| 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 |
6,028.5 |
6,146.0 |
117.5 |
1.9% |
6,345.0 |
| High |
6,136.0 |
6,232.5 |
96.5 |
1.6% |
6,443.5 |
| Low |
5,994.5 |
6,099.0 |
104.5 |
1.7% |
6,008.5 |
| Close |
6,134.5 |
6,136.0 |
1.5 |
0.0% |
6,029.0 |
| Range |
141.5 |
133.5 |
-8.0 |
-5.7% |
435.0 |
| ATR |
141.4 |
140.8 |
-0.6 |
-0.4% |
0.0 |
| Volume |
196,983 |
193,374 |
-3,609 |
-1.8% |
840,032 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,556.3 |
6,479.7 |
6,209.4 |
|
| R3 |
6,422.8 |
6,346.2 |
6,172.7 |
|
| R2 |
6,289.3 |
6,289.3 |
6,160.5 |
|
| R1 |
6,212.7 |
6,212.7 |
6,148.2 |
6,184.3 |
| PP |
6,155.8 |
6,155.8 |
6,155.8 |
6,141.6 |
| S1 |
6,079.2 |
6,079.2 |
6,123.8 |
6,050.8 |
| S2 |
6,022.3 |
6,022.3 |
6,111.5 |
|
| S3 |
5,888.8 |
5,945.7 |
6,099.3 |
|
| S4 |
5,755.3 |
5,812.2 |
6,062.6 |
|
|
| 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 |
6,269.5 |
5,913.0 |
356.5 |
5.8% |
148.0 |
2.4% |
63% |
False |
False |
193,558 |
| 10 |
6,443.5 |
5,913.0 |
530.5 |
8.6% |
134.5 |
2.2% |
42% |
False |
False |
190,607 |
| 20 |
6,593.0 |
5,913.0 |
680.0 |
11.1% |
132.7 |
2.2% |
33% |
False |
False |
180,438 |
| 40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
144.9 |
2.4% |
23% |
False |
False |
169,298 |
| 60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
137.9 |
2.2% |
17% |
False |
False |
157,577 |
| 80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
130.8 |
2.1% |
17% |
False |
False |
118,766 |
| 100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
123.4 |
2.0% |
17% |
False |
False |
95,090 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.6% |
121.6 |
2.0% |
32% |
False |
False |
79,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,799.9 |
|
2.618 |
6,582.0 |
|
1.618 |
6,448.5 |
|
1.000 |
6,366.0 |
|
0.618 |
6,315.0 |
|
HIGH |
6,232.5 |
|
0.618 |
6,181.5 |
|
0.500 |
6,165.8 |
|
0.382 |
6,150.0 |
|
LOW |
6,099.0 |
|
0.618 |
6,016.5 |
|
1.000 |
5,965.5 |
|
1.618 |
5,883.0 |
|
2.618 |
5,749.5 |
|
4.250 |
5,531.6 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,165.8 |
6,114.9 |
| PP |
6,155.8 |
6,093.8 |
| S1 |
6,145.9 |
6,072.8 |
|