Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,267.25 |
1,266.00 |
-1.25 |
-0.1% |
1,312.25 |
High |
1,274.75 |
1,280.00 |
5.25 |
0.4% |
1,327.75 |
Low |
1,255.50 |
1,260.75 |
5.25 |
0.4% |
1,267.00 |
Close |
1,266.25 |
1,278.50 |
12.25 |
1.0% |
1,267.25 |
Range |
19.25 |
19.25 |
0.00 |
0.0% |
60.75 |
ATR |
21.19 |
21.05 |
-0.14 |
-0.7% |
0.00 |
Volume |
74,489 |
108,815 |
34,326 |
46.1% |
47,479 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.75 |
1,324.00 |
1,289.00 |
|
R3 |
1,311.50 |
1,304.75 |
1,283.75 |
|
R2 |
1,292.25 |
1,292.25 |
1,282.00 |
|
R1 |
1,285.50 |
1,285.50 |
1,280.25 |
1,289.00 |
PP |
1,273.00 |
1,273.00 |
1,273.00 |
1,274.75 |
S1 |
1,266.25 |
1,266.25 |
1,276.75 |
1,269.50 |
S2 |
1,253.75 |
1,253.75 |
1,275.00 |
|
S3 |
1,234.50 |
1,247.00 |
1,273.25 |
|
S4 |
1,215.25 |
1,227.75 |
1,268.00 |
|
|
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% |
24.00 |
1.9% |
32% |
False |
False |
45,294 |
10 |
1,327.75 |
1,255.50 |
72.25 |
5.7% |
21.50 |
1.7% |
32% |
False |
False |
26,744 |
20 |
1,360.50 |
1,255.50 |
105.00 |
8.2% |
21.25 |
1.7% |
22% |
False |
False |
15,028 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.7% |
19.75 |
1.6% |
15% |
False |
False |
8,360 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.4% |
18.00 |
1.4% |
15% |
False |
False |
5,995 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.4% |
16.00 |
1.2% |
15% |
False |
False |
4,507 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.4% |
14.50 |
1.1% |
15% |
False |
False |
3,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.75 |
2.618 |
1,330.50 |
1.618 |
1,311.25 |
1.000 |
1,299.25 |
0.618 |
1,292.00 |
HIGH |
1,280.00 |
0.618 |
1,272.75 |
0.500 |
1,270.50 |
0.382 |
1,268.00 |
LOW |
1,260.75 |
0.618 |
1,248.75 |
1.000 |
1,241.50 |
1.618 |
1,229.50 |
2.618 |
1,210.25 |
4.250 |
1,179.00 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,275.75 |
1,278.50 |
PP |
1,273.00 |
1,278.25 |
S1 |
1,270.50 |
1,278.25 |
|