| 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 |
6,011.5 |
6,028.5 |
17.0 |
0.3% |
6,345.0 |
| High |
6,027.0 |
6,136.0 |
109.0 |
1.8% |
6,443.5 |
| Low |
5,913.0 |
5,994.5 |
81.5 |
1.4% |
6,008.5 |
| Close |
5,998.0 |
6,134.5 |
136.5 |
2.3% |
6,029.0 |
| Range |
114.0 |
141.5 |
27.5 |
24.1% |
435.0 |
| ATR |
141.3 |
141.4 |
0.0 |
0.0% |
0.0 |
| Volume |
162,269 |
196,983 |
34,714 |
21.4% |
840,032 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,512.8 |
6,465.2 |
6,212.3 |
|
| R3 |
6,371.3 |
6,323.7 |
6,173.4 |
|
| R2 |
6,229.8 |
6,229.8 |
6,160.4 |
|
| R1 |
6,182.2 |
6,182.2 |
6,147.5 |
6,206.0 |
| PP |
6,088.3 |
6,088.3 |
6,088.3 |
6,100.3 |
| S1 |
6,040.7 |
6,040.7 |
6,121.5 |
6,064.5 |
| S2 |
5,946.8 |
5,946.8 |
6,108.6 |
|
| S3 |
5,805.3 |
5,899.2 |
6,095.6 |
|
| S4 |
5,663.8 |
5,757.7 |
6,056.7 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,465.3 |
7,182.2 |
6,268.3 |
|
| R3 |
7,030.3 |
6,747.2 |
6,148.6 |
|
| R2 |
6,595.3 |
6,595.3 |
6,108.8 |
|
| R1 |
6,312.2 |
6,312.2 |
6,068.9 |
6,236.3 |
| PP |
6,160.3 |
6,160.3 |
6,160.3 |
6,122.4 |
| S1 |
5,877.2 |
5,877.2 |
5,989.1 |
5,801.3 |
| S2 |
5,725.3 |
5,725.3 |
5,949.3 |
|
| S3 |
5,290.3 |
5,442.2 |
5,909.4 |
|
| S4 |
4,855.3 |
5,007.2 |
5,789.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,323.5 |
5,913.0 |
410.5 |
6.7% |
144.3 |
2.4% |
54% |
False |
False |
191,367 |
| 10 |
6,443.5 |
5,913.0 |
530.5 |
8.6% |
133.2 |
2.2% |
42% |
False |
False |
190,312 |
| 20 |
6,593.0 |
5,913.0 |
680.0 |
11.1% |
132.7 |
2.2% |
33% |
False |
False |
181,163 |
| 40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
146.1 |
2.4% |
23% |
False |
False |
168,791 |
| 60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
137.1 |
2.2% |
17% |
False |
False |
154,484 |
| 80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
130.5 |
2.1% |
17% |
False |
False |
116,353 |
| 100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
123.7 |
2.0% |
17% |
False |
False |
93,159 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.6% |
121.7 |
2.0% |
31% |
False |
False |
77,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,737.4 |
|
2.618 |
6,506.4 |
|
1.618 |
6,364.9 |
|
1.000 |
6,277.5 |
|
0.618 |
6,223.4 |
|
HIGH |
6,136.0 |
|
0.618 |
6,081.9 |
|
0.500 |
6,065.3 |
|
0.382 |
6,048.6 |
|
LOW |
5,994.5 |
|
0.618 |
5,907.1 |
|
1.000 |
5,853.0 |
|
1.618 |
5,765.6 |
|
2.618 |
5,624.1 |
|
4.250 |
5,393.1 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,111.4 |
6,097.8 |
| PP |
6,088.3 |
6,061.2 |
| S1 |
6,065.3 |
6,024.5 |
|