Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.7 |
1,627.7 |
5.0 |
0.3% |
1,581.3 |
High |
1,646.4 |
1,632.7 |
-13.7 |
-0.8% |
1,635.6 |
Low |
1,619.9 |
1,584.7 |
-35.2 |
-2.2% |
1,537.3 |
Close |
1,638.6 |
1,592.3 |
-46.3 |
-2.8% |
1,626.6 |
Range |
26.5 |
48.0 |
21.5 |
81.1% |
98.3 |
ATR |
28.4 |
30.2 |
1.8 |
6.4% |
0.0 |
Volume |
1,312 |
3,817 |
2,505 |
190.9% |
41,389 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.2 |
1,717.8 |
1,618.7 |
|
R3 |
1,699.2 |
1,669.8 |
1,605.5 |
|
R2 |
1,651.2 |
1,651.2 |
1,601.1 |
|
R1 |
1,621.8 |
1,621.8 |
1,596.7 |
1,612.5 |
PP |
1,603.2 |
1,603.2 |
1,603.2 |
1,598.6 |
S1 |
1,573.8 |
1,573.8 |
1,587.9 |
1,564.5 |
S2 |
1,555.2 |
1,555.2 |
1,583.5 |
|
S3 |
1,507.2 |
1,525.8 |
1,579.1 |
|
S4 |
1,459.2 |
1,477.8 |
1,565.9 |
|
|
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 |
6.0% |
37.5 |
2.4% |
43% |
False |
False |
3,421 |
10 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
33.0 |
2.1% |
50% |
False |
False |
7,878 |
20 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
29.2 |
1.8% |
51% |
False |
False |
6,557 |
40 |
1,687.4 |
1,535.4 |
152.0 |
9.5% |
24.2 |
1.5% |
37% |
False |
False |
4,751 |
60 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
23.8 |
1.5% |
34% |
False |
False |
3,989 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.7 |
1.6% |
21% |
False |
False |
3,519 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.7 |
1.6% |
21% |
False |
False |
3,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.7 |
2.618 |
1,758.4 |
1.618 |
1,710.4 |
1.000 |
1,680.7 |
0.618 |
1,662.4 |
HIGH |
1,632.7 |
0.618 |
1,614.4 |
0.500 |
1,608.7 |
0.382 |
1,603.0 |
LOW |
1,584.7 |
0.618 |
1,555.0 |
1.000 |
1,536.7 |
1.618 |
1,507.0 |
2.618 |
1,459.0 |
4.250 |
1,380.7 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1,608.7 |
1,615.6 |
PP |
1,603.2 |
1,607.8 |
S1 |
1,597.8 |
1,600.1 |
|