| 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 |
1,595.0 |
1,605.0 |
10.0 |
0.6% |
1,626.3 |
| High |
1,597.9 |
1,607.0 |
9.1 |
0.6% |
1,644.0 |
| Low |
1,558.4 |
1,584.9 |
26.5 |
1.7% |
1,558.4 |
| Close |
1,593.5 |
1,598.9 |
5.4 |
0.3% |
1,593.5 |
| Range |
39.5 |
22.1 |
-17.4 |
-44.1% |
85.6 |
| ATR |
29.6 |
29.1 |
-0.5 |
-1.8% |
0.0 |
| Volume |
1,511 |
3,078 |
1,567 |
103.7% |
9,357 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,663.2 |
1,653.2 |
1,611.1 |
|
| R3 |
1,641.1 |
1,631.1 |
1,605.0 |
|
| R2 |
1,619.0 |
1,619.0 |
1,603.0 |
|
| R1 |
1,609.0 |
1,609.0 |
1,600.9 |
1,603.0 |
| PP |
1,596.9 |
1,596.9 |
1,596.9 |
1,593.9 |
| S1 |
1,586.9 |
1,586.9 |
1,596.9 |
1,580.9 |
| S2 |
1,574.8 |
1,574.8 |
1,594.8 |
|
| S3 |
1,552.7 |
1,564.8 |
1,592.8 |
|
| S4 |
1,530.6 |
1,542.7 |
1,586.7 |
|
|
| 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% |
28.5 |
1.8% |
47% |
False |
False |
1,330 |
| 10 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
33.8 |
2.1% |
59% |
False |
False |
2,447 |
| 20 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
29.7 |
1.9% |
59% |
False |
False |
2,149 |
| 40 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
22.9 |
1.4% |
46% |
False |
False |
1,590 |
| 60 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
21.6 |
1.4% |
39% |
False |
False |
1,288 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
21.3 |
1.3% |
24% |
False |
False |
1,149 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
19.4 |
1.2% |
24% |
False |
False |
979 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
18.4 |
1.2% |
24% |
False |
False |
904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,700.9 |
|
2.618 |
1,664.9 |
|
1.618 |
1,642.8 |
|
1.000 |
1,629.1 |
|
0.618 |
1,620.7 |
|
HIGH |
1,607.0 |
|
0.618 |
1,598.6 |
|
0.500 |
1,596.0 |
|
0.382 |
1,593.3 |
|
LOW |
1,584.9 |
|
0.618 |
1,571.2 |
|
1.000 |
1,562.8 |
|
1.618 |
1,549.1 |
|
2.618 |
1,527.0 |
|
4.250 |
1,491.0 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.9 |
1,597.5 |
| PP |
1,596.9 |
1,596.2 |
| S1 |
1,596.0 |
1,594.8 |
|