| 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 |
2,097.0 |
2,030.0 |
-67.0 |
-3.2% |
2,143.0 |
| High |
2,104.0 |
2,081.0 |
-23.0 |
-1.1% |
2,174.0 |
| Low |
2,027.0 |
2,026.0 |
-1.0 |
0.0% |
2,027.0 |
| Close |
2,057.0 |
2,065.0 |
8.0 |
0.4% |
2,057.0 |
| Range |
77.0 |
55.0 |
-22.0 |
-28.6% |
147.0 |
| ATR |
53.3 |
53.4 |
0.1 |
0.2% |
0.0 |
| Volume |
88,911 |
22,400 |
-66,511 |
-74.8% |
175,061 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.3 |
2,198.7 |
2,095.3 |
|
| R3 |
2,167.3 |
2,143.7 |
2,080.1 |
|
| R2 |
2,112.3 |
2,112.3 |
2,075.1 |
|
| R1 |
2,088.7 |
2,088.7 |
2,070.0 |
2,100.5 |
| PP |
2,057.3 |
2,057.3 |
2,057.3 |
2,063.3 |
| S1 |
2,033.7 |
2,033.7 |
2,060.0 |
2,045.5 |
| S2 |
2,002.3 |
2,002.3 |
2,054.9 |
|
| S3 |
1,947.3 |
1,978.7 |
2,049.9 |
|
| S4 |
1,892.3 |
1,923.7 |
2,034.8 |
|
|
| 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 |
2,156.0 |
2,026.0 |
130.0 |
6.3% |
52.0 |
2.5% |
30% |
False |
True |
39,303 |
| 10 |
2,178.0 |
2,026.0 |
152.0 |
7.4% |
48.4 |
2.3% |
26% |
False |
True |
21,913 |
| 20 |
2,238.0 |
2,026.0 |
212.0 |
10.3% |
50.5 |
2.4% |
18% |
False |
True |
15,705 |
| 40 |
2,335.0 |
2,026.0 |
309.0 |
15.0% |
53.2 |
2.6% |
13% |
False |
True |
8,505 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
49.0 |
2.4% |
8% |
False |
True |
7,329 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
43.5 |
2.1% |
8% |
False |
True |
5,727 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
38.5 |
1.9% |
8% |
False |
True |
4,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.8 |
|
2.618 |
2,225.0 |
|
1.618 |
2,170.0 |
|
1.000 |
2,136.0 |
|
0.618 |
2,115.0 |
|
HIGH |
2,081.0 |
|
0.618 |
2,060.0 |
|
0.500 |
2,053.5 |
|
0.382 |
2,047.0 |
|
LOW |
2,026.0 |
|
0.618 |
1,992.0 |
|
1.000 |
1,971.0 |
|
1.618 |
1,937.0 |
|
2.618 |
1,882.0 |
|
4.250 |
1,792.3 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.2 |
2,073.0 |
| PP |
2,057.3 |
2,070.3 |
| S1 |
2,053.5 |
2,067.7 |
|