Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,266.00 |
1,278.75 |
12.75 |
1.0% |
1,312.25 |
High |
1,280.00 |
1,309.25 |
29.25 |
2.3% |
1,327.75 |
Low |
1,260.75 |
1,276.50 |
15.75 |
1.2% |
1,267.00 |
Close |
1,278.50 |
1,309.00 |
30.50 |
2.4% |
1,267.25 |
Range |
19.25 |
32.75 |
13.50 |
70.1% |
60.75 |
ATR |
21.05 |
21.89 |
0.84 |
4.0% |
0.00 |
Volume |
108,815 |
238,590 |
129,775 |
119.3% |
47,479 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.50 |
1,385.50 |
1,327.00 |
|
R3 |
1,363.75 |
1,352.75 |
1,318.00 |
|
R2 |
1,331.00 |
1,331.00 |
1,315.00 |
|
R1 |
1,320.00 |
1,320.00 |
1,312.00 |
1,325.50 |
PP |
1,298.25 |
1,298.25 |
1,298.25 |
1,301.00 |
S1 |
1,287.25 |
1,287.25 |
1,306.00 |
1,292.75 |
S2 |
1,265.50 |
1,265.50 |
1,303.00 |
|
S3 |
1,232.75 |
1,254.50 |
1,300.00 |
|
S4 |
1,200.00 |
1,221.75 |
1,291.00 |
|
|
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 |
1,312.00 |
1,255.50 |
56.50 |
4.3% |
25.25 |
1.9% |
95% |
False |
False |
90,333 |
10 |
1,327.75 |
1,255.50 |
72.25 |
5.5% |
22.75 |
1.7% |
74% |
False |
False |
50,081 |
20 |
1,356.75 |
1,255.50 |
101.25 |
7.7% |
21.75 |
1.7% |
53% |
False |
False |
26,898 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.4% |
20.00 |
1.5% |
36% |
False |
False |
14,305 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
18.25 |
1.4% |
34% |
False |
False |
9,970 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
16.25 |
1.2% |
34% |
False |
False |
7,488 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
14.75 |
1.1% |
34% |
False |
False |
5,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.50 |
2.618 |
1,395.00 |
1.618 |
1,362.25 |
1.000 |
1,342.00 |
0.618 |
1,329.50 |
HIGH |
1,309.25 |
0.618 |
1,296.75 |
0.500 |
1,293.00 |
0.382 |
1,289.00 |
LOW |
1,276.50 |
0.618 |
1,256.25 |
1.000 |
1,243.75 |
1.618 |
1,223.50 |
2.618 |
1,190.75 |
4.250 |
1,137.25 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,303.50 |
1,300.00 |
PP |
1,298.25 |
1,291.25 |
S1 |
1,293.00 |
1,282.50 |
|