| 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 |
4,118.0 |
4,138.0 |
20.0 |
0.5% |
4,003.0 |
| High |
4,127.0 |
4,140.0 |
13.0 |
0.3% |
4,140.0 |
| Low |
4,101.0 |
4,057.0 |
-44.0 |
-1.1% |
3,988.0 |
| Close |
4,118.0 |
4,072.0 |
-46.0 |
-1.1% |
4,072.0 |
| Range |
26.0 |
83.0 |
57.0 |
219.2% |
152.0 |
| ATR |
55.3 |
57.3 |
2.0 |
3.6% |
0.0 |
| Volume |
27,905 |
33,741 |
5,836 |
20.9% |
139,896 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,338.7 |
4,288.3 |
4,117.7 |
|
| R3 |
4,255.7 |
4,205.3 |
4,094.8 |
|
| R2 |
4,172.7 |
4,172.7 |
4,087.2 |
|
| R1 |
4,122.3 |
4,122.3 |
4,079.6 |
4,106.0 |
| PP |
4,089.7 |
4,089.7 |
4,089.7 |
4,081.5 |
| S1 |
4,039.3 |
4,039.3 |
4,064.4 |
4,023.0 |
| S2 |
4,006.7 |
4,006.7 |
4,056.8 |
|
| S3 |
3,923.7 |
3,956.3 |
4,049.2 |
|
| S4 |
3,840.7 |
3,873.3 |
4,026.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,522.7 |
4,449.3 |
4,155.6 |
|
| R3 |
4,370.7 |
4,297.3 |
4,113.8 |
|
| R2 |
4,218.7 |
4,218.7 |
4,099.9 |
|
| R1 |
4,145.3 |
4,145.3 |
4,085.9 |
4,182.0 |
| PP |
4,066.7 |
4,066.7 |
4,066.7 |
4,085.0 |
| S1 |
3,993.3 |
3,993.3 |
4,058.1 |
4,030.0 |
| S2 |
3,914.7 |
3,914.7 |
4,044.1 |
|
| S3 |
3,762.7 |
3,841.3 |
4,030.2 |
|
| S4 |
3,610.7 |
3,689.3 |
3,988.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,140.0 |
3,988.0 |
152.0 |
3.7% |
40.4 |
1.0% |
55% |
True |
False |
27,979 |
| 10 |
4,140.0 |
3,988.0 |
152.0 |
3.7% |
44.6 |
1.1% |
55% |
True |
False |
28,032 |
| 20 |
4,314.0 |
3,988.0 |
326.0 |
8.0% |
48.7 |
1.2% |
26% |
False |
False |
30,660 |
| 40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
41.3 |
1.0% |
18% |
False |
False |
27,581 |
| 60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
39.5 |
1.0% |
18% |
False |
False |
27,512 |
| 80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
33.7 |
0.8% |
18% |
False |
False |
22,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,492.8 |
|
2.618 |
4,357.3 |
|
1.618 |
4,274.3 |
|
1.000 |
4,223.0 |
|
0.618 |
4,191.3 |
|
HIGH |
4,140.0 |
|
0.618 |
4,108.3 |
|
0.500 |
4,098.5 |
|
0.382 |
4,088.7 |
|
LOW |
4,057.0 |
|
0.618 |
4,005.7 |
|
1.000 |
3,974.0 |
|
1.618 |
3,922.7 |
|
2.618 |
3,839.7 |
|
4.250 |
3,704.3 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,098.5 |
4,090.0 |
| PP |
4,089.7 |
4,084.0 |
| S1 |
4,080.8 |
4,078.0 |
|