| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
4,072.0 |
4,118.0 |
46.0 |
1.1% |
4,045.0 |
| High |
4,077.0 |
4,127.0 |
50.0 |
1.2% |
4,121.0 |
| Low |
4,040.0 |
4,101.0 |
61.0 |
1.5% |
4,033.0 |
| Close |
4,062.0 |
4,118.0 |
56.0 |
1.4% |
4,070.0 |
| Range |
37.0 |
26.0 |
-11.0 |
-29.7% |
88.0 |
| ATR |
54.5 |
55.3 |
0.7 |
1.4% |
0.0 |
| Volume |
23,100 |
27,905 |
4,805 |
20.8% |
140,430 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,193.3 |
4,181.7 |
4,132.3 |
|
| R3 |
4,167.3 |
4,155.7 |
4,125.2 |
|
| R2 |
4,141.3 |
4,141.3 |
4,122.8 |
|
| R1 |
4,129.7 |
4,129.7 |
4,120.4 |
4,131.0 |
| PP |
4,115.3 |
4,115.3 |
4,115.3 |
4,116.0 |
| S1 |
4,103.7 |
4,103.7 |
4,115.6 |
4,105.0 |
| S2 |
4,089.3 |
4,089.3 |
4,113.2 |
|
| S3 |
4,063.3 |
4,077.7 |
4,110.9 |
|
| S4 |
4,037.3 |
4,051.7 |
4,103.7 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,338.7 |
4,292.3 |
4,118.4 |
|
| R3 |
4,250.7 |
4,204.3 |
4,094.2 |
|
| R2 |
4,162.7 |
4,162.7 |
4,086.1 |
|
| R1 |
4,116.3 |
4,116.3 |
4,078.1 |
4,139.5 |
| PP |
4,074.7 |
4,074.7 |
4,074.7 |
4,086.3 |
| S1 |
4,028.3 |
4,028.3 |
4,061.9 |
4,051.5 |
| S2 |
3,986.7 |
3,986.7 |
4,053.9 |
|
| S3 |
3,898.7 |
3,940.3 |
4,045.8 |
|
| S4 |
3,810.7 |
3,852.3 |
4,021.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,127.0 |
3,988.0 |
139.0 |
3.4% |
32.8 |
0.8% |
94% |
True |
False |
27,242 |
| 10 |
4,127.0 |
3,988.0 |
139.0 |
3.4% |
41.7 |
1.0% |
94% |
True |
False |
27,080 |
| 20 |
4,314.0 |
3,988.0 |
326.0 |
7.9% |
46.3 |
1.1% |
40% |
False |
False |
30,248 |
| 40 |
4,448.0 |
3,988.0 |
460.0 |
11.2% |
40.2 |
1.0% |
28% |
False |
False |
27,257 |
| 60 |
4,448.0 |
3,988.0 |
460.0 |
11.2% |
38.9 |
0.9% |
28% |
False |
False |
28,979 |
| 80 |
4,448.0 |
3,988.0 |
460.0 |
11.2% |
32.7 |
0.8% |
28% |
False |
False |
22,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,237.5 |
|
2.618 |
4,195.1 |
|
1.618 |
4,169.1 |
|
1.000 |
4,153.0 |
|
0.618 |
4,143.1 |
|
HIGH |
4,127.0 |
|
0.618 |
4,117.1 |
|
0.500 |
4,114.0 |
|
0.382 |
4,110.9 |
|
LOW |
4,101.0 |
|
0.618 |
4,084.9 |
|
1.000 |
4,075.0 |
|
1.618 |
4,058.9 |
|
2.618 |
4,032.9 |
|
4.250 |
3,990.5 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,116.7 |
4,104.0 |
| PP |
4,115.3 |
4,090.0 |
| S1 |
4,114.0 |
4,076.0 |
|