |
1,581.4 |
1,581.4 |
1,585.1 |
S1 |
1,566.4 |
1,566.4 |
1,587.7 |
1,573.9 |
S2 |
1,541.5 |
1,541.5 |
1,584.1 |
|
S3 |
1,501.6 |
1,526.5 |
1,580.4 |
|
S4 |
1,461.7 |
1,486.6 |
1,569.5 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.7 |
1,809.1 |
1,638.7 |
|
R3 |
1,768.7 |
1,723.1 |
1,615.1 |
|
R2 |
1,682.7 |
1,682.7 |
1,607.2 |
|
R1 |
1,637.1 |
1,637.1 |
1,599.3 |
1,616.9 |
PP |
1,596.7 |
1,596.7 |
1,596.7 |
1,586.7 |
S1 |
1,551.1 |
1,551.1 |
1,583.5 |
1,530.9 |
S2 |
1,510.7 |
1,510.7 |
1,575.6 |
|
S3 |
1,424.7 |
1,465.1 |
1,567.8 |
|
S4 |
1,338.7 |
1,379.1 |
1,544.1 |
|
|
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 |
1,556.4 |
86.0 |
5.4% |
30.2 |
1.9% |
41% |
False |
True |
155,676 |
10 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
35.9 |
2.3% |
54% |
False |
False |
172,280 |
20 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
31.9 |
2.0% |
55% |
False |
False |
97,473 |
40 |
1,681.3 |
1,529.3 |
152.0 |
9.6% |
25.5 |
1.6% |
41% |
False |
False |
52,240 |
60 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
24.3 |
1.5% |
36% |
False |
False |
36,586 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
25.0 |
1.6% |
23% |
False |
False |
28,261 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.1 |
1.5% |
23% |
False |
False |
22,932 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
22.9 |
1.4% |
23% |
False |
False |
19,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,765.9 |
2.618 |
1,700.8 |
1.618 |
1,660.9 |
1.000 |
1,636.2 |
0.618 |
1,621.0 |
HIGH |
1,596.3 |
0.618 |
1,581.1 |
0.500 |
1,576.4 |
0.382 |
1,571.6 |
LOW |
1,556.4 |
0.618 |
1,531.7 |
1.000 |
1,516.5 |
1.618 |
1,491.8 |
2.618 |
1,451.9 |
4.250 |
1,386.8 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,586.4 |
1,599.4 |
PP |
1,581.4 |
1,596.7 |
S1 |
1,576.4 |
1,594.1 |
|