| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,105.0 |
2,097.0 |
-8.0 |
-0.4% |
2,143.0 |
| High |
2,120.0 |
2,104.0 |
-16.0 |
-0.8% |
2,174.0 |
| Low |
2,082.0 |
2,027.0 |
-55.0 |
-2.6% |
2,027.0 |
| Close |
2,094.0 |
2,057.0 |
-37.0 |
-1.8% |
2,057.0 |
| Range |
38.0 |
77.0 |
39.0 |
102.6% |
147.0 |
| ATR |
51.5 |
53.3 |
1.8 |
3.5% |
0.0 |
| Volume |
9,480 |
88,911 |
79,431 |
837.9% |
175,061 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.7 |
2,252.3 |
2,099.4 |
|
| R3 |
2,216.7 |
2,175.3 |
2,078.2 |
|
| R2 |
2,139.7 |
2,139.7 |
2,071.1 |
|
| R1 |
2,098.3 |
2,098.3 |
2,064.1 |
2,080.5 |
| PP |
2,062.7 |
2,062.7 |
2,062.7 |
2,053.8 |
| S1 |
2,021.3 |
2,021.3 |
2,049.9 |
2,003.5 |
| S2 |
1,985.7 |
1,985.7 |
2,042.9 |
|
| S3 |
1,908.7 |
1,944.3 |
2,035.8 |
|
| S4 |
1,831.7 |
1,867.3 |
2,014.7 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.0 |
2,439.0 |
2,137.9 |
|
| R3 |
2,380.0 |
2,292.0 |
2,097.4 |
|
| R2 |
2,233.0 |
2,233.0 |
2,084.0 |
|
| R1 |
2,145.0 |
2,145.0 |
2,070.5 |
2,115.5 |
| PP |
2,086.0 |
2,086.0 |
2,086.0 |
2,071.3 |
| S1 |
1,998.0 |
1,998.0 |
2,043.5 |
1,968.5 |
| S2 |
1,939.0 |
1,939.0 |
2,030.1 |
|
| S3 |
1,792.0 |
1,851.0 |
2,016.6 |
|
| S4 |
1,645.0 |
1,704.0 |
1,976.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,174.0 |
2,027.0 |
147.0 |
7.1% |
50.8 |
2.5% |
20% |
False |
True |
35,012 |
| 10 |
2,178.0 |
2,027.0 |
151.0 |
7.3% |
46.7 |
2.3% |
20% |
False |
True |
19,703 |
| 20 |
2,243.0 |
2,027.0 |
216.0 |
10.5% |
52.5 |
2.6% |
14% |
False |
True |
14,779 |
| 40 |
2,370.0 |
2,027.0 |
343.0 |
16.7% |
53.1 |
2.6% |
9% |
False |
True |
8,214 |
| 60 |
2,541.0 |
2,027.0 |
514.0 |
25.0% |
48.5 |
2.4% |
6% |
False |
True |
7,026 |
| 80 |
2,541.0 |
2,027.0 |
514.0 |
25.0% |
43.1 |
2.1% |
6% |
False |
True |
5,448 |
| 100 |
2,541.0 |
2,027.0 |
514.0 |
25.0% |
38.0 |
1.8% |
6% |
False |
True |
4,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.3 |
|
2.618 |
2,305.6 |
|
1.618 |
2,228.6 |
|
1.000 |
2,181.0 |
|
0.618 |
2,151.6 |
|
HIGH |
2,104.0 |
|
0.618 |
2,074.6 |
|
0.500 |
2,065.5 |
|
0.382 |
2,056.4 |
|
LOW |
2,027.0 |
|
0.618 |
1,979.4 |
|
1.000 |
1,950.0 |
|
1.618 |
1,902.4 |
|
2.618 |
1,825.4 |
|
4.250 |
1,699.8 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.5 |
2,087.5 |
| PP |
2,062.7 |
2,077.3 |
| S1 |
2,059.8 |
2,067.2 |
|