| 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 |
6,269.5 |
5,980.0 |
-289.5 |
-4.6% |
6,345.0 |
| High |
6,269.5 |
6,032.0 |
-237.5 |
-3.8% |
6,443.5 |
| Low |
6,008.5 |
5,942.0 |
-66.5 |
-1.1% |
6,008.5 |
| Close |
6,029.0 |
5,979.5 |
-49.5 |
-0.8% |
6,029.0 |
| Range |
261.0 |
90.0 |
-171.0 |
-65.5% |
435.0 |
| ATR |
147.6 |
143.4 |
-4.1 |
-2.8% |
0.0 |
| Volume |
253,517 |
161,649 |
-91,868 |
-36.2% |
840,032 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,254.5 |
6,207.0 |
6,029.0 |
|
| R3 |
6,164.5 |
6,117.0 |
6,004.3 |
|
| R2 |
6,074.5 |
6,074.5 |
5,996.0 |
|
| R1 |
6,027.0 |
6,027.0 |
5,987.8 |
6,005.8 |
| PP |
5,984.5 |
5,984.5 |
5,984.5 |
5,973.9 |
| S1 |
5,937.0 |
5,937.0 |
5,971.3 |
5,915.8 |
| S2 |
5,894.5 |
5,894.5 |
5,963.0 |
|
| S3 |
5,804.5 |
5,847.0 |
5,954.8 |
|
| S4 |
5,714.5 |
5,757.0 |
5,930.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,465.3 |
7,182.2 |
6,268.3 |
|
| R3 |
7,030.3 |
6,747.2 |
6,148.6 |
|
| R2 |
6,595.3 |
6,595.3 |
6,108.8 |
|
| R1 |
6,312.2 |
6,312.2 |
6,068.9 |
6,236.3 |
| PP |
6,160.3 |
6,160.3 |
6,160.3 |
6,122.4 |
| S1 |
5,877.2 |
5,877.2 |
5,989.1 |
5,801.3 |
| S2 |
5,725.3 |
5,725.3 |
5,949.3 |
|
| S3 |
5,290.3 |
5,442.2 |
5,909.4 |
|
| S4 |
4,855.3 |
5,007.2 |
5,789.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,443.5 |
5,942.0 |
501.5 |
8.4% |
142.5 |
2.4% |
7% |
False |
True |
200,336 |
| 10 |
6,447.5 |
5,942.0 |
505.5 |
8.5% |
130.0 |
2.2% |
7% |
False |
True |
183,835 |
| 20 |
6,599.0 |
5,942.0 |
657.0 |
11.0% |
139.6 |
2.3% |
6% |
False |
True |
178,615 |
| 40 |
6,977.5 |
5,942.0 |
1,035.5 |
17.3% |
148.3 |
2.5% |
4% |
False |
True |
168,720 |
| 60 |
7,211.0 |
5,942.0 |
1,269.0 |
21.2% |
137.2 |
2.3% |
3% |
False |
True |
148,683 |
| 80 |
7,211.0 |
5,942.0 |
1,269.0 |
21.2% |
129.5 |
2.2% |
3% |
False |
True |
111,879 |
| 100 |
7,211.0 |
5,942.0 |
1,269.0 |
21.2% |
122.7 |
2.1% |
3% |
False |
True |
89,573 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
26.2% |
121.6 |
2.0% |
22% |
False |
False |
75,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,414.5 |
|
2.618 |
6,267.6 |
|
1.618 |
6,177.6 |
|
1.000 |
6,122.0 |
|
0.618 |
6,087.6 |
|
HIGH |
6,032.0 |
|
0.618 |
5,997.6 |
|
0.500 |
5,987.0 |
|
0.382 |
5,976.4 |
|
LOW |
5,942.0 |
|
0.618 |
5,886.4 |
|
1.000 |
5,852.0 |
|
1.618 |
5,796.4 |
|
2.618 |
5,706.4 |
|
4.250 |
5,559.5 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,987.0 |
6,132.8 |
| PP |
5,984.5 |
6,081.7 |
| S1 |
5,982.0 |
6,030.6 |
|