| 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 |
6,031.0 |
6,150.0 |
119.0 |
2.0% |
6,413.5 |
| High |
6,139.0 |
6,236.0 |
97.0 |
1.6% |
6,444.5 |
| Low |
6,000.0 |
6,104.0 |
104.0 |
1.7% |
6,016.0 |
| Close |
6,105.0 |
6,142.0 |
37.0 |
0.6% |
6,068.0 |
| Range |
139.0 |
132.0 |
-7.0 |
-5.0% |
428.5 |
| ATR |
140.1 |
139.5 |
-0.6 |
-0.4% |
0.0 |
| Volume |
10,035 |
7,833 |
-2,202 |
-21.9% |
12,969 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,556.7 |
6,481.3 |
6,214.6 |
|
| R3 |
6,424.7 |
6,349.3 |
6,178.3 |
|
| R2 |
6,292.7 |
6,292.7 |
6,166.2 |
|
| R1 |
6,217.3 |
6,217.3 |
6,154.1 |
6,189.0 |
| PP |
6,160.7 |
6,160.7 |
6,160.7 |
6,146.5 |
| S1 |
6,085.3 |
6,085.3 |
6,129.9 |
6,057.0 |
| S2 |
6,028.7 |
6,028.7 |
6,117.8 |
|
| S3 |
5,896.7 |
5,953.3 |
6,105.7 |
|
| S4 |
5,764.7 |
5,821.3 |
6,069.4 |
|
|
| 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 |
6,262.5 |
5,917.5 |
345.0 |
5.6% |
143.2 |
2.3% |
65% |
False |
False |
11,541 |
| 10 |
6,444.5 |
5,917.5 |
527.0 |
8.6% |
130.8 |
2.1% |
43% |
False |
False |
6,798 |
| 20 |
6,599.0 |
5,917.5 |
681.5 |
11.1% |
126.4 |
2.1% |
33% |
False |
False |
3,882 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
136.0 |
2.2% |
23% |
False |
False |
2,071 |
| 60 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
128.7 |
2.1% |
17% |
False |
False |
2,001 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
117.8 |
1.9% |
17% |
False |
False |
1,592 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
104.7 |
1.7% |
17% |
False |
False |
1,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,797.0 |
|
2.618 |
6,581.6 |
|
1.618 |
6,449.6 |
|
1.000 |
6,368.0 |
|
0.618 |
6,317.6 |
|
HIGH |
6,236.0 |
|
0.618 |
6,185.6 |
|
0.500 |
6,170.0 |
|
0.382 |
6,154.4 |
|
LOW |
6,104.0 |
|
0.618 |
6,022.4 |
|
1.000 |
5,972.0 |
|
1.618 |
5,890.4 |
|
2.618 |
5,758.4 |
|
4.250 |
5,543.0 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,170.0 |
6,120.3 |
| PP |
6,160.7 |
6,098.5 |
| S1 |
6,151.3 |
6,076.8 |
|