Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,624.4 |
1,621.8 |
-2.6 |
-0.2% |
1,580.0 |
High |
1,626.9 |
1,644.0 |
17.1 |
1.1% |
1,632.8 |
Low |
1,616.6 |
1,619.8 |
3.2 |
0.2% |
1,534.5 |
Close |
1,619.1 |
1,636.4 |
17.3 |
1.1% |
1,624.3 |
Range |
10.3 |
24.2 |
13.9 |
135.0% |
98.3 |
ATR |
27.3 |
27.1 |
-0.2 |
-0.6% |
0.0 |
Volume |
929 |
487 |
-442 |
-47.6% |
12,041 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.0 |
1,695.4 |
1,649.7 |
|
R3 |
1,681.8 |
1,671.2 |
1,643.1 |
|
R2 |
1,657.6 |
1,657.6 |
1,640.8 |
|
R1 |
1,647.0 |
1,647.0 |
1,638.6 |
1,652.3 |
PP |
1,633.4 |
1,633.4 |
1,633.4 |
1,636.1 |
S1 |
1,622.8 |
1,622.8 |
1,634.2 |
1,628.1 |
S2 |
1,609.2 |
1,609.2 |
1,632.0 |
|
S3 |
1,585.0 |
1,598.6 |
1,629.7 |
|
S4 |
1,560.8 |
1,574.4 |
1,623.1 |
|
|
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 |
1,644.0 |
1,548.3 |
95.7 |
5.8% |
31.1 |
1.9% |
92% |
True |
False |
2,850 |
10 |
1,644.0 |
1,534.5 |
109.5 |
6.7% |
30.6 |
1.9% |
93% |
True |
False |
2,462 |
20 |
1,644.0 |
1,534.3 |
109.7 |
6.7% |
26.6 |
1.6% |
93% |
True |
False |
2,083 |
40 |
1,685.3 |
1,534.3 |
151.0 |
9.2% |
21.7 |
1.3% |
68% |
False |
False |
1,572 |
60 |
1,703.6 |
1,534.3 |
169.3 |
10.3% |
21.3 |
1.3% |
60% |
False |
False |
1,239 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.2% |
20.1 |
1.2% |
38% |
False |
False |
1,105 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.2% |
18.7 |
1.1% |
38% |
False |
False |
951 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.2% |
18.5 |
1.1% |
38% |
False |
False |
870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.9 |
2.618 |
1,707.4 |
1.618 |
1,683.2 |
1.000 |
1,668.2 |
0.618 |
1,659.0 |
HIGH |
1,644.0 |
0.618 |
1,634.8 |
0.500 |
1,631.9 |
0.382 |
1,629.0 |
LOW |
1,619.8 |
0.618 |
1,604.8 |
1.000 |
1,595.6 |
1.618 |
1,580.6 |
2.618 |
1,556.4 |
4.250 |
1,517.0 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,634.9 |
1,633.8 |
PP |
1,633.4 |
1,631.2 |
S1 |
1,631.9 |
1,628.7 |
|