| 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 |
2,551.00 |
2,536.75 |
-14.25 |
-0.6% |
2,460.00 |
| High |
2,570.50 |
2,564.25 |
-6.25 |
-0.2% |
2,570.50 |
| Low |
2,532.00 |
2,517.75 |
-14.25 |
-0.6% |
2,433.75 |
| Close |
2,536.25 |
2,562.50 |
26.25 |
1.0% |
2,562.50 |
| Range |
38.50 |
46.50 |
8.00 |
20.8% |
136.75 |
| ATR |
46.98 |
46.95 |
-0.03 |
-0.1% |
0.00 |
| Volume |
274,329 |
130,981 |
-143,348 |
-52.3% |
1,178,417 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.75 |
2,671.50 |
2,588.00 |
|
| R3 |
2,641.25 |
2,625.00 |
2,575.25 |
|
| R2 |
2,594.75 |
2,594.75 |
2,571.00 |
|
| R1 |
2,578.50 |
2,578.50 |
2,566.75 |
2,586.50 |
| PP |
2,548.25 |
2,548.25 |
2,548.25 |
2,552.25 |
| S1 |
2,532.00 |
2,532.00 |
2,558.25 |
2,540.00 |
| S2 |
2,501.75 |
2,501.75 |
2,554.00 |
|
| S3 |
2,455.25 |
2,485.50 |
2,549.75 |
|
| S4 |
2,408.75 |
2,439.00 |
2,537.00 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.50 |
2,884.25 |
2,637.75 |
|
| R3 |
2,795.75 |
2,747.50 |
2,600.00 |
|
| R2 |
2,659.00 |
2,659.00 |
2,587.50 |
|
| R1 |
2,610.75 |
2,610.75 |
2,575.00 |
2,635.00 |
| PP |
2,522.25 |
2,522.25 |
2,522.25 |
2,534.25 |
| S1 |
2,474.00 |
2,474.00 |
2,550.00 |
2,498.00 |
| S2 |
2,385.50 |
2,385.50 |
2,537.50 |
|
| S3 |
2,248.75 |
2,337.25 |
2,525.00 |
|
| S4 |
2,112.00 |
2,200.50 |
2,487.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.50 |
2,433.75 |
136.75 |
5.3% |
45.75 |
1.8% |
94% |
False |
False |
235,683 |
| 10 |
2,570.50 |
2,433.75 |
136.75 |
5.3% |
44.50 |
1.7% |
94% |
False |
False |
263,329 |
| 20 |
2,640.25 |
2,433.75 |
206.50 |
8.1% |
47.00 |
1.8% |
62% |
False |
False |
285,849 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.5% |
48.00 |
1.9% |
40% |
False |
False |
287,658 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
43.25 |
1.7% |
36% |
False |
False |
270,886 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
40.00 |
1.6% |
36% |
False |
False |
220,304 |
| 100 |
2,791.50 |
2,415.00 |
376.50 |
14.7% |
36.00 |
1.4% |
39% |
False |
False |
176,249 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
22.8% |
33.00 |
1.3% |
61% |
False |
False |
146,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.00 |
|
2.618 |
2,686.00 |
|
1.618 |
2,639.50 |
|
1.000 |
2,610.75 |
|
0.618 |
2,593.00 |
|
HIGH |
2,564.25 |
|
0.618 |
2,546.50 |
|
0.500 |
2,541.00 |
|
0.382 |
2,535.50 |
|
LOW |
2,517.75 |
|
0.618 |
2,489.00 |
|
1.000 |
2,471.25 |
|
1.618 |
2,442.50 |
|
2.618 |
2,396.00 |
|
4.250 |
2,320.00 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,555.25 |
2,551.25 |
| PP |
2,548.25 |
2,540.00 |
| S1 |
2,541.00 |
2,528.75 |
|