Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,560.2 |
1,626.3 |
66.1 |
4.2% |
1,580.0 |
High |
1,632.8 |
1,629.8 |
-3.0 |
-0.2% |
1,632.8 |
Low |
1,548.3 |
1,613.3 |
65.0 |
4.2% |
1,534.5 |
Close |
1,624.3 |
1,616.1 |
-8.2 |
-0.5% |
1,624.3 |
Range |
84.5 |
16.5 |
-68.0 |
-80.5% |
98.3 |
ATR |
29.5 |
28.6 |
-0.9 |
-3.1% |
0.0 |
Volume |
2,229 |
5,781 |
3,552 |
159.4% |
12,041 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.2 |
1,659.2 |
1,625.2 |
|
R3 |
1,652.7 |
1,642.7 |
1,620.6 |
|
R2 |
1,636.2 |
1,636.2 |
1,619.1 |
|
R1 |
1,626.2 |
1,626.2 |
1,617.6 |
1,623.0 |
PP |
1,619.7 |
1,619.7 |
1,619.7 |
1,618.1 |
S1 |
1,609.7 |
1,609.7 |
1,614.6 |
1,606.5 |
S2 |
1,603.2 |
1,603.2 |
1,613.1 |
|
S3 |
1,586.7 |
1,593.2 |
1,611.6 |
|
S4 |
1,570.2 |
1,576.7 |
1,607.0 |
|
|
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% |
39.1 |
2.4% |
83% |
False |
False |
3,564 |
10 |
1,632.8 |
1,534.5 |
98.3 |
6.1% |
31.5 |
1.9% |
83% |
False |
False |
2,581 |
20 |
1,645.0 |
1,534.3 |
110.7 |
6.8% |
27.4 |
1.7% |
74% |
False |
False |
2,065 |
40 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
21.8 |
1.3% |
54% |
False |
False |
1,599 |
60 |
1,719.4 |
1,534.3 |
185.1 |
11.5% |
21.4 |
1.3% |
44% |
False |
False |
1,242 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
19.9 |
1.2% |
31% |
False |
False |
1,090 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.7 |
1.2% |
31% |
False |
False |
951 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.9 |
1.2% |
31% |
False |
False |
859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.9 |
2.618 |
1,673.0 |
1.618 |
1,656.5 |
1.000 |
1,646.3 |
0.618 |
1,640.0 |
HIGH |
1,629.8 |
0.618 |
1,623.5 |
0.500 |
1,621.6 |
0.382 |
1,619.6 |
LOW |
1,613.3 |
0.618 |
1,603.1 |
1.000 |
1,596.8 |
1.618 |
1,586.6 |
2.618 |
1,570.1 |
4.250 |
1,543.2 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,621.6 |
1,607.6 |
PP |
1,619.7 |
1,599.1 |
S1 |
1,617.9 |
1,590.6 |
|