| 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 |
2,536.75 |
2,587.00 |
50.25 |
2.0% |
2,460.00 |
| High |
2,564.25 |
2,604.00 |
39.75 |
1.6% |
2,570.50 |
| Low |
2,517.75 |
2,513.50 |
-4.25 |
-0.2% |
2,433.75 |
| Close |
2,562.50 |
2,515.25 |
-47.25 |
-1.8% |
2,562.50 |
| Range |
46.50 |
90.50 |
44.00 |
94.6% |
136.75 |
| ATR |
46.95 |
50.06 |
3.11 |
6.6% |
0.00 |
| Volume |
130,981 |
152,735 |
21,754 |
16.6% |
1,178,417 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.75 |
2,756.00 |
2,565.00 |
|
| R3 |
2,725.25 |
2,665.50 |
2,540.25 |
|
| R2 |
2,634.75 |
2,634.75 |
2,531.75 |
|
| R1 |
2,575.00 |
2,575.00 |
2,523.50 |
2,559.50 |
| PP |
2,544.25 |
2,544.25 |
2,544.25 |
2,536.50 |
| S1 |
2,484.50 |
2,484.50 |
2,507.00 |
2,469.00 |
| S2 |
2,453.75 |
2,453.75 |
2,498.75 |
|
| S3 |
2,363.25 |
2,394.00 |
2,490.25 |
|
| S4 |
2,272.75 |
2,303.50 |
2,465.50 |
|
|
| 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 |
2,604.00 |
2,459.50 |
144.50 |
5.7% |
54.50 |
2.2% |
39% |
True |
False |
209,499 |
| 10 |
2,604.00 |
2,433.75 |
170.25 |
6.8% |
50.25 |
2.0% |
48% |
True |
False |
259,912 |
| 20 |
2,616.25 |
2,433.75 |
182.50 |
7.3% |
49.50 |
2.0% |
45% |
False |
False |
280,173 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.7% |
49.00 |
1.9% |
26% |
False |
False |
284,150 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.2% |
44.25 |
1.8% |
23% |
False |
False |
268,358 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.2% |
40.50 |
1.6% |
23% |
False |
False |
222,212 |
| 100 |
2,791.50 |
2,415.00 |
376.50 |
15.0% |
36.75 |
1.5% |
27% |
False |
False |
177,776 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.3% |
33.50 |
1.3% |
53% |
False |
False |
148,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.50 |
|
2.618 |
2,841.00 |
|
1.618 |
2,750.50 |
|
1.000 |
2,694.50 |
|
0.618 |
2,660.00 |
|
HIGH |
2,604.00 |
|
0.618 |
2,569.50 |
|
0.500 |
2,558.75 |
|
0.382 |
2,548.00 |
|
LOW |
2,513.50 |
|
0.618 |
2,457.50 |
|
1.000 |
2,423.00 |
|
1.618 |
2,367.00 |
|
2.618 |
2,276.50 |
|
4.250 |
2,129.00 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,558.75 |
2,558.75 |
| PP |
2,544.25 |
2,544.25 |
| S1 |
2,529.75 |
2,529.75 |
|