| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,089.0 |
2,091.0 |
2.0 |
0.1% |
2,156.0 |
| High |
2,095.0 |
2,147.0 |
52.0 |
2.5% |
2,168.0 |
| Low |
2,065.0 |
2,091.0 |
26.0 |
1.3% |
2,029.0 |
| Close |
2,091.0 |
2,147.0 |
56.0 |
2.7% |
2,056.0 |
| Range |
30.0 |
56.0 |
26.0 |
86.7% |
139.0 |
| ATR |
54.9 |
54.9 |
0.1 |
0.1% |
0.0 |
| Volume |
865,371 |
1,810,556 |
945,185 |
109.2% |
6,756,419 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.3 |
2,277.7 |
2,177.8 |
|
| R3 |
2,240.3 |
2,221.7 |
2,162.4 |
|
| R2 |
2,184.3 |
2,184.3 |
2,157.3 |
|
| R1 |
2,165.7 |
2,165.7 |
2,152.1 |
2,175.0 |
| PP |
2,128.3 |
2,128.3 |
2,128.3 |
2,133.0 |
| S1 |
2,109.7 |
2,109.7 |
2,141.9 |
2,119.0 |
| S2 |
2,072.3 |
2,072.3 |
2,136.7 |
|
| S3 |
2,016.3 |
2,053.7 |
2,131.6 |
|
| S4 |
1,960.3 |
1,997.7 |
2,116.2 |
|
|
| 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 |
2,147.0 |
2,029.0 |
118.0 |
5.5% |
54.6 |
2.5% |
100% |
True |
False |
1,479,672 |
| 10 |
2,175.0 |
2,029.0 |
146.0 |
6.8% |
51.2 |
2.4% |
81% |
False |
False |
1,441,126 |
| 20 |
2,235.0 |
2,029.0 |
206.0 |
9.6% |
53.0 |
2.5% |
57% |
False |
False |
1,461,192 |
| 40 |
2,311.0 |
2,029.0 |
282.0 |
13.1% |
58.0 |
2.7% |
42% |
False |
False |
1,418,165 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
53.5 |
2.5% |
23% |
False |
False |
1,308,877 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
49.8 |
2.3% |
23% |
False |
False |
990,592 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
47.0 |
2.2% |
23% |
False |
False |
792,637 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
46.6 |
2.2% |
23% |
False |
False |
661,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.0 |
|
2.618 |
2,293.6 |
|
1.618 |
2,237.6 |
|
1.000 |
2,203.0 |
|
0.618 |
2,181.6 |
|
HIGH |
2,147.0 |
|
0.618 |
2,125.6 |
|
0.500 |
2,119.0 |
|
0.382 |
2,112.4 |
|
LOW |
2,091.0 |
|
0.618 |
2,056.4 |
|
1.000 |
2,035.0 |
|
1.618 |
2,000.4 |
|
2.618 |
1,944.4 |
|
4.250 |
1,853.0 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.7 |
2,128.3 |
| PP |
2,128.3 |
2,109.7 |
| S1 |
2,119.0 |
2,091.0 |
|