| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,121.0 |
2,193.0 |
72.0 |
3.4% |
2,038.0 |
| High |
2,158.0 |
2,205.0 |
47.0 |
2.2% |
2,169.0 |
| Low |
2,108.0 |
2,122.0 |
14.0 |
0.7% |
2,035.0 |
| Close |
2,150.0 |
2,136.0 |
-14.0 |
-0.7% |
2,150.0 |
| Range |
50.0 |
83.0 |
33.0 |
66.0% |
134.0 |
| ATR |
53.7 |
55.8 |
2.1 |
3.9% |
0.0 |
| Volume |
1,605,291 |
2,892,244 |
1,286,953 |
80.2% |
6,965,342 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.3 |
2,352.7 |
2,181.7 |
|
| R3 |
2,320.3 |
2,269.7 |
2,158.8 |
|
| R2 |
2,237.3 |
2,237.3 |
2,151.2 |
|
| R1 |
2,186.7 |
2,186.7 |
2,143.6 |
2,170.5 |
| PP |
2,154.3 |
2,154.3 |
2,154.3 |
2,146.3 |
| S1 |
2,103.7 |
2,103.7 |
2,128.4 |
2,087.5 |
| S2 |
2,071.3 |
2,071.3 |
2,120.8 |
|
| S3 |
1,988.3 |
2,020.7 |
2,113.2 |
|
| S4 |
1,905.3 |
1,937.7 |
2,090.4 |
|
|
| 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 |
2,205.0 |
2,065.0 |
140.0 |
6.6% |
52.0 |
2.4% |
51% |
True |
False |
1,786,159 |
| 10 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
54.3 |
2.5% |
61% |
True |
False |
1,661,400 |
| 20 |
2,210.0 |
2,029.0 |
181.0 |
8.5% |
53.5 |
2.5% |
59% |
False |
False |
1,555,960 |
| 40 |
2,308.0 |
2,029.0 |
279.0 |
13.1% |
58.0 |
2.7% |
38% |
False |
False |
1,468,462 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
54.7 |
2.6% |
21% |
False |
False |
1,372,515 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
50.8 |
2.4% |
21% |
False |
False |
1,068,764 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
47.2 |
2.2% |
21% |
False |
False |
855,179 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
46.8 |
2.2% |
21% |
False |
False |
712,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,557.8 |
|
2.618 |
2,422.3 |
|
1.618 |
2,339.3 |
|
1.000 |
2,288.0 |
|
0.618 |
2,256.3 |
|
HIGH |
2,205.0 |
|
0.618 |
2,173.3 |
|
0.500 |
2,163.5 |
|
0.382 |
2,153.7 |
|
LOW |
2,122.0 |
|
0.618 |
2,070.7 |
|
1.000 |
2,039.0 |
|
1.618 |
1,987.7 |
|
2.618 |
1,904.7 |
|
4.250 |
1,769.3 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.5 |
2,156.5 |
| PP |
2,154.3 |
2,149.7 |
| S1 |
2,145.2 |
2,142.8 |
|