| 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 |
6,010.0 |
6,031.0 |
21.0 |
0.3% |
6,413.5 |
| High |
6,029.5 |
6,139.0 |
109.5 |
1.8% |
6,444.5 |
| Low |
5,917.5 |
6,000.0 |
82.5 |
1.4% |
6,016.0 |
| Close |
5,970.5 |
6,105.0 |
134.5 |
2.3% |
6,068.0 |
| Range |
112.0 |
139.0 |
27.0 |
24.1% |
428.5 |
| ATR |
137.9 |
140.1 |
2.2 |
1.6% |
0.0 |
| Volume |
17,703 |
10,035 |
-7,668 |
-43.3% |
12,969 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,498.3 |
6,440.7 |
6,181.5 |
|
| R3 |
6,359.3 |
6,301.7 |
6,143.2 |
|
| R2 |
6,220.3 |
6,220.3 |
6,130.5 |
|
| R1 |
6,162.7 |
6,162.7 |
6,117.7 |
6,191.5 |
| PP |
6,081.3 |
6,081.3 |
6,081.3 |
6,095.8 |
| S1 |
6,023.7 |
6,023.7 |
6,092.3 |
6,052.5 |
| S2 |
5,942.3 |
5,942.3 |
6,079.5 |
|
| S3 |
5,803.3 |
5,884.7 |
6,066.8 |
|
| S4 |
5,664.3 |
5,745.7 |
6,028.6 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,461.7 |
7,193.3 |
6,303.7 |
|
| R3 |
7,033.2 |
6,764.8 |
6,185.8 |
|
| R2 |
6,604.7 |
6,604.7 |
6,146.6 |
|
| R1 |
6,336.3 |
6,336.3 |
6,107.3 |
6,256.3 |
| PP |
6,176.2 |
6,176.2 |
6,176.2 |
6,136.1 |
| S1 |
5,907.8 |
5,907.8 |
6,028.7 |
5,827.8 |
| S2 |
5,747.7 |
5,747.7 |
5,989.4 |
|
| S3 |
5,319.2 |
5,479.3 |
5,950.2 |
|
| S4 |
4,890.7 |
5,050.8 |
5,832.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,326.0 |
5,917.5 |
408.5 |
6.7% |
139.3 |
2.3% |
46% |
False |
False |
10,149 |
| 10 |
6,444.5 |
5,917.5 |
527.0 |
8.6% |
128.2 |
2.1% |
36% |
False |
False |
6,422 |
| 20 |
6,599.0 |
5,917.5 |
681.5 |
11.2% |
125.0 |
2.0% |
28% |
False |
False |
3,504 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
135.5 |
2.2% |
19% |
False |
False |
1,879 |
| 60 |
7,217.5 |
5,917.5 |
1,300.0 |
21.3% |
127.7 |
2.1% |
14% |
False |
False |
1,914 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.3% |
116.7 |
1.9% |
14% |
False |
False |
1,495 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.3% |
104.5 |
1.7% |
14% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,729.8 |
|
2.618 |
6,502.9 |
|
1.618 |
6,363.9 |
|
1.000 |
6,278.0 |
|
0.618 |
6,224.9 |
|
HIGH |
6,139.0 |
|
0.618 |
6,085.9 |
|
0.500 |
6,069.5 |
|
0.382 |
6,053.1 |
|
LOW |
6,000.0 |
|
0.618 |
5,914.1 |
|
1.000 |
5,861.0 |
|
1.618 |
5,775.1 |
|
2.618 |
5,636.1 |
|
4.250 |
5,409.3 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,093.2 |
6,079.4 |
| PP |
6,081.3 |
6,053.8 |
| S1 |
6,069.5 |
6,028.3 |
|