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 |
1,568.5 |
1,566.3 |
-2.2 |
-0.1% |
1,581.3 |
High |
1,578.5 |
1,635.6 |
57.1 |
3.6% |
1,635.6 |
Low |
1,557.8 |
1,551.0 |
-6.8 |
-0.4% |
1,537.3 |
Close |
1,568.7 |
1,626.6 |
57.9 |
3.7% |
1,626.6 |
Range |
20.7 |
84.6 |
63.9 |
308.7% |
98.3 |
ATR |
26.6 |
30.8 |
4.1 |
15.6% |
0.0 |
Volume |
8,328 |
4,975 |
-3,353 |
-40.3% |
41,389 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.2 |
1,827.0 |
1,673.1 |
|
R3 |
1,773.6 |
1,742.4 |
1,649.9 |
|
R2 |
1,689.0 |
1,689.0 |
1,642.1 |
|
R1 |
1,657.8 |
1,657.8 |
1,634.4 |
1,673.4 |
PP |
1,604.4 |
1,604.4 |
1,604.4 |
1,612.2 |
S1 |
1,573.2 |
1,573.2 |
1,618.8 |
1,588.8 |
S2 |
1,519.8 |
1,519.8 |
1,611.1 |
|
S3 |
1,435.2 |
1,488.6 |
1,603.3 |
|
S4 |
1,350.6 |
1,404.0 |
1,580.1 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.7 |
1,859.0 |
1,680.7 |
|
R3 |
1,796.4 |
1,760.7 |
1,653.6 |
|
R2 |
1,698.1 |
1,698.1 |
1,644.6 |
|
R1 |
1,662.4 |
1,662.4 |
1,635.6 |
1,680.3 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,608.8 |
S1 |
1,564.1 |
1,564.1 |
1,617.6 |
1,582.0 |
S2 |
1,501.5 |
1,501.5 |
1,608.6 |
|
S3 |
1,403.2 |
1,465.8 |
1,599.6 |
|
S4 |
1,304.9 |
1,367.5 |
1,572.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,635.6 |
1,537.3 |
98.3 |
6.0% |
40.3 |
2.5% |
91% |
True |
False |
9,744 |
10 |
1,635.6 |
1,537.3 |
98.3 |
6.0% |
33.6 |
2.1% |
91% |
True |
False |
8,420 |
20 |
1,652.7 |
1,535.4 |
117.3 |
7.2% |
28.9 |
1.8% |
78% |
False |
False |
6,702 |
40 |
1,687.4 |
1,535.4 |
152.0 |
9.3% |
23.2 |
1.4% |
60% |
False |
False |
4,774 |
60 |
1,725.2 |
1,535.4 |
189.8 |
11.7% |
24.0 |
1.5% |
48% |
False |
False |
3,948 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.6 |
1.5% |
34% |
False |
False |
3,460 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.5 |
1.5% |
34% |
False |
False |
3,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.2 |
2.618 |
1,857.1 |
1.618 |
1,772.5 |
1.000 |
1,720.2 |
0.618 |
1,687.9 |
HIGH |
1,635.6 |
0.618 |
1,603.3 |
0.500 |
1,593.3 |
0.382 |
1,583.3 |
LOW |
1,551.0 |
0.618 |
1,498.7 |
1.000 |
1,466.4 |
1.618 |
1,414.1 |
2.618 |
1,329.5 |
4.250 |
1,191.5 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.5 |
1,613.2 |
PP |
1,604.4 |
1,599.8 |
S1 |
1,593.3 |
1,586.5 |
|