| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,531.75 |
2,520.00 |
-11.75 |
-0.5% |
2,533.25 |
| High |
2,542.50 |
2,522.00 |
-20.50 |
-0.8% |
2,570.00 |
| Low |
2,506.00 |
2,454.00 |
-52.00 |
-2.1% |
2,454.00 |
| Close |
2,524.00 |
2,455.00 |
-69.00 |
-2.7% |
2,455.00 |
| Range |
36.50 |
68.00 |
31.50 |
86.3% |
116.00 |
| ATR |
45.73 |
47.47 |
1.73 |
3.8% |
0.00 |
| Volume |
307,420 |
362,792 |
55,372 |
18.0% |
1,267,970 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.00 |
2,636.00 |
2,492.50 |
|
| R3 |
2,613.00 |
2,568.00 |
2,473.75 |
|
| R2 |
2,545.00 |
2,545.00 |
2,467.50 |
|
| R1 |
2,500.00 |
2,500.00 |
2,461.25 |
2,488.50 |
| PP |
2,477.00 |
2,477.00 |
2,477.00 |
2,471.25 |
| S1 |
2,432.00 |
2,432.00 |
2,448.75 |
2,420.50 |
| S2 |
2,409.00 |
2,409.00 |
2,442.50 |
|
| S3 |
2,341.00 |
2,364.00 |
2,436.25 |
|
| S4 |
2,273.00 |
2,296.00 |
2,417.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.00 |
2,764.00 |
2,518.75 |
|
| R3 |
2,725.00 |
2,648.00 |
2,487.00 |
|
| R2 |
2,609.00 |
2,609.00 |
2,476.25 |
|
| R1 |
2,532.00 |
2,532.00 |
2,465.75 |
2,512.50 |
| PP |
2,493.00 |
2,493.00 |
2,493.00 |
2,483.25 |
| S1 |
2,416.00 |
2,416.00 |
2,444.25 |
2,396.50 |
| S2 |
2,377.00 |
2,377.00 |
2,433.75 |
|
| S3 |
2,261.00 |
2,300.00 |
2,423.00 |
|
| S4 |
2,145.00 |
2,184.00 |
2,391.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.00 |
2,454.00 |
116.00 |
4.7% |
43.25 |
1.8% |
1% |
False |
True |
290,976 |
| 10 |
2,570.00 |
2,454.00 |
116.00 |
4.7% |
49.25 |
2.0% |
1% |
False |
True |
306,887 |
| 20 |
2,700.50 |
2,454.00 |
246.50 |
10.0% |
49.50 |
2.0% |
0% |
False |
True |
305,421 |
| 40 |
2,760.75 |
2,454.00 |
306.75 |
12.5% |
47.00 |
1.9% |
0% |
False |
True |
292,095 |
| 60 |
2,791.50 |
2,454.00 |
337.50 |
13.7% |
42.00 |
1.7% |
0% |
False |
True |
273,440 |
| 80 |
2,791.50 |
2,454.00 |
337.50 |
13.7% |
38.25 |
1.6% |
0% |
False |
True |
205,587 |
| 100 |
2,791.50 |
2,350.00 |
441.50 |
18.0% |
34.50 |
1.4% |
24% |
False |
False |
164,475 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.8% |
31.75 |
1.3% |
42% |
False |
False |
137,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.00 |
|
2.618 |
2,700.00 |
|
1.618 |
2,632.00 |
|
1.000 |
2,590.00 |
|
0.618 |
2,564.00 |
|
HIGH |
2,522.00 |
|
0.618 |
2,496.00 |
|
0.500 |
2,488.00 |
|
0.382 |
2,480.00 |
|
LOW |
2,454.00 |
|
0.618 |
2,412.00 |
|
1.000 |
2,386.00 |
|
1.618 |
2,344.00 |
|
2.618 |
2,276.00 |
|
4.250 |
2,165.00 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,488.00 |
2,507.50 |
| PP |
2,477.00 |
2,490.00 |
| S1 |
2,466.00 |
2,472.50 |
|