Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,308.75 |
1,309.50 |
0.75 |
0.1% |
1,267.25 |
High |
1,323.00 |
1,323.00 |
0.00 |
0.0% |
1,323.00 |
Low |
1,305.25 |
1,298.75 |
-6.50 |
-0.5% |
1,255.50 |
Close |
1,310.00 |
1,322.00 |
12.00 |
0.9% |
1,322.00 |
Range |
17.75 |
24.25 |
6.50 |
36.6% |
67.50 |
ATR |
21.59 |
21.78 |
0.19 |
0.9% |
0.00 |
Volume |
989,978 |
1,933,113 |
943,135 |
95.3% |
3,344,985 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.25 |
1,379.00 |
1,335.25 |
|
R3 |
1,363.00 |
1,354.75 |
1,328.75 |
|
R2 |
1,338.75 |
1,338.75 |
1,326.50 |
|
R1 |
1,330.50 |
1,330.50 |
1,324.25 |
1,334.50 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,316.75 |
S1 |
1,306.25 |
1,306.25 |
1,319.75 |
1,310.50 |
S2 |
1,290.25 |
1,290.25 |
1,317.50 |
|
S3 |
1,266.00 |
1,282.00 |
1,315.25 |
|
S4 |
1,241.75 |
1,257.75 |
1,308.75 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.75 |
1,479.75 |
1,359.00 |
|
R3 |
1,435.25 |
1,412.25 |
1,340.50 |
|
R2 |
1,367.75 |
1,367.75 |
1,334.50 |
|
R1 |
1,344.75 |
1,344.75 |
1,328.25 |
1,356.25 |
PP |
1,300.25 |
1,300.25 |
1,300.25 |
1,306.00 |
S1 |
1,277.25 |
1,277.25 |
1,315.75 |
1,288.75 |
S2 |
1,232.75 |
1,232.75 |
1,309.50 |
|
S3 |
1,165.25 |
1,209.75 |
1,303.50 |
|
S4 |
1,097.75 |
1,142.25 |
1,285.00 |
|
|
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 |
5.1% |
22.75 |
1.7% |
99% |
True |
False |
668,997 |
10 |
1,327.75 |
1,255.50 |
72.25 |
5.5% |
22.75 |
1.7% |
92% |
False |
False |
340,070 |
20 |
1,356.50 |
1,255.50 |
101.00 |
7.6% |
22.00 |
1.7% |
66% |
False |
False |
172,711 |
40 |
1,405.00 |
1,255.50 |
149.50 |
11.3% |
20.25 |
1.5% |
44% |
False |
False |
87,296 |
60 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
18.50 |
1.4% |
42% |
False |
False |
58,679 |
80 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
16.50 |
1.2% |
42% |
False |
False |
44,026 |
100 |
1,413.50 |
1,255.50 |
158.00 |
12.0% |
15.00 |
1.1% |
42% |
False |
False |
35,226 |
120 |
1,413.50 |
1,188.50 |
225.00 |
17.0% |
13.00 |
1.0% |
59% |
False |
False |
29,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.00 |
2.618 |
1,386.50 |
1.618 |
1,362.25 |
1.000 |
1,347.25 |
0.618 |
1,338.00 |
HIGH |
1,323.00 |
0.618 |
1,313.75 |
0.500 |
1,311.00 |
0.382 |
1,308.00 |
LOW |
1,298.75 |
0.618 |
1,283.75 |
1.000 |
1,274.50 |
1.618 |
1,259.50 |
2.618 |
1,235.25 |
4.250 |
1,195.75 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,318.25 |
1,314.50 |
PP |
1,314.50 |
1,307.25 |
S1 |
1,311.00 |
1,299.75 |
|