| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,081.0 |
2,142.0 |
61.0 |
2.9% |
2,143.0 |
| High |
2,135.0 |
2,157.0 |
22.0 |
1.0% |
2,174.0 |
| Low |
2,081.0 |
2,118.0 |
37.0 |
1.8% |
2,027.0 |
| Close |
2,132.0 |
2,125.0 |
-7.0 |
-0.3% |
2,057.0 |
| Range |
54.0 |
39.0 |
-15.0 |
-27.8% |
147.0 |
| ATR |
52.5 |
51.6 |
-1.0 |
-1.8% |
0.0 |
| Volume |
47,235 |
232,702 |
185,467 |
392.6% |
175,061 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.3 |
2,226.7 |
2,146.5 |
|
| R3 |
2,211.3 |
2,187.7 |
2,135.7 |
|
| R2 |
2,172.3 |
2,172.3 |
2,132.2 |
|
| R1 |
2,148.7 |
2,148.7 |
2,128.6 |
2,141.0 |
| PP |
2,133.3 |
2,133.3 |
2,133.3 |
2,129.5 |
| S1 |
2,109.7 |
2,109.7 |
2,121.4 |
2,102.0 |
| S2 |
2,094.3 |
2,094.3 |
2,117.9 |
|
| S3 |
2,055.3 |
2,070.7 |
2,114.3 |
|
| S4 |
2,016.3 |
2,031.7 |
2,103.6 |
|
|
| 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 |
2,157.0 |
2,026.0 |
131.0 |
6.2% |
50.8 |
2.4% |
76% |
True |
False |
86,457 |
| 10 |
2,174.0 |
2,026.0 |
148.0 |
7.0% |
47.1 |
2.2% |
67% |
False |
False |
52,482 |
| 20 |
2,224.0 |
2,026.0 |
198.0 |
9.3% |
48.4 |
2.3% |
50% |
False |
False |
28,932 |
| 40 |
2,297.0 |
2,026.0 |
271.0 |
12.8% |
52.1 |
2.5% |
37% |
False |
False |
16,417 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
49.3 |
2.3% |
19% |
False |
False |
12,341 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
44.6 |
2.1% |
19% |
False |
False |
9,739 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
38.4 |
1.8% |
19% |
False |
False |
7,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.8 |
|
2.618 |
2,259.1 |
|
1.618 |
2,220.1 |
|
1.000 |
2,196.0 |
|
0.618 |
2,181.1 |
|
HIGH |
2,157.0 |
|
0.618 |
2,142.1 |
|
0.500 |
2,137.5 |
|
0.382 |
2,132.9 |
|
LOW |
2,118.0 |
|
0.618 |
2,093.9 |
|
1.000 |
2,079.0 |
|
1.618 |
2,054.9 |
|
2.618 |
2,015.9 |
|
4.250 |
1,952.3 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.5 |
2,118.5 |
| PP |
2,133.3 |
2,112.0 |
| S1 |
2,129.2 |
2,105.5 |
|