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 |
1,566.3 |
1,631.9 |
65.6 |
4.2% |
1,581.3 |
High |
1,635.6 |
1,633.8 |
-1.8 |
-0.1% |
1,635.6 |
Low |
1,551.0 |
1,615.1 |
64.1 |
4.1% |
1,537.3 |
Close |
1,626.6 |
1,618.4 |
-8.2 |
-0.5% |
1,626.6 |
Range |
84.6 |
18.7 |
-65.9 |
-77.9% |
98.3 |
ATR |
30.8 |
29.9 |
-0.9 |
-2.8% |
0.0 |
Volume |
4,975 |
4,932 |
-43 |
-0.9% |
41,389 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.5 |
1,667.2 |
1,628.7 |
|
R3 |
1,659.8 |
1,648.5 |
1,623.5 |
|
R2 |
1,641.1 |
1,641.1 |
1,621.8 |
|
R1 |
1,629.8 |
1,629.8 |
1,620.1 |
1,626.1 |
PP |
1,622.4 |
1,622.4 |
1,622.4 |
1,620.6 |
S1 |
1,611.1 |
1,611.1 |
1,616.7 |
1,607.4 |
S2 |
1,603.7 |
1,603.7 |
1,615.0 |
|
S3 |
1,585.0 |
1,592.4 |
1,613.3 |
|
S4 |
1,566.3 |
1,573.7 |
1,608.1 |
|
|
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 |
6.1% |
39.7 |
2.5% |
83% |
False |
False |
9,264 |
10 |
1,635.6 |
1,537.3 |
98.3 |
6.1% |
32.5 |
2.0% |
83% |
False |
False |
8,554 |
20 |
1,649.2 |
1,535.4 |
113.8 |
7.0% |
28.9 |
1.8% |
73% |
False |
False |
6,582 |
40 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
23.4 |
1.4% |
55% |
False |
False |
4,807 |
60 |
1,725.2 |
1,535.4 |
189.8 |
11.7% |
24.0 |
1.5% |
44% |
False |
False |
4,008 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.5 |
1.5% |
31% |
False |
False |
3,506 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.4 |
1.5% |
31% |
False |
False |
3,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.3 |
2.618 |
1,682.8 |
1.618 |
1,664.1 |
1.000 |
1,652.5 |
0.618 |
1,645.4 |
HIGH |
1,633.8 |
0.618 |
1,626.7 |
0.500 |
1,624.5 |
0.382 |
1,622.2 |
LOW |
1,615.1 |
0.618 |
1,603.5 |
1.000 |
1,596.4 |
1.618 |
1,584.8 |
2.618 |
1,566.1 |
4.250 |
1,535.6 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,624.5 |
1,610.0 |
PP |
1,622.4 |
1,601.7 |
S1 |
1,620.4 |
1,593.3 |
|