| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,120.0 |
2,186.0 |
66.0 |
3.1% |
2,030.0 |
| High |
2,146.0 |
2,193.0 |
47.0 |
2.2% |
2,157.0 |
| Low |
2,097.0 |
2,111.0 |
14.0 |
0.7% |
2,026.0 |
| Close |
2,140.0 |
2,124.0 |
-16.0 |
-0.7% |
2,140.0 |
| Range |
49.0 |
82.0 |
33.0 |
67.3% |
131.0 |
| ATR |
51.4 |
53.6 |
2.2 |
4.3% |
0.0 |
| Volume |
406,459 |
1,246,163 |
839,704 |
206.6% |
749,835 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.7 |
2,338.3 |
2,169.1 |
|
| R3 |
2,306.7 |
2,256.3 |
2,146.6 |
|
| R2 |
2,224.7 |
2,224.7 |
2,139.0 |
|
| R1 |
2,174.3 |
2,174.3 |
2,131.5 |
2,158.5 |
| PP |
2,142.7 |
2,142.7 |
2,142.7 |
2,134.8 |
| S1 |
2,092.3 |
2,092.3 |
2,116.5 |
2,076.5 |
| S2 |
2,060.7 |
2,060.7 |
2,109.0 |
|
| S3 |
1,978.7 |
2,010.3 |
2,101.5 |
|
| S4 |
1,896.7 |
1,928.3 |
2,078.9 |
|
|
| 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 |
2,193.0 |
2,054.0 |
139.0 |
6.5% |
50.6 |
2.4% |
50% |
True |
False |
394,719 |
| 10 |
2,193.0 |
2,026.0 |
167.0 |
7.9% |
51.3 |
2.4% |
59% |
True |
False |
217,011 |
| 20 |
2,193.0 |
2,026.0 |
167.0 |
7.9% |
50.3 |
2.4% |
59% |
True |
False |
110,199 |
| 40 |
2,297.0 |
2,026.0 |
271.0 |
12.8% |
52.9 |
2.5% |
36% |
False |
False |
57,719 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
50.3 |
2.4% |
19% |
False |
False |
39,323 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
45.5 |
2.1% |
19% |
False |
False |
30,395 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
39.7 |
1.9% |
19% |
False |
False |
24,380 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
36.3 |
1.7% |
19% |
False |
False |
20,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,541.5 |
|
2.618 |
2,407.7 |
|
1.618 |
2,325.7 |
|
1.000 |
2,275.0 |
|
0.618 |
2,243.7 |
|
HIGH |
2,193.0 |
|
0.618 |
2,161.7 |
|
0.500 |
2,152.0 |
|
0.382 |
2,142.3 |
|
LOW |
2,111.0 |
|
0.618 |
2,060.3 |
|
1.000 |
2,029.0 |
|
1.618 |
1,978.3 |
|
2.618 |
1,896.3 |
|
4.250 |
1,762.5 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.0 |
2,145.0 |
| PP |
2,142.7 |
2,138.0 |
| S1 |
2,133.3 |
2,131.0 |
|