| 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 |
2,464.50 |
2,484.50 |
20.00 |
0.8% |
2,536.00 |
| High |
2,487.25 |
2,545.75 |
58.50 |
2.4% |
2,564.50 |
| Low |
2,454.00 |
2,481.50 |
27.50 |
1.1% |
2,448.75 |
| Close |
2,482.75 |
2,544.00 |
61.25 |
2.5% |
2,449.25 |
| Range |
33.25 |
64.25 |
31.00 |
93.2% |
115.75 |
| ATR |
43.34 |
44.83 |
1.49 |
3.4% |
0.00 |
| Volume |
3,669 |
16,561 |
12,892 |
351.4% |
1,421 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.50 |
2,694.50 |
2,579.25 |
|
| R3 |
2,652.25 |
2,630.25 |
2,561.75 |
|
| R2 |
2,588.00 |
2,588.00 |
2,555.75 |
|
| R1 |
2,566.00 |
2,566.00 |
2,550.00 |
2,577.00 |
| PP |
2,523.75 |
2,523.75 |
2,523.75 |
2,529.25 |
| S1 |
2,501.75 |
2,501.75 |
2,538.00 |
2,512.75 |
| S2 |
2,459.50 |
2,459.50 |
2,532.25 |
|
| S3 |
2,395.25 |
2,437.50 |
2,526.25 |
|
| S4 |
2,331.00 |
2,373.25 |
2,508.75 |
|
|
| 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 |
2,545.75 |
2,418.25 |
127.50 |
5.0% |
50.00 |
2.0% |
99% |
True |
False |
4,650 |
| 10 |
2,564.50 |
2,418.25 |
146.25 |
5.7% |
45.75 |
1.8% |
86% |
False |
False |
2,377 |
| 20 |
2,639.75 |
2,418.25 |
221.50 |
8.7% |
44.50 |
1.8% |
57% |
False |
False |
1,253 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
41.25 |
1.6% |
39% |
False |
False |
654 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
35.50 |
1.4% |
34% |
False |
False |
456 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
27.50 |
1.1% |
34% |
False |
False |
342 |
| 100 |
2,788.00 |
2,375.00 |
413.00 |
16.2% |
23.00 |
0.9% |
41% |
False |
False |
274 |
| 120 |
2,788.00 |
2,207.50 |
580.50 |
22.8% |
19.25 |
0.8% |
58% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.75 |
|
2.618 |
2,714.00 |
|
1.618 |
2,649.75 |
|
1.000 |
2,610.00 |
|
0.618 |
2,585.50 |
|
HIGH |
2,545.75 |
|
0.618 |
2,521.25 |
|
0.500 |
2,513.50 |
|
0.382 |
2,506.00 |
|
LOW |
2,481.50 |
|
0.618 |
2,441.75 |
|
1.000 |
2,417.25 |
|
1.618 |
2,377.50 |
|
2.618 |
2,313.25 |
|
4.250 |
2,208.50 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,534.00 |
2,523.25 |
| PP |
2,523.75 |
2,502.75 |
| S1 |
2,513.50 |
2,482.00 |
|