| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,520.00 |
2,460.00 |
-60.00 |
-2.4% |
2,533.25 |
| High |
2,522.00 |
2,480.25 |
-41.75 |
-1.7% |
2,570.00 |
| Low |
2,454.00 |
2,433.75 |
-20.25 |
-0.8% |
2,454.00 |
| Close |
2,455.00 |
2,469.00 |
14.00 |
0.6% |
2,455.00 |
| Range |
68.00 |
46.50 |
-21.50 |
-31.6% |
116.00 |
| ATR |
47.45 |
47.38 |
-0.07 |
-0.1% |
0.00 |
| Volume |
362,792 |
283,657 |
-79,135 |
-21.8% |
1,267,970 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.50 |
2,581.25 |
2,494.50 |
|
| R3 |
2,554.00 |
2,534.75 |
2,481.75 |
|
| R2 |
2,507.50 |
2,507.50 |
2,477.50 |
|
| R1 |
2,488.25 |
2,488.25 |
2,473.25 |
2,498.00 |
| PP |
2,461.00 |
2,461.00 |
2,461.00 |
2,465.75 |
| S1 |
2,441.75 |
2,441.75 |
2,464.75 |
2,451.50 |
| S2 |
2,414.50 |
2,414.50 |
2,460.50 |
|
| S3 |
2,368.00 |
2,395.25 |
2,456.25 |
|
| S4 |
2,321.50 |
2,348.75 |
2,443.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.00 |
2,764.00 |
2,518.75 |
|
| R3 |
2,725.00 |
2,648.00 |
2,487.00 |
|
| R2 |
2,609.00 |
2,609.00 |
2,476.25 |
|
| R1 |
2,532.00 |
2,532.00 |
2,465.75 |
2,512.50 |
| PP |
2,493.00 |
2,493.00 |
2,493.00 |
2,483.25 |
| S1 |
2,416.00 |
2,416.00 |
2,444.25 |
2,396.50 |
| S2 |
2,377.00 |
2,377.00 |
2,433.75 |
|
| S3 |
2,261.00 |
2,300.00 |
2,423.00 |
|
| S4 |
2,145.00 |
2,184.00 |
2,391.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.00 |
2,433.75 |
136.25 |
5.5% |
46.00 |
1.9% |
26% |
False |
True |
310,325 |
| 10 |
2,570.00 |
2,433.75 |
136.25 |
5.5% |
48.50 |
2.0% |
26% |
False |
True |
293,112 |
| 20 |
2,648.25 |
2,433.75 |
214.50 |
8.7% |
48.00 |
1.9% |
16% |
False |
True |
303,599 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.9% |
47.25 |
1.9% |
11% |
False |
True |
293,538 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.5% |
42.00 |
1.7% |
10% |
False |
True |
275,171 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.5% |
38.75 |
1.6% |
10% |
False |
True |
209,122 |
| 100 |
2,791.50 |
2,350.00 |
441.50 |
17.9% |
35.00 |
1.4% |
27% |
False |
False |
167,303 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.7% |
32.25 |
1.3% |
45% |
False |
False |
139,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.00 |
|
2.618 |
2,602.00 |
|
1.618 |
2,555.50 |
|
1.000 |
2,526.75 |
|
0.618 |
2,509.00 |
|
HIGH |
2,480.25 |
|
0.618 |
2,462.50 |
|
0.500 |
2,457.00 |
|
0.382 |
2,451.50 |
|
LOW |
2,433.75 |
|
0.618 |
2,405.00 |
|
1.000 |
2,387.25 |
|
1.618 |
2,358.50 |
|
2.618 |
2,312.00 |
|
4.250 |
2,236.00 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.00 |
2,488.00 |
| PP |
2,461.00 |
2,481.75 |
| S1 |
2,457.00 |
2,475.50 |
|