| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,038.0 |
2,089.0 |
51.0 |
2.5% |
2,156.0 |
| High |
2,094.0 |
2,095.0 |
1.0 |
0.0% |
2,168.0 |
| Low |
2,035.0 |
2,065.0 |
30.0 |
1.5% |
2,029.0 |
| Close |
2,076.0 |
2,091.0 |
15.0 |
0.7% |
2,056.0 |
| Range |
59.0 |
30.0 |
-29.0 |
-49.2% |
139.0 |
| ATR |
56.8 |
54.9 |
-1.9 |
-3.4% |
0.0 |
| Volume |
926,790 |
865,371 |
-61,419 |
-6.6% |
6,756,419 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.7 |
2,162.3 |
2,107.5 |
|
| R3 |
2,143.7 |
2,132.3 |
2,099.3 |
|
| R2 |
2,113.7 |
2,113.7 |
2,096.5 |
|
| R1 |
2,102.3 |
2,102.3 |
2,093.8 |
2,108.0 |
| PP |
2,083.7 |
2,083.7 |
2,083.7 |
2,086.5 |
| S1 |
2,072.3 |
2,072.3 |
2,088.3 |
2,078.0 |
| S2 |
2,053.7 |
2,053.7 |
2,085.5 |
|
| S3 |
2,023.7 |
2,042.3 |
2,082.8 |
|
| S4 |
1,993.7 |
2,012.3 |
2,074.5 |
|
|
| 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 |
2,162.0 |
2,029.0 |
133.0 |
6.4% |
55.2 |
2.6% |
47% |
False |
False |
1,471,427 |
| 10 |
2,188.0 |
2,029.0 |
159.0 |
7.6% |
50.2 |
2.4% |
39% |
False |
False |
1,393,654 |
| 20 |
2,249.0 |
2,029.0 |
220.0 |
10.5% |
53.1 |
2.5% |
28% |
False |
False |
1,443,979 |
| 40 |
2,345.0 |
2,029.0 |
316.0 |
15.1% |
57.8 |
2.8% |
20% |
False |
False |
1,406,600 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.9% |
53.6 |
2.6% |
12% |
False |
False |
1,282,000 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.9% |
49.5 |
2.4% |
12% |
False |
False |
967,984 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.9% |
46.8 |
2.2% |
12% |
False |
False |
774,535 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.9% |
46.7 |
2.2% |
12% |
False |
False |
646,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.5 |
|
2.618 |
2,173.5 |
|
1.618 |
2,143.5 |
|
1.000 |
2,125.0 |
|
0.618 |
2,113.5 |
|
HIGH |
2,095.0 |
|
0.618 |
2,083.5 |
|
0.500 |
2,080.0 |
|
0.382 |
2,076.5 |
|
LOW |
2,065.0 |
|
0.618 |
2,046.5 |
|
1.000 |
2,035.0 |
|
1.618 |
2,016.5 |
|
2.618 |
1,986.5 |
|
4.250 |
1,937.5 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.3 |
2,085.0 |
| PP |
2,083.7 |
2,079.0 |
| S1 |
2,080.0 |
2,073.0 |
|