| 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 |
2,111.0 |
2,110.0 |
-1.0 |
0.0% |
2,156.0 |
| High |
2,132.0 |
2,117.0 |
-15.0 |
-0.7% |
2,168.0 |
| Low |
2,092.0 |
2,029.0 |
-63.0 |
-3.0% |
2,029.0 |
| Close |
2,117.0 |
2,056.0 |
-61.0 |
-2.9% |
2,056.0 |
| Range |
40.0 |
88.0 |
48.0 |
120.0% |
139.0 |
| ATR |
54.2 |
56.6 |
2.4 |
4.5% |
0.0 |
| Volume |
1,532,928 |
2,262,717 |
729,789 |
47.6% |
6,756,419 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.3 |
2,281.7 |
2,104.4 |
|
| R3 |
2,243.3 |
2,193.7 |
2,080.2 |
|
| R2 |
2,155.3 |
2,155.3 |
2,072.1 |
|
| R1 |
2,105.7 |
2,105.7 |
2,064.1 |
2,086.5 |
| PP |
2,067.3 |
2,067.3 |
2,067.3 |
2,057.8 |
| S1 |
2,017.7 |
2,017.7 |
2,047.9 |
1,998.5 |
| S2 |
1,979.3 |
1,979.3 |
2,039.9 |
|
| S3 |
1,891.3 |
1,929.7 |
2,031.8 |
|
| S4 |
1,803.3 |
1,841.7 |
2,007.6 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.3 |
2,417.7 |
2,132.5 |
|
| R3 |
2,362.3 |
2,278.7 |
2,094.2 |
|
| R2 |
2,223.3 |
2,223.3 |
2,081.5 |
|
| R1 |
2,139.7 |
2,139.7 |
2,068.7 |
2,112.0 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,070.5 |
| S1 |
2,000.7 |
2,000.7 |
2,043.3 |
1,973.0 |
| S2 |
1,945.3 |
1,945.3 |
2,030.5 |
|
| S3 |
1,806.3 |
1,861.7 |
2,017.8 |
|
| S4 |
1,667.3 |
1,722.7 |
1,979.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,175.0 |
2,029.0 |
146.0 |
7.1% |
53.6 |
2.6% |
18% |
False |
True |
1,586,407 |
| 10 |
2,188.0 |
2,029.0 |
159.0 |
7.7% |
52.2 |
2.5% |
17% |
False |
True |
1,510,984 |
| 20 |
2,259.0 |
2,029.0 |
230.0 |
11.2% |
56.9 |
2.8% |
12% |
False |
True |
1,482,652 |
| 40 |
2,442.0 |
2,029.0 |
413.0 |
20.1% |
58.9 |
2.9% |
7% |
False |
True |
1,425,724 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
25.3% |
54.3 |
2.6% |
5% |
False |
True |
1,254,268 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
25.3% |
49.0 |
2.4% |
5% |
False |
True |
945,598 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
25.3% |
47.1 |
2.3% |
5% |
False |
True |
756,616 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
25.3% |
47.1 |
2.3% |
5% |
False |
True |
631,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.0 |
|
2.618 |
2,347.4 |
|
1.618 |
2,259.4 |
|
1.000 |
2,205.0 |
|
0.618 |
2,171.4 |
|
HIGH |
2,117.0 |
|
0.618 |
2,083.4 |
|
0.500 |
2,073.0 |
|
0.382 |
2,062.6 |
|
LOW |
2,029.0 |
|
0.618 |
1,974.6 |
|
1.000 |
1,941.0 |
|
1.618 |
1,886.6 |
|
2.618 |
1,798.6 |
|
4.250 |
1,655.0 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.0 |
2,095.5 |
| PP |
2,067.3 |
2,082.3 |
| S1 |
2,061.7 |
2,069.2 |
|