| 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 |
2,030.0 |
2,077.0 |
47.0 |
2.3% |
2,143.0 |
| High |
2,081.0 |
2,083.0 |
2.0 |
0.1% |
2,174.0 |
| Low |
2,026.0 |
2,054.0 |
28.0 |
1.4% |
2,027.0 |
| Close |
2,065.0 |
2,071.0 |
6.0 |
0.3% |
2,057.0 |
| Range |
55.0 |
29.0 |
-26.0 |
-47.3% |
147.0 |
| ATR |
53.4 |
51.7 |
-1.7 |
-3.3% |
0.0 |
| Volume |
22,400 |
41,039 |
18,639 |
83.2% |
175,061 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.3 |
2,142.7 |
2,087.0 |
|
| R3 |
2,127.3 |
2,113.7 |
2,079.0 |
|
| R2 |
2,098.3 |
2,098.3 |
2,076.3 |
|
| R1 |
2,084.7 |
2,084.7 |
2,073.7 |
2,077.0 |
| PP |
2,069.3 |
2,069.3 |
2,069.3 |
2,065.5 |
| S1 |
2,055.7 |
2,055.7 |
2,068.3 |
2,048.0 |
| S2 |
2,040.3 |
2,040.3 |
2,065.7 |
|
| S3 |
2,011.3 |
2,026.7 |
2,063.0 |
|
| S4 |
1,982.3 |
1,997.7 |
2,055.1 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.0 |
2,439.0 |
2,137.9 |
|
| R3 |
2,380.0 |
2,292.0 |
2,097.4 |
|
| R2 |
2,233.0 |
2,233.0 |
2,084.0 |
|
| R1 |
2,145.0 |
2,145.0 |
2,070.5 |
2,115.5 |
| PP |
2,086.0 |
2,086.0 |
2,086.0 |
2,071.3 |
| S1 |
1,998.0 |
1,998.0 |
2,043.5 |
1,968.5 |
| S2 |
1,939.0 |
1,939.0 |
2,030.1 |
|
| S3 |
1,792.0 |
1,851.0 |
2,016.6 |
|
| S4 |
1,645.0 |
1,704.0 |
1,976.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,148.0 |
2,026.0 |
122.0 |
5.9% |
50.6 |
2.4% |
37% |
False |
False |
36,897 |
| 10 |
2,174.0 |
2,026.0 |
148.0 |
7.1% |
47.1 |
2.3% |
30% |
False |
False |
25,669 |
| 20 |
2,224.0 |
2,026.0 |
198.0 |
9.6% |
49.1 |
2.4% |
23% |
False |
False |
17,684 |
| 40 |
2,300.0 |
2,026.0 |
274.0 |
13.2% |
52.8 |
2.5% |
16% |
False |
False |
9,508 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
48.5 |
2.3% |
9% |
False |
False |
7,860 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
43.6 |
2.1% |
9% |
False |
False |
6,240 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.9% |
38.5 |
1.9% |
9% |
False |
False |
5,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.3 |
|
2.618 |
2,158.9 |
|
1.618 |
2,129.9 |
|
1.000 |
2,112.0 |
|
0.618 |
2,100.9 |
|
HIGH |
2,083.0 |
|
0.618 |
2,071.9 |
|
0.500 |
2,068.5 |
|
0.382 |
2,065.1 |
|
LOW |
2,054.0 |
|
0.618 |
2,036.1 |
|
1.000 |
2,025.0 |
|
1.618 |
2,007.1 |
|
2.618 |
1,978.1 |
|
4.250 |
1,930.8 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.2 |
2,069.0 |
| PP |
2,069.3 |
2,067.0 |
| S1 |
2,068.5 |
2,065.0 |
|