| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,447.75 |
2,464.50 |
16.75 |
0.7% |
2,536.00 |
| High |
2,472.50 |
2,487.25 |
14.75 |
0.6% |
2,564.50 |
| Low |
2,418.25 |
2,454.00 |
35.75 |
1.5% |
2,448.75 |
| Close |
2,463.00 |
2,482.75 |
19.75 |
0.8% |
2,449.25 |
| Range |
54.25 |
33.25 |
-21.00 |
-38.7% |
115.75 |
| ATR |
44.11 |
43.34 |
-0.78 |
-1.8% |
0.00 |
| Volume |
1,757 |
3,669 |
1,912 |
108.8% |
1,421 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,574.50 |
2,561.75 |
2,501.00 |
|
| R3 |
2,541.25 |
2,528.50 |
2,492.00 |
|
| R2 |
2,508.00 |
2,508.00 |
2,488.75 |
|
| R1 |
2,495.25 |
2,495.25 |
2,485.75 |
2,501.50 |
| PP |
2,474.75 |
2,474.75 |
2,474.75 |
2,477.75 |
| S1 |
2,462.00 |
2,462.00 |
2,479.75 |
2,468.50 |
| S2 |
2,441.50 |
2,441.50 |
2,476.75 |
|
| S3 |
2,408.25 |
2,428.75 |
2,473.50 |
|
| S4 |
2,375.00 |
2,395.50 |
2,464.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.75 |
2,757.75 |
2,513.00 |
|
| R3 |
2,719.00 |
2,642.00 |
2,481.00 |
|
| R2 |
2,603.25 |
2,603.25 |
2,470.50 |
|
| R1 |
2,526.25 |
2,526.25 |
2,459.75 |
2,507.00 |
| PP |
2,487.50 |
2,487.50 |
2,487.50 |
2,477.75 |
| S1 |
2,410.50 |
2,410.50 |
2,438.75 |
2,391.00 |
| S2 |
2,371.75 |
2,371.75 |
2,428.00 |
|
| S3 |
2,256.00 |
2,294.75 |
2,417.50 |
|
| S4 |
2,140.25 |
2,179.00 |
2,385.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.75 |
2,418.25 |
143.50 |
5.8% |
46.25 |
1.9% |
45% |
False |
False |
1,358 |
| 10 |
2,564.50 |
2,418.25 |
146.25 |
5.9% |
42.25 |
1.7% |
44% |
False |
False |
745 |
| 20 |
2,639.75 |
2,418.25 |
221.50 |
8.9% |
43.00 |
1.7% |
29% |
False |
False |
428 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
13.1% |
41.00 |
1.6% |
20% |
False |
False |
240 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.9% |
34.50 |
1.4% |
17% |
False |
False |
180 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.9% |
26.50 |
1.1% |
17% |
False |
False |
135 |
| 100 |
2,788.00 |
2,367.00 |
421.00 |
17.0% |
22.25 |
0.9% |
27% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.50 |
|
2.618 |
2,574.25 |
|
1.618 |
2,541.00 |
|
1.000 |
2,520.50 |
|
0.618 |
2,507.75 |
|
HIGH |
2,487.25 |
|
0.618 |
2,474.50 |
|
0.500 |
2,470.50 |
|
0.382 |
2,466.75 |
|
LOW |
2,454.00 |
|
0.618 |
2,433.50 |
|
1.000 |
2,420.75 |
|
1.618 |
2,400.25 |
|
2.618 |
2,367.00 |
|
4.250 |
2,312.75 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.75 |
2,477.50 |
| PP |
2,474.75 |
2,472.50 |
| S1 |
2,470.50 |
2,467.25 |
|