| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,142.0 |
2,120.0 |
-22.0 |
-1.0% |
2,030.0 |
| High |
2,157.0 |
2,146.0 |
-11.0 |
-0.5% |
2,157.0 |
| Low |
2,118.0 |
2,097.0 |
-21.0 |
-1.0% |
2,026.0 |
| Close |
2,125.0 |
2,140.0 |
15.0 |
0.7% |
2,140.0 |
| Range |
39.0 |
49.0 |
10.0 |
25.6% |
131.0 |
| ATR |
51.6 |
51.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
232,702 |
406,459 |
173,757 |
74.7% |
749,835 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.7 |
2,256.3 |
2,167.0 |
|
| R3 |
2,225.7 |
2,207.3 |
2,153.5 |
|
| R2 |
2,176.7 |
2,176.7 |
2,149.0 |
|
| R1 |
2,158.3 |
2,158.3 |
2,144.5 |
2,167.5 |
| PP |
2,127.7 |
2,127.7 |
2,127.7 |
2,132.3 |
| S1 |
2,109.3 |
2,109.3 |
2,135.5 |
2,118.5 |
| S2 |
2,078.7 |
2,078.7 |
2,131.0 |
|
| S3 |
2,029.7 |
2,060.3 |
2,126.5 |
|
| S4 |
1,980.7 |
2,011.3 |
2,113.1 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.7 |
2,451.3 |
2,212.1 |
|
| R3 |
2,369.7 |
2,320.3 |
2,176.0 |
|
| R2 |
2,238.7 |
2,238.7 |
2,164.0 |
|
| R1 |
2,189.3 |
2,189.3 |
2,152.0 |
2,214.0 |
| PP |
2,107.7 |
2,107.7 |
2,107.7 |
2,120.0 |
| S1 |
2,058.3 |
2,058.3 |
2,128.0 |
2,083.0 |
| S2 |
1,976.7 |
1,976.7 |
2,116.0 |
|
| S3 |
1,845.7 |
1,927.3 |
2,104.0 |
|
| S4 |
1,714.7 |
1,796.3 |
2,068.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,157.0 |
2,026.0 |
131.0 |
6.1% |
45.2 |
2.1% |
87% |
False |
False |
149,967 |
| 10 |
2,174.0 |
2,026.0 |
148.0 |
6.9% |
48.0 |
2.2% |
77% |
False |
False |
92,489 |
| 20 |
2,196.0 |
2,026.0 |
170.0 |
7.9% |
48.4 |
2.3% |
67% |
False |
False |
47,999 |
| 40 |
2,297.0 |
2,026.0 |
271.0 |
12.7% |
52.4 |
2.4% |
42% |
False |
False |
26,567 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
49.3 |
2.3% |
22% |
False |
False |
18,786 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
44.9 |
2.1% |
22% |
False |
False |
14,819 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
38.8 |
1.8% |
22% |
False |
False |
11,918 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
36.0 |
1.7% |
22% |
False |
False |
9,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,354.3 |
|
2.618 |
2,274.3 |
|
1.618 |
2,225.3 |
|
1.000 |
2,195.0 |
|
0.618 |
2,176.3 |
|
HIGH |
2,146.0 |
|
0.618 |
2,127.3 |
|
0.500 |
2,121.5 |
|
0.382 |
2,115.7 |
|
LOW |
2,097.0 |
|
0.618 |
2,066.7 |
|
1.000 |
2,048.0 |
|
1.618 |
2,017.7 |
|
2.618 |
1,968.7 |
|
4.250 |
1,888.8 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.8 |
2,133.0 |
| PP |
2,127.7 |
2,126.0 |
| S1 |
2,121.5 |
2,119.0 |
|