| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,077.0 |
2,081.0 |
4.0 |
0.2% |
2,143.0 |
| High |
2,083.0 |
2,135.0 |
52.0 |
2.5% |
2,174.0 |
| Low |
2,054.0 |
2,081.0 |
27.0 |
1.3% |
2,027.0 |
| Close |
2,071.0 |
2,132.0 |
61.0 |
2.9% |
2,057.0 |
| Range |
29.0 |
54.0 |
25.0 |
86.2% |
147.0 |
| ATR |
51.7 |
52.5 |
0.9 |
1.7% |
0.0 |
| Volume |
41,039 |
47,235 |
6,196 |
15.1% |
175,061 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.0 |
2,259.0 |
2,161.7 |
|
| R3 |
2,224.0 |
2,205.0 |
2,146.9 |
|
| R2 |
2,170.0 |
2,170.0 |
2,141.9 |
|
| R1 |
2,151.0 |
2,151.0 |
2,137.0 |
2,160.5 |
| PP |
2,116.0 |
2,116.0 |
2,116.0 |
2,120.8 |
| S1 |
2,097.0 |
2,097.0 |
2,127.1 |
2,106.5 |
| S2 |
2,062.0 |
2,062.0 |
2,122.1 |
|
| S3 |
2,008.0 |
2,043.0 |
2,117.2 |
|
| S4 |
1,954.0 |
1,989.0 |
2,102.3 |
|
|
| 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 |
2,135.0 |
2,026.0 |
109.0 |
5.1% |
50.6 |
2.4% |
97% |
True |
False |
41,813 |
| 10 |
2,174.0 |
2,026.0 |
148.0 |
6.9% |
48.1 |
2.3% |
72% |
False |
False |
29,264 |
| 20 |
2,224.0 |
2,026.0 |
198.0 |
9.3% |
49.0 |
2.3% |
54% |
False |
False |
17,567 |
| 40 |
2,297.0 |
2,026.0 |
271.0 |
12.7% |
52.3 |
2.5% |
39% |
False |
False |
10,670 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
49.0 |
2.3% |
21% |
False |
False |
8,492 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
44.2 |
2.1% |
21% |
False |
False |
6,830 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
38.4 |
1.8% |
21% |
False |
False |
5,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,364.5 |
|
2.618 |
2,276.4 |
|
1.618 |
2,222.4 |
|
1.000 |
2,189.0 |
|
0.618 |
2,168.4 |
|
HIGH |
2,135.0 |
|
0.618 |
2,114.4 |
|
0.500 |
2,108.0 |
|
0.382 |
2,101.6 |
|
LOW |
2,081.0 |
|
0.618 |
2,047.6 |
|
1.000 |
2,027.0 |
|
1.618 |
1,993.6 |
|
2.618 |
1,939.6 |
|
4.250 |
1,851.5 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.0 |
2,114.8 |
| PP |
2,116.0 |
2,097.7 |
| S1 |
2,108.0 |
2,080.5 |
|