Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,278.75 |
1,308.75 |
30.00 |
2.3% |
1,312.25 |
High |
1,309.25 |
1,323.00 |
13.75 |
1.1% |
1,327.75 |
Low |
1,276.50 |
1,305.25 |
28.75 |
2.3% |
1,267.00 |
Close |
1,309.00 |
1,310.00 |
1.00 |
0.1% |
1,267.25 |
Range |
32.75 |
17.75 |
-15.00 |
-45.8% |
60.75 |
ATR |
21.89 |
21.59 |
-0.30 |
-1.3% |
0.00 |
Volume |
238,590 |
989,978 |
751,388 |
314.9% |
47,479 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.00 |
1,355.75 |
1,319.75 |
|
R3 |
1,348.25 |
1,338.00 |
1,315.00 |
|
R2 |
1,330.50 |
1,330.50 |
1,313.25 |
|
R1 |
1,320.25 |
1,320.25 |
1,311.75 |
1,325.50 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,315.25 |
S1 |
1,302.50 |
1,302.50 |
1,308.25 |
1,307.50 |
S2 |
1,295.00 |
1,295.00 |
1,306.75 |
|
S3 |
1,277.25 |
1,284.75 |
1,305.00 |
|
S4 |
1,259.50 |
1,267.00 |
1,300.25 |
|
|
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 |
1,323.00 |
1,255.50 |
67.50 |
5.2% |
24.50 |
1.9% |
81% |
True |
False |
286,739 |
10 |
1,327.75 |
1,255.50 |
72.25 |
5.5% |
22.00 |
1.7% |
75% |
False |
False |
148,245 |
20 |
1,356.75 |
1,255.50 |
101.25 |
7.7% |
21.75 |
1.7% |
54% |
False |
False |
76,313 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.4% |
20.25 |
1.5% |
36% |
False |
False |
39,033 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
18.25 |
1.4% |
34% |
False |
False |
26,467 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
16.50 |
1.3% |
34% |
False |
False |
19,863 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.1% |
14.75 |
1.1% |
34% |
False |
False |
15,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.50 |
2.618 |
1,369.50 |
1.618 |
1,351.75 |
1.000 |
1,340.75 |
0.618 |
1,334.00 |
HIGH |
1,323.00 |
0.618 |
1,316.25 |
0.500 |
1,314.00 |
0.382 |
1,312.00 |
LOW |
1,305.25 |
0.618 |
1,294.25 |
1.000 |
1,287.50 |
1.618 |
1,276.50 |
2.618 |
1,258.75 |
4.250 |
1,229.75 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,314.00 |
1,304.00 |
PP |
1,312.75 |
1,298.00 |
S1 |
1,311.50 |
1,292.00 |
|