Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,303.0 |
6,258.0 |
-45.0 |
-0.7% |
6,413.5 |
High |
6,326.0 |
6,262.5 |
-63.5 |
-1.0% |
6,444.5 |
Low |
6,213.5 |
6,016.0 |
-197.5 |
-3.2% |
6,016.0 |
Close |
6,243.5 |
6,068.0 |
-175.5 |
-2.8% |
6,068.0 |
Range |
112.5 |
246.5 |
134.0 |
119.1% |
428.5 |
ATR |
133.4 |
141.5 |
8.1 |
6.1% |
0.0 |
Volume |
873 |
9,092 |
8,219 |
941.5% |
12,969 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,855.0 |
6,708.0 |
6,203.6 |
|
R3 |
6,608.5 |
6,461.5 |
6,135.8 |
|
R2 |
6,362.0 |
6,362.0 |
6,113.2 |
|
R1 |
6,215.0 |
6,215.0 |
6,090.6 |
6,165.3 |
PP |
6,115.5 |
6,115.5 |
6,115.5 |
6,090.6 |
S1 |
5,968.5 |
5,968.5 |
6,045.4 |
5,918.8 |
S2 |
5,869.0 |
5,869.0 |
6,022.8 |
|
S3 |
5,622.5 |
5,722.0 |
6,000.2 |
|
S4 |
5,376.0 |
5,475.5 |
5,932.4 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,461.7 |
7,193.3 |
6,303.7 |
|
R3 |
7,033.2 |
6,764.8 |
6,185.8 |
|
R2 |
6,604.7 |
6,604.7 |
6,146.6 |
|
R1 |
6,336.3 |
6,336.3 |
6,107.3 |
6,256.3 |
PP |
6,176.2 |
6,176.2 |
6,176.2 |
6,136.1 |
S1 |
5,907.8 |
5,907.8 |
6,028.7 |
5,827.8 |
S2 |
5,747.7 |
5,747.7 |
5,989.4 |
|
S3 |
5,319.2 |
5,479.3 |
5,950.2 |
|
S4 |
4,890.7 |
5,050.8 |
5,832.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,444.5 |
6,016.0 |
428.5 |
7.1% |
142.2 |
2.3% |
12% |
False |
True |
2,593 |
10 |
6,450.5 |
6,016.0 |
434.5 |
7.2% |
126.7 |
2.1% |
12% |
False |
True |
2,680 |
20 |
6,602.0 |
6,016.0 |
586.0 |
9.7% |
132.6 |
2.2% |
9% |
False |
True |
1,511 |
40 |
6,956.0 |
6,016.0 |
940.0 |
15.5% |
138.4 |
2.3% |
6% |
False |
True |
876 |
60 |
7,217.5 |
6,016.0 |
1,201.5 |
19.8% |
127.3 |
2.1% |
4% |
False |
True |
1,290 |
80 |
7,217.5 |
6,016.0 |
1,201.5 |
19.8% |
114.3 |
1.9% |
4% |
False |
True |
987 |
100 |
7,217.5 |
6,016.0 |
1,201.5 |
19.8% |
103.6 |
1.7% |
4% |
False |
True |
796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,310.1 |
2.618 |
6,907.8 |
1.618 |
6,661.3 |
1.000 |
6,509.0 |
0.618 |
6,414.8 |
HIGH |
6,262.5 |
0.618 |
6,168.3 |
0.500 |
6,139.3 |
0.382 |
6,110.2 |
LOW |
6,016.0 |
0.618 |
5,863.7 |
1.000 |
5,769.5 |
1.618 |
5,617.2 |
2.618 |
5,370.7 |
4.250 |
4,968.4 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
6,139.3 |
6,208.0 |
PP |
6,115.5 |
6,161.3 |
S1 |
6,091.8 |
6,114.7 |
|