| 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 |
2,110.0 |
2,038.0 |
-72.0 |
-3.4% |
2,156.0 |
| High |
2,117.0 |
2,094.0 |
-23.0 |
-1.1% |
2,168.0 |
| Low |
2,029.0 |
2,035.0 |
6.0 |
0.3% |
2,029.0 |
| Close |
2,056.0 |
2,076.0 |
20.0 |
1.0% |
2,056.0 |
| Range |
88.0 |
59.0 |
-29.0 |
-33.0% |
139.0 |
| ATR |
56.6 |
56.8 |
0.2 |
0.3% |
0.0 |
| Volume |
2,262,717 |
926,790 |
-1,335,927 |
-59.0% |
6,756,419 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.3 |
2,219.7 |
2,108.5 |
|
| R3 |
2,186.3 |
2,160.7 |
2,092.2 |
|
| R2 |
2,127.3 |
2,127.3 |
2,086.8 |
|
| R1 |
2,101.7 |
2,101.7 |
2,081.4 |
2,114.5 |
| PP |
2,068.3 |
2,068.3 |
2,068.3 |
2,074.8 |
| S1 |
2,042.7 |
2,042.7 |
2,070.6 |
2,055.5 |
| S2 |
2,009.3 |
2,009.3 |
2,065.2 |
|
| S3 |
1,950.3 |
1,983.7 |
2,059.8 |
|
| S4 |
1,891.3 |
1,924.7 |
2,043.6 |
|
|
| 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 |
2,168.0 |
2,029.0 |
139.0 |
6.7% |
56.6 |
2.7% |
34% |
False |
False |
1,536,641 |
| 10 |
2,188.0 |
2,029.0 |
159.0 |
7.7% |
51.2 |
2.5% |
30% |
False |
False |
1,417,022 |
| 20 |
2,254.0 |
2,029.0 |
225.0 |
10.8% |
57.0 |
2.7% |
21% |
False |
False |
1,459,053 |
| 40 |
2,382.0 |
2,029.0 |
353.0 |
17.0% |
58.5 |
2.8% |
13% |
False |
False |
1,422,930 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
25.1% |
53.6 |
2.6% |
9% |
False |
False |
1,268,326 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
25.1% |
49.4 |
2.4% |
9% |
False |
False |
957,179 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
25.1% |
47.2 |
2.3% |
9% |
False |
False |
765,883 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
25.1% |
46.9 |
2.3% |
9% |
False |
False |
639,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.8 |
|
2.618 |
2,248.5 |
|
1.618 |
2,189.5 |
|
1.000 |
2,153.0 |
|
0.618 |
2,130.5 |
|
HIGH |
2,094.0 |
|
0.618 |
2,071.5 |
|
0.500 |
2,064.5 |
|
0.382 |
2,057.5 |
|
LOW |
2,035.0 |
|
0.618 |
1,998.5 |
|
1.000 |
1,976.0 |
|
1.618 |
1,939.5 |
|
2.618 |
1,880.5 |
|
4.250 |
1,784.3 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.2 |
2,080.5 |
| PP |
2,068.3 |
2,079.0 |
| S1 |
2,064.5 |
2,077.5 |
|