| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,471.75 |
2,490.25 |
18.50 |
0.7% |
2,533.25 |
| High |
2,492.00 |
2,551.75 |
59.75 |
2.4% |
2,570.00 |
| Low |
2,459.50 |
2,487.00 |
27.50 |
1.1% |
2,454.00 |
| Close |
2,488.75 |
2,550.00 |
61.25 |
2.5% |
2,455.00 |
| Range |
32.50 |
64.75 |
32.25 |
99.2% |
116.00 |
| ATR |
46.33 |
47.65 |
1.32 |
2.8% |
0.00 |
| Volume |
209,961 |
279,489 |
69,528 |
33.1% |
1,267,970 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.75 |
2,701.75 |
2,585.50 |
|
| R3 |
2,659.00 |
2,637.00 |
2,567.75 |
|
| R2 |
2,594.25 |
2,594.25 |
2,561.75 |
|
| R1 |
2,572.25 |
2,572.25 |
2,556.00 |
2,583.25 |
| PP |
2,529.50 |
2,529.50 |
2,529.50 |
2,535.00 |
| S1 |
2,507.50 |
2,507.50 |
2,544.00 |
2,518.50 |
| S2 |
2,464.75 |
2,464.75 |
2,538.25 |
|
| S3 |
2,400.00 |
2,442.75 |
2,532.25 |
|
| S4 |
2,335.25 |
2,378.00 |
2,514.50 |
|
|
| 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 |
2,551.75 |
2,433.75 |
118.00 |
4.6% |
49.75 |
1.9% |
99% |
True |
False |
288,663 |
| 10 |
2,570.00 |
2,433.75 |
136.25 |
5.3% |
46.00 |
1.8% |
85% |
False |
False |
282,805 |
| 20 |
2,640.25 |
2,433.75 |
206.50 |
8.1% |
47.00 |
1.8% |
56% |
False |
False |
299,826 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.5% |
47.25 |
1.9% |
36% |
False |
False |
291,369 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
43.00 |
1.7% |
32% |
False |
False |
275,775 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
39.25 |
1.5% |
32% |
False |
False |
215,249 |
| 100 |
2,791.50 |
2,377.00 |
414.50 |
16.3% |
35.25 |
1.4% |
42% |
False |
False |
172,205 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
22.9% |
32.50 |
1.3% |
59% |
False |
False |
143,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.00 |
|
2.618 |
2,721.25 |
|
1.618 |
2,656.50 |
|
1.000 |
2,616.50 |
|
0.618 |
2,591.75 |
|
HIGH |
2,551.75 |
|
0.618 |
2,527.00 |
|
0.500 |
2,519.50 |
|
0.382 |
2,511.75 |
|
LOW |
2,487.00 |
|
0.618 |
2,447.00 |
|
1.000 |
2,422.25 |
|
1.618 |
2,382.25 |
|
2.618 |
2,317.50 |
|
4.250 |
2,211.75 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.75 |
2,531.00 |
| PP |
2,529.50 |
2,511.75 |
| S1 |
2,519.50 |
2,492.75 |
|