| 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 |
2,484.50 |
2,544.50 |
60.00 |
2.4% |
2,536.00 |
| High |
2,545.75 |
2,564.75 |
19.00 |
0.7% |
2,564.50 |
| Low |
2,481.50 |
2,526.25 |
44.75 |
1.8% |
2,448.75 |
| Close |
2,544.00 |
2,530.50 |
-13.50 |
-0.5% |
2,449.25 |
| Range |
64.25 |
38.50 |
-25.75 |
-40.1% |
115.75 |
| ATR |
44.83 |
44.38 |
-0.45 |
-1.0% |
0.00 |
| Volume |
16,561 |
80,645 |
64,084 |
387.0% |
1,421 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.00 |
2,631.75 |
2,551.75 |
|
| R3 |
2,617.50 |
2,593.25 |
2,541.00 |
|
| R2 |
2,579.00 |
2,579.00 |
2,537.50 |
|
| R1 |
2,554.75 |
2,554.75 |
2,534.00 |
2,547.50 |
| PP |
2,540.50 |
2,540.50 |
2,540.50 |
2,537.00 |
| S1 |
2,516.25 |
2,516.25 |
2,527.00 |
2,509.00 |
| S2 |
2,502.00 |
2,502.00 |
2,523.50 |
|
| S3 |
2,463.50 |
2,477.75 |
2,520.00 |
|
| S4 |
2,425.00 |
2,439.25 |
2,509.25 |
|
|
| 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 |
2,564.75 |
2,418.25 |
146.50 |
5.8% |
51.50 |
2.0% |
77% |
True |
False |
20,615 |
| 10 |
2,564.75 |
2,418.25 |
146.50 |
5.8% |
45.50 |
1.8% |
77% |
True |
False |
10,416 |
| 20 |
2,639.75 |
2,418.25 |
221.50 |
8.8% |
44.25 |
1.7% |
51% |
False |
False |
5,274 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.8% |
41.50 |
1.6% |
35% |
False |
False |
2,669 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
36.00 |
1.4% |
30% |
False |
False |
1,800 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
27.75 |
1.1% |
30% |
False |
False |
1,350 |
| 100 |
2,788.00 |
2,413.50 |
374.50 |
14.8% |
23.25 |
0.9% |
31% |
False |
False |
1,080 |
| 120 |
2,788.00 |
2,207.50 |
580.50 |
22.9% |
19.50 |
0.8% |
56% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.50 |
|
2.618 |
2,665.50 |
|
1.618 |
2,627.00 |
|
1.000 |
2,603.25 |
|
0.618 |
2,588.50 |
|
HIGH |
2,564.75 |
|
0.618 |
2,550.00 |
|
0.500 |
2,545.50 |
|
0.382 |
2,541.00 |
|
LOW |
2,526.25 |
|
0.618 |
2,502.50 |
|
1.000 |
2,487.75 |
|
1.618 |
2,464.00 |
|
2.618 |
2,425.50 |
|
4.250 |
2,362.50 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.50 |
2,523.50 |
| PP |
2,540.50 |
2,516.50 |
| S1 |
2,535.50 |
2,509.50 |
|