| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
4,052.0 |
4,003.0 |
-49.0 |
-1.2% |
4,045.0 |
| High |
4,080.0 |
4,012.0 |
-68.0 |
-1.7% |
4,121.0 |
| Low |
4,035.0 |
3,988.0 |
-47.0 |
-1.2% |
4,033.0 |
| Close |
4,070.0 |
3,997.0 |
-73.0 |
-1.8% |
4,070.0 |
| Range |
45.0 |
24.0 |
-21.0 |
-46.7% |
88.0 |
| ATR |
53.5 |
55.6 |
2.0 |
3.8% |
0.0 |
| Volume |
30,057 |
28,812 |
-1,245 |
-4.1% |
140,430 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.0 |
4,058.0 |
4,010.2 |
|
| R3 |
4,047.0 |
4,034.0 |
4,003.6 |
|
| R2 |
4,023.0 |
4,023.0 |
4,001.4 |
|
| R1 |
4,010.0 |
4,010.0 |
3,999.2 |
4,004.5 |
| PP |
3,999.0 |
3,999.0 |
3,999.0 |
3,996.3 |
| S1 |
3,986.0 |
3,986.0 |
3,994.8 |
3,980.5 |
| S2 |
3,975.0 |
3,975.0 |
3,992.6 |
|
| S3 |
3,951.0 |
3,962.0 |
3,990.4 |
|
| S4 |
3,927.0 |
3,938.0 |
3,983.8 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,338.7 |
4,292.3 |
4,118.4 |
|
| R3 |
4,250.7 |
4,204.3 |
4,094.2 |
|
| R2 |
4,162.7 |
4,162.7 |
4,086.1 |
|
| R1 |
4,116.3 |
4,116.3 |
4,078.1 |
4,139.5 |
| PP |
4,074.7 |
4,074.7 |
4,074.7 |
4,086.3 |
| S1 |
4,028.3 |
4,028.3 |
4,061.9 |
4,051.5 |
| S2 |
3,986.7 |
3,986.7 |
4,053.9 |
|
| S3 |
3,898.7 |
3,940.3 |
4,045.8 |
|
| S4 |
3,810.7 |
3,852.3 |
4,021.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,121.0 |
3,988.0 |
133.0 |
3.3% |
47.6 |
1.2% |
7% |
False |
True |
29,849 |
| 10 |
4,136.0 |
3,988.0 |
148.0 |
3.7% |
46.4 |
1.2% |
6% |
False |
True |
29,012 |
| 20 |
4,328.0 |
3,988.0 |
340.0 |
8.5% |
47.7 |
1.2% |
3% |
False |
True |
30,882 |
| 40 |
4,448.0 |
3,988.0 |
460.0 |
11.5% |
40.4 |
1.0% |
2% |
False |
True |
27,200 |
| 60 |
4,448.0 |
3,988.0 |
460.0 |
11.5% |
38.9 |
1.0% |
2% |
False |
True |
28,559 |
| 80 |
4,448.0 |
3,988.0 |
460.0 |
11.5% |
31.5 |
0.8% |
2% |
False |
True |
21,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,114.0 |
|
2.618 |
4,074.8 |
|
1.618 |
4,050.8 |
|
1.000 |
4,036.0 |
|
0.618 |
4,026.8 |
|
HIGH |
4,012.0 |
|
0.618 |
4,002.8 |
|
0.500 |
4,000.0 |
|
0.382 |
3,997.2 |
|
LOW |
3,988.0 |
|
0.618 |
3,973.2 |
|
1.000 |
3,964.0 |
|
1.618 |
3,949.2 |
|
2.618 |
3,925.2 |
|
4.250 |
3,886.0 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,000.0 |
4,039.5 |
| PP |
3,999.0 |
4,025.3 |
| S1 |
3,998.0 |
4,011.2 |
|