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 |
1,625.2 |
1,622.7 |
-2.5 |
-0.2% |
1,581.3 |
High |
1,628.6 |
1,646.4 |
17.8 |
1.1% |
1,635.6 |
Low |
1,619.0 |
1,619.9 |
0.9 |
0.1% |
1,537.3 |
Close |
1,621.4 |
1,638.6 |
17.2 |
1.1% |
1,626.6 |
Range |
9.6 |
26.5 |
16.9 |
176.0% |
98.3 |
ATR |
28.5 |
28.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,073 |
1,312 |
-761 |
-36.7% |
41,389 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.5 |
1,703.0 |
1,653.2 |
|
R3 |
1,688.0 |
1,676.5 |
1,645.9 |
|
R2 |
1,661.5 |
1,661.5 |
1,643.5 |
|
R1 |
1,650.0 |
1,650.0 |
1,641.0 |
1,655.8 |
PP |
1,635.0 |
1,635.0 |
1,635.0 |
1,637.8 |
S1 |
1,623.5 |
1,623.5 |
1,636.2 |
1,629.3 |
S2 |
1,608.5 |
1,608.5 |
1,633.7 |
|
S3 |
1,582.0 |
1,597.0 |
1,631.3 |
|
S4 |
1,555.5 |
1,570.5 |
1,624.0 |
|
|
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 |
1,646.4 |
1,551.0 |
95.4 |
5.8% |
32.0 |
2.0% |
92% |
True |
False |
4,324 |
10 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
31.6 |
1.9% |
93% |
True |
False |
8,031 |
20 |
1,646.4 |
1,535.4 |
111.0 |
6.8% |
28.1 |
1.7% |
93% |
True |
False |
6,553 |
40 |
1,687.4 |
1,535.4 |
152.0 |
9.3% |
23.2 |
1.4% |
68% |
False |
False |
4,764 |
60 |
1,716.4 |
1,535.4 |
181.0 |
11.0% |
23.7 |
1.4% |
57% |
False |
False |
3,999 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.2% |
24.3 |
1.5% |
39% |
False |
False |
3,501 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.2% |
24.5 |
1.5% |
39% |
False |
False |
3,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.0 |
2.618 |
1,715.8 |
1.618 |
1,689.3 |
1.000 |
1,672.9 |
0.618 |
1,662.8 |
HIGH |
1,646.4 |
0.618 |
1,636.3 |
0.500 |
1,633.2 |
0.382 |
1,630.0 |
LOW |
1,619.9 |
0.618 |
1,603.5 |
1.000 |
1,593.4 |
1.618 |
1,577.0 |
2.618 |
1,550.5 |
4.250 |
1,507.3 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,636.8 |
1,636.0 |
PP |
1,635.0 |
1,633.4 |
S1 |
1,633.2 |
1,630.8 |
|