| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,490.25 |
2,551.00 |
60.75 |
2.4% |
2,533.25 |
| High |
2,551.75 |
2,570.50 |
18.75 |
0.7% |
2,570.00 |
| Low |
2,487.00 |
2,532.00 |
45.00 |
1.8% |
2,454.00 |
| Close |
2,550.00 |
2,536.25 |
-13.75 |
-0.5% |
2,455.00 |
| Range |
64.75 |
38.50 |
-26.25 |
-40.5% |
116.00 |
| ATR |
47.65 |
46.99 |
-0.65 |
-1.4% |
0.00 |
| Volume |
279,489 |
274,329 |
-5,160 |
-1.8% |
1,267,970 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.75 |
2,637.50 |
2,557.50 |
|
| R3 |
2,623.25 |
2,599.00 |
2,546.75 |
|
| R2 |
2,584.75 |
2,584.75 |
2,543.25 |
|
| R1 |
2,560.50 |
2,560.50 |
2,539.75 |
2,553.50 |
| PP |
2,546.25 |
2,546.25 |
2,546.25 |
2,542.75 |
| S1 |
2,522.00 |
2,522.00 |
2,532.75 |
2,515.00 |
| S2 |
2,507.75 |
2,507.75 |
2,529.25 |
|
| S3 |
2,469.25 |
2,483.50 |
2,525.75 |
|
| S4 |
2,430.75 |
2,445.00 |
2,515.00 |
|
|
| 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 |
2,570.50 |
2,433.75 |
136.75 |
5.4% |
50.00 |
2.0% |
75% |
True |
False |
282,045 |
| 10 |
2,570.50 |
2,433.75 |
136.75 |
5.4% |
44.50 |
1.8% |
75% |
True |
False |
278,970 |
| 20 |
2,640.25 |
2,433.75 |
206.50 |
8.1% |
46.50 |
1.8% |
50% |
False |
False |
294,925 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.6% |
47.75 |
1.9% |
32% |
False |
False |
291,476 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.1% |
42.75 |
1.7% |
29% |
False |
False |
274,394 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.1% |
39.50 |
1.6% |
29% |
False |
False |
218,677 |
| 100 |
2,791.50 |
2,415.00 |
376.50 |
14.8% |
35.50 |
1.4% |
32% |
False |
False |
174,948 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.1% |
32.75 |
1.3% |
56% |
False |
False |
145,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,734.00 |
|
2.618 |
2,671.25 |
|
1.618 |
2,632.75 |
|
1.000 |
2,609.00 |
|
0.618 |
2,594.25 |
|
HIGH |
2,570.50 |
|
0.618 |
2,555.75 |
|
0.500 |
2,551.25 |
|
0.382 |
2,546.75 |
|
LOW |
2,532.00 |
|
0.618 |
2,508.25 |
|
1.000 |
2,493.50 |
|
1.618 |
2,469.75 |
|
2.618 |
2,431.25 |
|
4.250 |
2,368.50 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.25 |
2,529.25 |
| PP |
2,546.25 |
2,522.00 |
| S1 |
2,541.25 |
2,515.00 |
|