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 |
1,302.50 |
1,300.25 |
-2.25 |
-0.2% |
1,312.25 |
High |
1,312.00 |
1,301.00 |
-11.00 |
-0.8% |
1,327.75 |
Low |
1,291.00 |
1,267.00 |
-24.00 |
-1.9% |
1,267.00 |
Close |
1,302.50 |
1,267.25 |
-35.25 |
-2.7% |
1,267.25 |
Range |
21.00 |
34.00 |
13.00 |
61.9% |
60.75 |
ATR |
20.25 |
21.34 |
1.09 |
5.4% |
0.00 |
Volume |
7,947 |
21,826 |
13,879 |
174.6% |
47,479 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.50 |
1,357.75 |
1,286.00 |
|
R3 |
1,346.50 |
1,323.75 |
1,276.50 |
|
R2 |
1,312.50 |
1,312.50 |
1,273.50 |
|
R1 |
1,289.75 |
1,289.75 |
1,270.25 |
1,284.00 |
PP |
1,278.50 |
1,278.50 |
1,278.50 |
1,275.50 |
S1 |
1,255.75 |
1,255.75 |
1,264.25 |
1,250.00 |
S2 |
1,244.50 |
1,244.50 |
1,261.00 |
|
S3 |
1,210.50 |
1,221.75 |
1,258.00 |
|
S4 |
1,176.50 |
1,187.75 |
1,248.50 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.50 |
1,429.25 |
1,300.75 |
|
R3 |
1,408.75 |
1,368.50 |
1,284.00 |
|
R2 |
1,348.00 |
1,348.00 |
1,278.50 |
|
R1 |
1,307.75 |
1,307.75 |
1,272.75 |
1,297.50 |
PP |
1,287.25 |
1,287.25 |
1,287.25 |
1,282.25 |
S1 |
1,247.00 |
1,247.00 |
1,261.75 |
1,236.75 |
S2 |
1,226.50 |
1,226.50 |
1,256.00 |
|
S3 |
1,165.75 |
1,186.25 |
1,250.50 |
|
S4 |
1,105.00 |
1,125.50 |
1,233.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.75 |
1,267.00 |
60.75 |
4.8% |
23.00 |
1.8% |
0% |
False |
True |
11,144 |
10 |
1,327.75 |
1,267.00 |
60.75 |
4.8% |
22.50 |
1.8% |
0% |
False |
True |
9,744 |
20 |
1,385.00 |
1,267.00 |
118.00 |
9.3% |
22.25 |
1.7% |
0% |
False |
True |
6,085 |
40 |
1,405.00 |
1,267.00 |
138.00 |
10.9% |
19.75 |
1.6% |
0% |
False |
True |
3,820 |
60 |
1,413.50 |
1,267.00 |
146.50 |
11.6% |
17.75 |
1.4% |
0% |
False |
True |
2,946 |
80 |
1,413.50 |
1,267.00 |
146.50 |
11.6% |
15.75 |
1.2% |
0% |
False |
True |
2,216 |
100 |
1,413.50 |
1,265.00 |
148.50 |
11.7% |
14.25 |
1.1% |
2% |
False |
False |
1,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.50 |
2.618 |
1,390.00 |
1.618 |
1,356.00 |
1.000 |
1,335.00 |
0.618 |
1,322.00 |
HIGH |
1,301.00 |
0.618 |
1,288.00 |
0.500 |
1,284.00 |
0.382 |
1,280.00 |
LOW |
1,267.00 |
0.618 |
1,246.00 |
1.000 |
1,233.00 |
1.618 |
1,212.00 |
2.618 |
1,178.00 |
4.250 |
1,122.50 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,284.00 |
1,297.50 |
PP |
1,278.50 |
1,287.25 |
S1 |
1,272.75 |
1,277.25 |
|