Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,568.1 |
1,560.2 |
-7.9 |
-0.5% |
1,580.0 |
High |
1,575.9 |
1,632.8 |
56.9 |
3.6% |
1,632.8 |
Low |
1,555.7 |
1,548.3 |
-7.4 |
-0.5% |
1,534.5 |
Close |
1,566.4 |
1,624.3 |
57.9 |
3.7% |
1,624.3 |
Range |
20.2 |
84.5 |
64.3 |
318.3% |
98.3 |
ATR |
25.3 |
29.5 |
4.2 |
16.7% |
0.0 |
Volume |
4,824 |
2,229 |
-2,595 |
-53.8% |
12,041 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.3 |
1,824.3 |
1,670.8 |
|
R3 |
1,770.8 |
1,739.8 |
1,647.5 |
|
R2 |
1,686.3 |
1,686.3 |
1,639.8 |
|
R1 |
1,655.3 |
1,655.3 |
1,632.0 |
1,670.8 |
PP |
1,601.8 |
1,601.8 |
1,601.8 |
1,609.6 |
S1 |
1,570.8 |
1,570.8 |
1,616.6 |
1,586.3 |
S2 |
1,517.3 |
1,517.3 |
1,608.8 |
|
S3 |
1,432.8 |
1,486.3 |
1,601.1 |
|
S4 |
1,348.3 |
1,401.8 |
1,577.8 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.1 |
1,856.5 |
1,678.4 |
|
R3 |
1,793.8 |
1,758.2 |
1,651.3 |
|
R2 |
1,695.5 |
1,695.5 |
1,642.3 |
|
R1 |
1,659.9 |
1,659.9 |
1,633.3 |
1,677.7 |
PP |
1,597.2 |
1,597.2 |
1,597.2 |
1,606.1 |
S1 |
1,561.6 |
1,561.6 |
1,615.3 |
1,579.4 |
S2 |
1,498.9 |
1,498.9 |
1,606.3 |
|
S3 |
1,400.6 |
1,463.3 |
1,597.3 |
|
S4 |
1,302.3 |
1,365.0 |
1,570.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.8 |
1,534.5 |
98.3 |
6.1% |
39.8 |
2.4% |
91% |
True |
False |
2,901 |
10 |
1,632.8 |
1,534.5 |
98.3 |
6.1% |
32.5 |
2.0% |
91% |
True |
False |
2,132 |
20 |
1,649.8 |
1,534.3 |
115.5 |
7.1% |
27.1 |
1.7% |
78% |
False |
False |
1,845 |
40 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
21.7 |
1.3% |
60% |
False |
False |
1,466 |
60 |
1,719.4 |
1,534.3 |
185.1 |
11.4% |
21.3 |
1.3% |
49% |
False |
False |
1,163 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
20.0 |
1.2% |
34% |
False |
False |
1,021 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
18.7 |
1.2% |
34% |
False |
False |
902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.9 |
2.618 |
1,854.0 |
1.618 |
1,769.5 |
1.000 |
1,717.3 |
0.618 |
1,685.0 |
HIGH |
1,632.8 |
0.618 |
1,600.5 |
0.500 |
1,590.6 |
0.382 |
1,580.6 |
LOW |
1,548.3 |
0.618 |
1,496.1 |
1.000 |
1,463.8 |
1.618 |
1,411.6 |
2.618 |
1,327.1 |
4.250 |
1,189.2 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,613.1 |
1,610.8 |
PP |
1,601.8 |
1,597.2 |
S1 |
1,590.6 |
1,583.7 |
|