| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,544.50 |
2,530.00 |
-14.50 |
-0.6% |
2,447.75 |
| High |
2,564.75 |
2,558.75 |
-6.00 |
-0.2% |
2,564.75 |
| Low |
2,526.25 |
2,512.00 |
-14.25 |
-0.6% |
2,418.25 |
| Close |
2,530.50 |
2,557.00 |
26.50 |
1.0% |
2,557.00 |
| Range |
38.50 |
46.75 |
8.25 |
21.4% |
146.50 |
| ATR |
44.38 |
44.55 |
0.17 |
0.4% |
0.00 |
| Volume |
80,645 |
186,107 |
105,462 |
130.8% |
288,739 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.75 |
2,666.75 |
2,582.75 |
|
| R3 |
2,636.00 |
2,620.00 |
2,569.75 |
|
| R2 |
2,589.25 |
2,589.25 |
2,565.50 |
|
| R1 |
2,573.25 |
2,573.25 |
2,561.25 |
2,581.25 |
| PP |
2,542.50 |
2,542.50 |
2,542.50 |
2,546.50 |
| S1 |
2,526.50 |
2,526.50 |
2,552.75 |
2,534.50 |
| S2 |
2,495.75 |
2,495.75 |
2,548.50 |
|
| S3 |
2,449.00 |
2,479.75 |
2,544.25 |
|
| S4 |
2,402.25 |
2,433.00 |
2,531.25 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.75 |
2,901.50 |
2,637.50 |
|
| R3 |
2,806.25 |
2,755.00 |
2,597.25 |
|
| R2 |
2,659.75 |
2,659.75 |
2,583.75 |
|
| R1 |
2,608.50 |
2,608.50 |
2,570.50 |
2,634.00 |
| PP |
2,513.25 |
2,513.25 |
2,513.25 |
2,526.25 |
| S1 |
2,462.00 |
2,462.00 |
2,543.50 |
2,487.50 |
| S2 |
2,366.75 |
2,366.75 |
2,530.25 |
|
| S3 |
2,220.25 |
2,315.50 |
2,516.75 |
|
| S4 |
2,073.75 |
2,169.00 |
2,476.50 |
|
|
| 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 |
5.7% |
47.50 |
1.9% |
95% |
False |
False |
57,747 |
| 10 |
2,564.75 |
2,418.25 |
146.50 |
5.7% |
45.75 |
1.8% |
95% |
False |
False |
29,020 |
| 20 |
2,633.00 |
2,418.25 |
214.75 |
8.4% |
44.75 |
1.8% |
65% |
False |
False |
14,568 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
42.00 |
1.6% |
43% |
False |
False |
7,322 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
36.25 |
1.4% |
38% |
False |
False |
4,902 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
28.50 |
1.1% |
38% |
False |
False |
3,676 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
23.75 |
0.9% |
38% |
False |
False |
2,941 |
| 120 |
2,788.00 |
2,207.50 |
580.50 |
22.7% |
20.00 |
0.8% |
60% |
False |
False |
2,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.50 |
|
2.618 |
2,681.25 |
|
1.618 |
2,634.50 |
|
1.000 |
2,605.50 |
|
0.618 |
2,587.75 |
|
HIGH |
2,558.75 |
|
0.618 |
2,541.00 |
|
0.500 |
2,535.50 |
|
0.382 |
2,529.75 |
|
LOW |
2,512.00 |
|
0.618 |
2,483.00 |
|
1.000 |
2,465.25 |
|
1.618 |
2,436.25 |
|
2.618 |
2,389.50 |
|
4.250 |
2,313.25 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,549.75 |
2,545.75 |
| PP |
2,542.50 |
2,534.50 |
| S1 |
2,535.50 |
2,523.00 |
|