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 |
131.71 |
129.41 |
-2.30 |
-1.7% |
133.16 |
High |
132.45 |
131.50 |
-0.95 |
-0.7% |
133.93 |
Low |
130.34 |
128.16 |
-2.18 |
-1.7% |
128.16 |
Close |
131.47 |
128.16 |
-3.31 |
-2.5% |
128.16 |
Range |
2.11 |
3.34 |
1.23 |
58.3% |
5.77 |
ATR |
1.84 |
1.94 |
0.11 |
5.8% |
0.00 |
Volume |
196,035,156 |
253,131,156 |
57,096,000 |
29.1% |
764,090,343 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.29 |
137.07 |
130.00 |
|
R3 |
135.95 |
133.73 |
129.08 |
|
R2 |
132.61 |
132.61 |
128.77 |
|
R1 |
130.39 |
130.39 |
128.47 |
129.83 |
PP |
129.27 |
129.27 |
129.27 |
129.00 |
S1 |
127.05 |
127.05 |
127.85 |
126.49 |
S2 |
125.93 |
125.93 |
127.55 |
|
S3 |
122.59 |
123.71 |
127.24 |
|
S4 |
119.25 |
120.37 |
126.32 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.39 |
143.55 |
131.33 |
|
R3 |
141.62 |
137.78 |
129.75 |
|
R2 |
135.85 |
135.85 |
129.22 |
|
R1 |
132.01 |
132.01 |
128.69 |
131.05 |
PP |
130.08 |
130.08 |
130.08 |
129.60 |
S1 |
126.24 |
126.24 |
127.63 |
125.28 |
S2 |
124.31 |
124.31 |
127.10 |
|
S3 |
118.54 |
120.47 |
126.57 |
|
S4 |
112.77 |
114.70 |
124.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.93 |
128.16 |
5.77 |
4.5% |
2.30 |
1.8% |
0% |
False |
True |
179,908,284 |
10 |
133.93 |
128.16 |
5.77 |
4.5% |
2.14 |
1.7% |
0% |
False |
True |
196,625,978 |
20 |
139.30 |
128.16 |
11.14 |
8.7% |
1.95 |
1.5% |
0% |
False |
True |
192,543,649 |
40 |
141.66 |
128.16 |
13.50 |
10.5% |
1.66 |
1.3% |
0% |
False |
True |
170,644,177 |
60 |
142.21 |
128.16 |
14.05 |
11.0% |
1.47 |
1.1% |
0% |
False |
True |
159,727,287 |
80 |
142.21 |
128.16 |
14.05 |
11.0% |
1.37 |
1.1% |
0% |
False |
True |
156,805,316 |
100 |
142.21 |
127.72 |
14.49 |
11.3% |
1.33 |
1.0% |
3% |
False |
False |
153,653,839 |
120 |
142.21 |
120.03 |
22.18 |
17.3% |
1.37 |
1.1% |
37% |
False |
False |
155,588,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.70 |
2.618 |
140.24 |
1.618 |
136.90 |
1.000 |
134.84 |
0.618 |
133.56 |
HIGH |
131.50 |
0.618 |
130.22 |
0.500 |
129.83 |
0.382 |
129.44 |
LOW |
128.16 |
0.618 |
126.10 |
1.000 |
124.82 |
1.618 |
122.76 |
2.618 |
119.42 |
4.250 |
113.97 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
129.83 |
130.93 |
PP |
129.27 |
130.00 |
S1 |
128.72 |
129.08 |
|