| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,149.0 |
2,121.0 |
-28.0 |
-1.3% |
2,038.0 |
| High |
2,169.0 |
2,158.0 |
-11.0 |
-0.5% |
2,169.0 |
| Low |
2,128.0 |
2,108.0 |
-20.0 |
-0.9% |
2,035.0 |
| Close |
2,136.0 |
2,150.0 |
14.0 |
0.7% |
2,150.0 |
| Range |
41.0 |
50.0 |
9.0 |
22.0% |
134.0 |
| ATR |
53.9 |
53.7 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,757,334 |
1,605,291 |
-152,043 |
-8.7% |
6,965,342 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.7 |
2,269.3 |
2,177.5 |
|
| R3 |
2,238.7 |
2,219.3 |
2,163.8 |
|
| R2 |
2,188.7 |
2,188.7 |
2,159.2 |
|
| R1 |
2,169.3 |
2,169.3 |
2,154.6 |
2,179.0 |
| PP |
2,138.7 |
2,138.7 |
2,138.7 |
2,143.5 |
| S1 |
2,119.3 |
2,119.3 |
2,145.4 |
2,129.0 |
| S2 |
2,088.7 |
2,088.7 |
2,140.8 |
|
| S3 |
2,038.7 |
2,069.3 |
2,136.3 |
|
| S4 |
1,988.7 |
2,019.3 |
2,122.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.0 |
2,469.0 |
2,223.7 |
|
| R3 |
2,386.0 |
2,335.0 |
2,186.9 |
|
| R2 |
2,252.0 |
2,252.0 |
2,174.6 |
|
| R1 |
2,201.0 |
2,201.0 |
2,162.3 |
2,226.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,130.8 |
| S1 |
2,067.0 |
2,067.0 |
2,137.7 |
2,092.5 |
| S2 |
1,984.0 |
1,984.0 |
2,125.4 |
|
| S3 |
1,850.0 |
1,933.0 |
2,113.2 |
|
| S4 |
1,716.0 |
1,799.0 |
2,076.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,169.0 |
2,035.0 |
134.0 |
6.2% |
47.2 |
2.2% |
86% |
False |
False |
1,393,068 |
| 10 |
2,175.0 |
2,029.0 |
146.0 |
6.8% |
50.4 |
2.3% |
83% |
False |
False |
1,489,737 |
| 20 |
2,235.0 |
2,029.0 |
206.0 |
9.6% |
51.9 |
2.4% |
59% |
False |
False |
1,476,951 |
| 40 |
2,308.0 |
2,029.0 |
279.0 |
13.0% |
57.0 |
2.7% |
43% |
False |
False |
1,429,670 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.2% |
54.2 |
2.5% |
23% |
False |
False |
1,348,813 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.2% |
50.2 |
2.3% |
23% |
False |
False |
1,032,612 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.2% |
46.7 |
2.2% |
23% |
False |
False |
826,259 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.2% |
46.6 |
2.2% |
23% |
False |
False |
688,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,370.5 |
|
2.618 |
2,288.9 |
|
1.618 |
2,238.9 |
|
1.000 |
2,208.0 |
|
0.618 |
2,188.9 |
|
HIGH |
2,158.0 |
|
0.618 |
2,138.9 |
|
0.500 |
2,133.0 |
|
0.382 |
2,127.1 |
|
LOW |
2,108.0 |
|
0.618 |
2,077.1 |
|
1.000 |
2,058.0 |
|
1.618 |
2,027.1 |
|
2.618 |
1,977.1 |
|
4.250 |
1,895.5 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.3 |
2,143.3 |
| PP |
2,138.7 |
2,136.7 |
| S1 |
2,133.0 |
2,130.0 |
|