| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,129.5 |
6,304.5 |
175.0 |
2.9% |
5,988.5 |
| High |
6,173.5 |
6,322.5 |
149.0 |
2.4% |
6,236.0 |
| Low |
6,057.0 |
6,103.0 |
46.0 |
0.8% |
5,917.5 |
| Close |
6,165.5 |
6,141.0 |
-24.5 |
-0.4% |
6,165.5 |
| Range |
116.5 |
219.5 |
103.0 |
88.4% |
318.5 |
| ATR |
137.8 |
143.7 |
5.8 |
4.2% |
0.0 |
| Volume |
21,610 |
43,405 |
21,795 |
100.9% |
70,226 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.3 |
6,713.7 |
6,261.7 |
|
| R3 |
6,627.8 |
6,494.2 |
6,201.4 |
|
| R2 |
6,408.3 |
6,408.3 |
6,181.2 |
|
| R1 |
6,274.7 |
6,274.7 |
6,161.1 |
6,231.8 |
| PP |
6,188.8 |
6,188.8 |
6,188.8 |
6,167.4 |
| S1 |
6,055.2 |
6,055.2 |
6,120.9 |
6,012.3 |
| S2 |
5,969.3 |
5,969.3 |
6,100.8 |
|
| S3 |
5,749.8 |
5,835.7 |
6,080.6 |
|
| S4 |
5,530.3 |
5,616.2 |
6,020.3 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
6,932.2 |
6,340.7 |
|
| R3 |
6,743.3 |
6,613.7 |
6,253.1 |
|
| R2 |
6,424.8 |
6,424.8 |
6,223.9 |
|
| R1 |
6,295.2 |
6,295.2 |
6,194.7 |
6,360.0 |
| PP |
6,106.3 |
6,106.3 |
6,106.3 |
6,138.8 |
| S1 |
5,976.7 |
5,976.7 |
6,136.3 |
6,041.5 |
| S2 |
5,787.8 |
5,787.8 |
6,107.1 |
|
| S3 |
5,469.3 |
5,658.2 |
6,077.9 |
|
| S4 |
5,150.8 |
5,339.7 |
5,990.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.5 |
5,917.5 |
405.0 |
6.6% |
143.8 |
2.3% |
55% |
True |
False |
20,117 |
| 10 |
6,444.5 |
5,917.5 |
527.0 |
8.6% |
140.5 |
2.3% |
42% |
False |
False |
12,647 |
| 20 |
6,517.5 |
5,917.5 |
600.0 |
9.8% |
131.3 |
2.1% |
37% |
False |
False |
7,112 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
136.5 |
2.2% |
23% |
False |
False |
3,690 |
| 60 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
131.2 |
2.1% |
17% |
False |
False |
2,753 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
119.8 |
2.0% |
17% |
False |
False |
2,404 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
107.0 |
1.7% |
17% |
False |
False |
1,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,255.4 |
|
2.618 |
6,897.2 |
|
1.618 |
6,677.7 |
|
1.000 |
6,542.0 |
|
0.618 |
6,458.2 |
|
HIGH |
6,322.5 |
|
0.618 |
6,238.7 |
|
0.500 |
6,212.8 |
|
0.382 |
6,186.8 |
|
LOW |
6,103.0 |
|
0.618 |
5,967.3 |
|
1.000 |
5,883.5 |
|
1.618 |
5,747.8 |
|
2.618 |
5,528.3 |
|
4.250 |
5,170.1 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.8 |
6,189.8 |
| PP |
6,188.8 |
6,173.5 |
| S1 |
6,164.9 |
6,157.3 |
|