| 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 |
6,146.0 |
6,094.5 |
-51.5 |
-0.8% |
5,980.0 |
| High |
6,232.5 |
6,171.5 |
-61.0 |
-1.0% |
6,232.5 |
| Low |
6,099.0 |
6,052.5 |
-46.5 |
-0.8% |
5,913.0 |
| Close |
6,136.0 |
6,158.0 |
22.0 |
0.4% |
6,158.0 |
| Range |
133.5 |
119.0 |
-14.5 |
-10.9% |
319.5 |
| ATR |
140.8 |
139.2 |
-1.6 |
-1.1% |
0.0 |
| Volume |
193,374 |
178,623 |
-14,751 |
-7.6% |
892,898 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,484.3 |
6,440.2 |
6,223.5 |
|
| R3 |
6,365.3 |
6,321.2 |
6,190.7 |
|
| R2 |
6,246.3 |
6,246.3 |
6,179.8 |
|
| R1 |
6,202.2 |
6,202.2 |
6,168.9 |
6,224.3 |
| PP |
6,127.3 |
6,127.3 |
6,127.3 |
6,138.4 |
| S1 |
6,083.2 |
6,083.2 |
6,147.1 |
6,105.3 |
| S2 |
6,008.3 |
6,008.3 |
6,136.2 |
|
| S3 |
5,889.3 |
5,964.2 |
6,125.3 |
|
| S4 |
5,770.3 |
5,845.2 |
6,092.6 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,059.7 |
6,928.3 |
6,333.7 |
|
| R3 |
6,740.2 |
6,608.8 |
6,245.9 |
|
| R2 |
6,420.7 |
6,420.7 |
6,216.6 |
|
| R1 |
6,289.3 |
6,289.3 |
6,187.3 |
6,355.0 |
| PP |
6,101.2 |
6,101.2 |
6,101.2 |
6,134.0 |
| S1 |
5,969.8 |
5,969.8 |
6,128.7 |
6,035.5 |
| S2 |
5,781.7 |
5,781.7 |
6,099.4 |
|
| S3 |
5,462.2 |
5,650.3 |
6,070.1 |
|
| S4 |
5,142.7 |
5,330.8 |
5,982.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,232.5 |
5,913.0 |
319.5 |
5.2% |
119.6 |
1.9% |
77% |
False |
False |
178,579 |
| 10 |
6,443.5 |
5,913.0 |
530.5 |
8.6% |
135.1 |
2.2% |
46% |
False |
False |
189,777 |
| 20 |
6,593.0 |
5,913.0 |
680.0 |
11.0% |
133.0 |
2.2% |
36% |
False |
False |
181,212 |
| 40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
143.8 |
2.3% |
25% |
False |
False |
169,651 |
| 60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.1% |
138.7 |
2.3% |
19% |
False |
False |
159,716 |
| 80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.1% |
131.6 |
2.1% |
19% |
False |
False |
120,992 |
| 100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.1% |
123.3 |
2.0% |
19% |
False |
False |
96,875 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.5% |
121.4 |
2.0% |
33% |
False |
False |
80,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,677.3 |
|
2.618 |
6,483.0 |
|
1.618 |
6,364.0 |
|
1.000 |
6,290.5 |
|
0.618 |
6,245.0 |
|
HIGH |
6,171.5 |
|
0.618 |
6,126.0 |
|
0.500 |
6,112.0 |
|
0.382 |
6,098.0 |
|
LOW |
6,052.5 |
|
0.618 |
5,979.0 |
|
1.000 |
5,933.5 |
|
1.618 |
5,860.0 |
|
2.618 |
5,741.0 |
|
4.250 |
5,546.8 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,142.7 |
6,143.2 |
| PP |
6,127.3 |
6,128.3 |
| S1 |
6,112.0 |
6,113.5 |
|