| 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 |
2,530.00 |
2,577.25 |
47.25 |
1.9% |
2,447.75 |
| High |
2,558.75 |
2,598.00 |
39.25 |
1.5% |
2,564.75 |
| Low |
2,512.00 |
2,508.25 |
-3.75 |
-0.1% |
2,418.25 |
| Close |
2,557.00 |
2,510.00 |
-47.00 |
-1.8% |
2,557.00 |
| Range |
46.75 |
89.75 |
43.00 |
92.0% |
146.50 |
| ATR |
44.55 |
47.78 |
3.23 |
7.2% |
0.00 |
| Volume |
186,107 |
355,121 |
169,014 |
90.8% |
288,739 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.00 |
2,748.75 |
2,559.25 |
|
| R3 |
2,718.25 |
2,659.00 |
2,534.75 |
|
| R2 |
2,628.50 |
2,628.50 |
2,526.50 |
|
| R1 |
2,569.25 |
2,569.25 |
2,518.25 |
2,554.00 |
| PP |
2,538.75 |
2,538.75 |
2,538.75 |
2,531.00 |
| S1 |
2,479.50 |
2,479.50 |
2,501.75 |
2,464.25 |
| S2 |
2,449.00 |
2,449.00 |
2,493.50 |
|
| S3 |
2,359.25 |
2,389.75 |
2,485.25 |
|
| S4 |
2,269.50 |
2,300.00 |
2,460.75 |
|
|
| 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 |
2,598.00 |
2,454.00 |
144.00 |
5.7% |
54.50 |
2.2% |
39% |
True |
False |
128,420 |
| 10 |
2,598.00 |
2,418.25 |
179.75 |
7.2% |
51.25 |
2.0% |
51% |
True |
False |
64,528 |
| 20 |
2,610.75 |
2,418.25 |
192.50 |
7.7% |
47.75 |
1.9% |
48% |
False |
False |
32,323 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.9% |
43.25 |
1.7% |
28% |
False |
False |
16,199 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
37.50 |
1.5% |
25% |
False |
False |
10,820 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
29.50 |
1.2% |
25% |
False |
False |
8,115 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
24.75 |
1.0% |
25% |
False |
False |
6,493 |
| 120 |
2,788.00 |
2,233.00 |
555.00 |
22.1% |
20.75 |
0.8% |
50% |
False |
False |
5,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.50 |
|
2.618 |
2,833.00 |
|
1.618 |
2,743.25 |
|
1.000 |
2,687.75 |
|
0.618 |
2,653.50 |
|
HIGH |
2,598.00 |
|
0.618 |
2,563.75 |
|
0.500 |
2,553.00 |
|
0.382 |
2,542.50 |
|
LOW |
2,508.25 |
|
0.618 |
2,452.75 |
|
1.000 |
2,418.50 |
|
1.618 |
2,363.00 |
|
2.618 |
2,273.25 |
|
4.250 |
2,126.75 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,553.00 |
2,553.00 |
| PP |
2,538.75 |
2,538.75 |
| S1 |
2,524.50 |
2,524.50 |
|