| 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 |
1,629.1 |
1,595.0 |
-34.1 |
-2.1% |
1,626.3 |
| High |
1,631.2 |
1,597.9 |
-33.3 |
-2.0% |
1,644.0 |
| Low |
1,584.8 |
1,558.4 |
-26.4 |
-1.7% |
1,558.4 |
| Close |
1,590.1 |
1,593.5 |
3.4 |
0.2% |
1,593.5 |
| Range |
46.4 |
39.5 |
-6.9 |
-14.9% |
85.6 |
| ATR |
28.9 |
29.6 |
0.8 |
2.6% |
0.0 |
| Volume |
649 |
1,511 |
862 |
132.8% |
9,357 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.8 |
1,687.1 |
1,615.2 |
|
| R3 |
1,662.3 |
1,647.6 |
1,604.4 |
|
| R2 |
1,622.8 |
1,622.8 |
1,600.7 |
|
| R1 |
1,608.1 |
1,608.1 |
1,597.1 |
1,595.7 |
| PP |
1,583.3 |
1,583.3 |
1,583.3 |
1,577.1 |
| S1 |
1,568.6 |
1,568.6 |
1,589.9 |
1,556.2 |
| S2 |
1,543.8 |
1,543.8 |
1,586.3 |
|
| S3 |
1,504.3 |
1,529.1 |
1,582.6 |
|
| S4 |
1,464.8 |
1,489.6 |
1,571.8 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.4 |
1,810.1 |
1,640.6 |
|
| R3 |
1,769.8 |
1,724.5 |
1,617.0 |
|
| R2 |
1,684.2 |
1,684.2 |
1,609.2 |
|
| R1 |
1,638.9 |
1,638.9 |
1,601.3 |
1,618.8 |
| PP |
1,598.6 |
1,598.6 |
1,598.6 |
1,588.6 |
| S1 |
1,553.3 |
1,553.3 |
1,585.7 |
1,533.2 |
| S2 |
1,513.0 |
1,513.0 |
1,577.8 |
|
| S3 |
1,427.4 |
1,467.7 |
1,570.0 |
|
| S4 |
1,341.8 |
1,382.1 |
1,546.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,644.0 |
1,558.4 |
85.6 |
5.4% |
27.4 |
1.7% |
41% |
False |
True |
1,871 |
| 10 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
33.6 |
2.1% |
54% |
False |
False |
2,386 |
| 20 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
29.3 |
1.8% |
54% |
False |
False |
2,063 |
| 40 |
1,679.9 |
1,534.3 |
145.6 |
9.1% |
22.9 |
1.4% |
41% |
False |
False |
1,565 |
| 60 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
21.6 |
1.4% |
35% |
False |
False |
1,248 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
21.1 |
1.3% |
22% |
False |
False |
1,117 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
19.4 |
1.2% |
22% |
False |
False |
952 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
18.4 |
1.2% |
22% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,765.8 |
|
2.618 |
1,701.3 |
|
1.618 |
1,661.8 |
|
1.000 |
1,637.4 |
|
0.618 |
1,622.3 |
|
HIGH |
1,597.9 |
|
0.618 |
1,582.8 |
|
0.500 |
1,578.2 |
|
0.382 |
1,573.5 |
|
LOW |
1,558.4 |
|
0.618 |
1,534.0 |
|
1.000 |
1,518.9 |
|
1.618 |
1,494.5 |
|
2.618 |
1,455.0 |
|
4.250 |
1,390.5 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,588.4 |
1,601.2 |
| PP |
1,583.3 |
1,598.6 |
| S1 |
1,578.2 |
1,596.1 |
|