| 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 |
1,285.25 |
1,315.25 |
30.00 |
2.3% |
1,322.00 |
| High |
1,315.75 |
1,329.50 |
13.75 |
1.0% |
1,334.25 |
| Low |
1,283.00 |
1,312.00 |
29.00 |
2.3% |
1,273.50 |
| Close |
1,315.50 |
1,316.75 |
1.25 |
0.1% |
1,274.00 |
| Range |
32.75 |
17.50 |
-15.25 |
-46.6% |
60.75 |
| ATR |
22.33 |
21.99 |
-0.35 |
-1.5% |
0.00 |
| Volume |
2,836,135 |
2,577,317 |
-258,818 |
-9.1% |
10,570,559 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,372.00 |
1,361.75 |
1,326.50 |
|
| R3 |
1,354.50 |
1,344.25 |
1,321.50 |
|
| R2 |
1,337.00 |
1,337.00 |
1,320.00 |
|
| R1 |
1,326.75 |
1,326.75 |
1,318.25 |
1,332.00 |
| PP |
1,319.50 |
1,319.50 |
1,319.50 |
1,322.00 |
| S1 |
1,309.25 |
1,309.25 |
1,315.25 |
1,314.50 |
| S2 |
1,302.00 |
1,302.00 |
1,313.50 |
|
| S3 |
1,284.50 |
1,291.75 |
1,312.00 |
|
| S4 |
1,267.00 |
1,274.25 |
1,307.00 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.25 |
1,435.75 |
1,307.50 |
|
| R3 |
1,415.50 |
1,375.00 |
1,290.75 |
|
| R2 |
1,354.75 |
1,354.75 |
1,285.25 |
|
| R1 |
1,314.25 |
1,314.25 |
1,279.50 |
1,304.00 |
| PP |
1,294.00 |
1,294.00 |
1,294.00 |
1,288.75 |
| S1 |
1,253.50 |
1,253.50 |
1,268.50 |
1,243.50 |
| S2 |
1,233.25 |
1,233.25 |
1,262.75 |
|
| S3 |
1,172.50 |
1,192.75 |
1,257.25 |
|
| S4 |
1,111.75 |
1,132.00 |
1,240.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,329.50 |
1,262.00 |
67.50 |
5.1% |
24.50 |
1.9% |
81% |
True |
False |
2,611,717 |
| 10 |
1,334.25 |
1,262.00 |
72.25 |
5.5% |
22.25 |
1.7% |
76% |
False |
False |
2,404,336 |
| 20 |
1,363.75 |
1,262.00 |
101.75 |
7.7% |
22.00 |
1.7% |
54% |
False |
False |
2,350,647 |
| 40 |
1,411.50 |
1,262.00 |
149.50 |
11.4% |
20.75 |
1.6% |
37% |
False |
False |
2,096,377 |
| 60 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
19.00 |
1.4% |
35% |
False |
False |
1,952,412 |
| 80 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
18.00 |
1.4% |
35% |
False |
False |
1,562,759 |
| 100 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
17.00 |
1.3% |
35% |
False |
False |
1,250,978 |
| 120 |
1,419.75 |
1,190.00 |
229.75 |
17.4% |
17.00 |
1.3% |
55% |
False |
False |
1,042,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.00 |
|
2.618 |
1,375.25 |
|
1.618 |
1,357.75 |
|
1.000 |
1,347.00 |
|
0.618 |
1,340.25 |
|
HIGH |
1,329.50 |
|
0.618 |
1,322.75 |
|
0.500 |
1,320.75 |
|
0.382 |
1,318.75 |
|
LOW |
1,312.00 |
|
0.618 |
1,301.25 |
|
1.000 |
1,294.50 |
|
1.618 |
1,283.75 |
|
2.618 |
1,266.25 |
|
4.250 |
1,237.50 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.75 |
1,310.75 |
| PP |
1,319.50 |
1,304.50 |
| S1 |
1,318.00 |
1,298.50 |
|