| 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 |
1,596.0 |
1,600.7 |
4.7 |
0.3% |
1,631.9 |
| High |
1,600.2 |
1,613.5 |
13.3 |
0.8% |
1,646.4 |
| Low |
1,561.9 |
1,588.0 |
26.1 |
1.7% |
1,561.9 |
| Close |
1,595.6 |
1,601.0 |
5.4 |
0.3% |
1,595.6 |
| Range |
38.3 |
25.5 |
-12.8 |
-33.4% |
84.5 |
| ATR |
30.8 |
30.4 |
-0.4 |
-1.2% |
0.0 |
| Volume |
4,381 |
3,212 |
-1,169 |
-26.7% |
16,515 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.3 |
1,664.7 |
1,615.0 |
|
| R3 |
1,651.8 |
1,639.2 |
1,608.0 |
|
| R2 |
1,626.3 |
1,626.3 |
1,605.7 |
|
| R1 |
1,613.7 |
1,613.7 |
1,603.3 |
1,620.0 |
| PP |
1,600.8 |
1,600.8 |
1,600.8 |
1,604.0 |
| S1 |
1,588.2 |
1,588.2 |
1,598.7 |
1,594.5 |
| S2 |
1,575.3 |
1,575.3 |
1,596.3 |
|
| S3 |
1,549.8 |
1,562.7 |
1,594.0 |
|
| S4 |
1,524.3 |
1,537.2 |
1,587.0 |
|
|
| 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% |
29.6 |
1.8% |
46% |
False |
False |
2,959 |
| 10 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
34.6 |
2.2% |
58% |
False |
False |
6,111 |
| 20 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
30.6 |
1.9% |
59% |
False |
False |
6,503 |
| 40 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
24.4 |
1.5% |
46% |
False |
False |
4,761 |
| 60 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
23.6 |
1.5% |
39% |
False |
False |
4,030 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.2 |
1.6% |
25% |
False |
False |
3,547 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
24.9 |
1.6% |
25% |
False |
False |
3,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,721.9 |
|
2.618 |
1,680.3 |
|
1.618 |
1,654.8 |
|
1.000 |
1,639.0 |
|
0.618 |
1,629.3 |
|
HIGH |
1,613.5 |
|
0.618 |
1,603.8 |
|
0.500 |
1,600.8 |
|
0.382 |
1,597.7 |
|
LOW |
1,588.0 |
|
0.618 |
1,572.2 |
|
1.000 |
1,562.5 |
|
1.618 |
1,546.7 |
|
2.618 |
1,521.2 |
|
4.250 |
1,479.6 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,600.9 |
1,599.8 |
| PP |
1,600.8 |
1,598.5 |
| S1 |
1,600.8 |
1,597.3 |
|