| 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 |
1,627.7 |
1,596.0 |
-31.7 |
-1.9% |
1,631.9 |
| High |
1,632.7 |
1,600.2 |
-32.5 |
-2.0% |
1,646.4 |
| Low |
1,584.7 |
1,561.9 |
-22.8 |
-1.4% |
1,561.9 |
| Close |
1,592.3 |
1,595.6 |
3.3 |
0.2% |
1,595.6 |
| Range |
48.0 |
38.3 |
-9.7 |
-20.2% |
84.5 |
| ATR |
30.2 |
30.8 |
0.6 |
1.9% |
0.0 |
| Volume |
3,817 |
4,381 |
564 |
14.8% |
16,515 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.8 |
1,686.5 |
1,616.7 |
|
| R3 |
1,662.5 |
1,648.2 |
1,606.1 |
|
| R2 |
1,624.2 |
1,624.2 |
1,602.6 |
|
| R1 |
1,609.9 |
1,609.9 |
1,599.1 |
1,597.9 |
| PP |
1,585.9 |
1,585.9 |
1,585.9 |
1,579.9 |
| S1 |
1,571.6 |
1,571.6 |
1,592.1 |
1,559.6 |
| S2 |
1,547.6 |
1,547.6 |
1,588.6 |
|
| S3 |
1,509.3 |
1,533.3 |
1,585.1 |
|
| S4 |
1,471.0 |
1,495.0 |
1,574.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.8 |
1,809.7 |
1,642.1 |
|
| R3 |
1,770.3 |
1,725.2 |
1,618.8 |
|
| R2 |
1,685.8 |
1,685.8 |
1,611.1 |
|
| R1 |
1,640.7 |
1,640.7 |
1,603.3 |
1,621.0 |
| PP |
1,601.3 |
1,601.3 |
1,601.3 |
1,591.5 |
| S1 |
1,556.2 |
1,556.2 |
1,587.9 |
1,536.5 |
| S2 |
1,516.8 |
1,516.8 |
1,580.1 |
|
| S3 |
1,432.3 |
1,471.7 |
1,572.4 |
|
| S4 |
1,347.8 |
1,387.2 |
1,549.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,646.4 |
1,561.9 |
84.5 |
5.3% |
28.2 |
1.8% |
40% |
False |
True |
3,303 |
| 10 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
34.3 |
2.1% |
53% |
False |
False |
6,523 |
| 20 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
30.3 |
1.9% |
54% |
False |
False |
6,521 |
| 40 |
1,685.6 |
1,535.4 |
150.2 |
9.4% |
24.5 |
1.5% |
40% |
False |
False |
4,748 |
| 60 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
23.7 |
1.5% |
36% |
False |
False |
4,032 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.1 |
1.6% |
23% |
False |
False |
3,558 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
24.8 |
1.6% |
23% |
False |
False |
3,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,763.0 |
|
2.618 |
1,700.5 |
|
1.618 |
1,662.2 |
|
1.000 |
1,638.5 |
|
0.618 |
1,623.9 |
|
HIGH |
1,600.2 |
|
0.618 |
1,585.6 |
|
0.500 |
1,581.1 |
|
0.382 |
1,576.5 |
|
LOW |
1,561.9 |
|
0.618 |
1,538.2 |
|
1.000 |
1,523.6 |
|
1.618 |
1,499.9 |
|
2.618 |
1,461.6 |
|
4.250 |
1,399.1 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,590.8 |
1,604.2 |
| PP |
1,585.9 |
1,601.3 |
| S1 |
1,581.1 |
1,598.5 |
|