Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,300.25 |
1,267.25 |
-33.00 |
-2.5% |
1,312.25 |
High |
1,301.00 |
1,274.75 |
-26.25 |
-2.0% |
1,327.75 |
Low |
1,267.00 |
1,255.50 |
-11.50 |
-0.9% |
1,267.00 |
Close |
1,267.25 |
1,266.25 |
-1.00 |
-0.1% |
1,267.25 |
Range |
34.00 |
19.25 |
-14.75 |
-43.4% |
60.75 |
ATR |
21.34 |
21.19 |
-0.15 |
-0.7% |
0.00 |
Volume |
21,826 |
74,489 |
52,663 |
241.3% |
47,479 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.25 |
1,314.00 |
1,276.75 |
|
R3 |
1,304.00 |
1,294.75 |
1,271.50 |
|
R2 |
1,284.75 |
1,284.75 |
1,269.75 |
|
R1 |
1,275.50 |
1,275.50 |
1,268.00 |
1,270.50 |
PP |
1,265.50 |
1,265.50 |
1,265.50 |
1,263.00 |
S1 |
1,256.25 |
1,256.25 |
1,264.50 |
1,251.25 |
S2 |
1,246.25 |
1,246.25 |
1,262.75 |
|
S3 |
1,227.00 |
1,237.00 |
1,261.00 |
|
S4 |
1,207.75 |
1,217.75 |
1,255.75 |
|
|
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 |
1,255.50 |
72.25 |
5.7% |
23.25 |
1.8% |
15% |
False |
True |
24,393 |
10 |
1,327.75 |
1,255.50 |
72.25 |
5.7% |
22.25 |
1.8% |
15% |
False |
True |
16,541 |
20 |
1,363.50 |
1,255.50 |
108.00 |
8.5% |
21.75 |
1.7% |
10% |
False |
True |
9,671 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.8% |
19.50 |
1.5% |
7% |
False |
True |
5,651 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.5% |
17.75 |
1.4% |
7% |
False |
True |
4,187 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.5% |
16.00 |
1.3% |
7% |
False |
True |
3,147 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.5% |
14.25 |
1.1% |
7% |
False |
True |
2,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.50 |
2.618 |
1,325.25 |
1.618 |
1,306.00 |
1.000 |
1,294.00 |
0.618 |
1,286.75 |
HIGH |
1,274.75 |
0.618 |
1,267.50 |
0.500 |
1,265.00 |
0.382 |
1,262.75 |
LOW |
1,255.50 |
0.618 |
1,243.50 |
1.000 |
1,236.25 |
1.618 |
1,224.25 |
2.618 |
1,205.00 |
4.250 |
1,173.75 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,266.00 |
1,283.75 |
PP |
1,265.50 |
1,278.00 |
S1 |
1,265.00 |
1,272.00 |
|