| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,460.00 |
2,471.75 |
11.75 |
0.5% |
2,533.25 |
| High |
2,480.25 |
2,492.00 |
11.75 |
0.5% |
2,570.00 |
| Low |
2,433.75 |
2,459.50 |
25.75 |
1.1% |
2,454.00 |
| Close |
2,469.00 |
2,488.75 |
19.75 |
0.8% |
2,455.00 |
| Range |
46.50 |
32.50 |
-14.00 |
-30.1% |
116.00 |
| ATR |
47.40 |
46.33 |
-1.06 |
-2.2% |
0.00 |
| Volume |
283,657 |
209,961 |
-73,696 |
-26.0% |
1,267,970 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.50 |
2,565.75 |
2,506.50 |
|
| R3 |
2,545.00 |
2,533.25 |
2,497.75 |
|
| R2 |
2,512.50 |
2,512.50 |
2,494.75 |
|
| R1 |
2,500.75 |
2,500.75 |
2,491.75 |
2,506.50 |
| PP |
2,480.00 |
2,480.00 |
2,480.00 |
2,483.00 |
| S1 |
2,468.25 |
2,468.25 |
2,485.75 |
2,474.00 |
| S2 |
2,447.50 |
2,447.50 |
2,482.75 |
|
| S3 |
2,415.00 |
2,435.75 |
2,479.75 |
|
| S4 |
2,382.50 |
2,403.25 |
2,471.00 |
|
|
| 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 |
2,561.00 |
2,433.75 |
127.25 |
5.1% |
44.75 |
1.8% |
43% |
False |
False |
294,328 |
| 10 |
2,570.00 |
2,433.75 |
136.25 |
5.5% |
43.50 |
1.7% |
40% |
False |
False |
284,172 |
| 20 |
2,641.75 |
2,433.75 |
208.00 |
8.4% |
46.50 |
1.9% |
26% |
False |
False |
302,257 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.8% |
47.25 |
1.9% |
17% |
False |
False |
293,969 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.4% |
42.25 |
1.7% |
15% |
False |
False |
275,337 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.4% |
38.75 |
1.6% |
15% |
False |
False |
211,756 |
| 100 |
2,791.50 |
2,350.00 |
441.50 |
17.7% |
35.00 |
1.4% |
31% |
False |
False |
169,411 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.5% |
32.25 |
1.3% |
48% |
False |
False |
141,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.00 |
|
2.618 |
2,577.00 |
|
1.618 |
2,544.50 |
|
1.000 |
2,524.50 |
|
0.618 |
2,512.00 |
|
HIGH |
2,492.00 |
|
0.618 |
2,479.50 |
|
0.500 |
2,475.75 |
|
0.382 |
2,472.00 |
|
LOW |
2,459.50 |
|
0.618 |
2,439.50 |
|
1.000 |
2,427.00 |
|
1.618 |
2,407.00 |
|
2.618 |
2,374.50 |
|
4.250 |
2,321.50 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.50 |
2,485.00 |
| PP |
2,480.00 |
2,481.50 |
| S1 |
2,475.75 |
2,478.00 |
|