| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,094.5 |
6,304.0 |
209.5 |
3.4% |
5,980.0 |
| High |
6,171.5 |
6,322.0 |
150.5 |
2.4% |
6,232.5 |
| Low |
6,052.5 |
6,098.0 |
45.5 |
0.8% |
5,913.0 |
| Close |
6,158.0 |
6,137.0 |
-21.0 |
-0.3% |
6,158.0 |
| Range |
119.0 |
224.0 |
105.0 |
88.2% |
319.5 |
| ATR |
139.2 |
145.3 |
6.1 |
4.3% |
0.0 |
| Volume |
178,623 |
230,673 |
52,050 |
29.1% |
892,898 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,857.7 |
6,721.3 |
6,260.2 |
|
| R3 |
6,633.7 |
6,497.3 |
6,198.6 |
|
| R2 |
6,409.7 |
6,409.7 |
6,178.1 |
|
| R1 |
6,273.3 |
6,273.3 |
6,157.5 |
6,229.5 |
| PP |
6,185.7 |
6,185.7 |
6,185.7 |
6,163.8 |
| S1 |
6,049.3 |
6,049.3 |
6,116.5 |
6,005.5 |
| S2 |
5,961.7 |
5,961.7 |
6,095.9 |
|
| S3 |
5,737.7 |
5,825.3 |
6,075.4 |
|
| S4 |
5,513.7 |
5,601.3 |
6,013.8 |
|
|
| 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 |
6,322.0 |
5,913.0 |
409.0 |
6.7% |
146.4 |
2.4% |
55% |
True |
False |
192,384 |
| 10 |
6,443.5 |
5,913.0 |
530.5 |
8.6% |
144.5 |
2.4% |
42% |
False |
False |
196,360 |
| 20 |
6,528.0 |
5,913.0 |
615.0 |
10.0% |
136.9 |
2.2% |
36% |
False |
False |
184,779 |
| 40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
146.5 |
2.4% |
23% |
False |
False |
171,261 |
| 60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
140.2 |
2.3% |
17% |
False |
False |
161,515 |
| 80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
133.2 |
2.2% |
17% |
False |
False |
123,871 |
| 100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
125.0 |
2.0% |
17% |
False |
False |
99,180 |
| 120 |
7,211.0 |
5,669.5 |
1,541.5 |
25.1% |
122.0 |
2.0% |
30% |
False |
False |
82,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,274.0 |
|
2.618 |
6,908.4 |
|
1.618 |
6,684.4 |
|
1.000 |
6,546.0 |
|
0.618 |
6,460.4 |
|
HIGH |
6,322.0 |
|
0.618 |
6,236.4 |
|
0.500 |
6,210.0 |
|
0.382 |
6,183.6 |
|
LOW |
6,098.0 |
|
0.618 |
5,959.6 |
|
1.000 |
5,874.0 |
|
1.618 |
5,735.6 |
|
2.618 |
5,511.6 |
|
4.250 |
5,146.0 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,210.0 |
6,187.3 |
| PP |
6,185.7 |
6,170.5 |
| S1 |
6,161.3 |
6,153.8 |
|