Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,626.3 |
1,624.4 |
-1.9 |
-0.1% |
1,580.0 |
High |
1,629.8 |
1,626.9 |
-2.9 |
-0.2% |
1,632.8 |
Low |
1,613.3 |
1,616.6 |
3.3 |
0.2% |
1,534.5 |
Close |
1,616.1 |
1,619.1 |
3.0 |
0.2% |
1,624.3 |
Range |
16.5 |
10.3 |
-6.2 |
-37.6% |
98.3 |
ATR |
28.6 |
27.3 |
-1.3 |
-4.4% |
0.0 |
Volume |
5,781 |
929 |
-4,852 |
-83.9% |
12,041 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.8 |
1,645.7 |
1,624.8 |
|
R3 |
1,641.5 |
1,635.4 |
1,621.9 |
|
R2 |
1,631.2 |
1,631.2 |
1,621.0 |
|
R1 |
1,625.1 |
1,625.1 |
1,620.0 |
1,623.0 |
PP |
1,620.9 |
1,620.9 |
1,620.9 |
1,619.8 |
S1 |
1,614.8 |
1,614.8 |
1,618.2 |
1,612.7 |
S2 |
1,610.6 |
1,610.6 |
1,617.2 |
|
S3 |
1,600.3 |
1,604.5 |
1,616.3 |
|
S4 |
1,590.0 |
1,594.2 |
1,613.4 |
|
|
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% |
34.0 |
2.1% |
86% |
False |
False |
3,386 |
10 |
1,632.8 |
1,534.5 |
98.3 |
6.1% |
31.1 |
1.9% |
86% |
False |
False |
2,499 |
20 |
1,643.3 |
1,534.3 |
109.0 |
6.7% |
27.5 |
1.7% |
78% |
False |
False |
2,092 |
40 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
21.8 |
1.3% |
56% |
False |
False |
1,611 |
60 |
1,716.5 |
1,534.3 |
182.2 |
11.3% |
21.1 |
1.3% |
47% |
False |
False |
1,239 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
20.0 |
1.2% |
32% |
False |
False |
1,100 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.7 |
1.2% |
32% |
False |
False |
953 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
18.6 |
1.1% |
32% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.7 |
2.618 |
1,653.9 |
1.618 |
1,643.6 |
1.000 |
1,637.2 |
0.618 |
1,633.3 |
HIGH |
1,626.9 |
0.618 |
1,623.0 |
0.500 |
1,621.8 |
0.382 |
1,620.5 |
LOW |
1,616.6 |
0.618 |
1,610.2 |
1.000 |
1,606.3 |
1.618 |
1,599.9 |
2.618 |
1,589.6 |
4.250 |
1,572.8 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,621.8 |
1,609.6 |
PP |
1,620.9 |
1,600.1 |
S1 |
1,620.0 |
1,590.6 |
|