| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,258.0 |
5,988.5 |
-269.5 |
-4.3% |
6,413.5 |
| High |
6,262.5 |
6,035.5 |
-227.0 |
-3.6% |
6,444.5 |
| Low |
6,016.0 |
5,949.0 |
-67.0 |
-1.1% |
6,016.0 |
| Close |
6,068.0 |
5,983.0 |
-85.0 |
-1.4% |
6,068.0 |
| Range |
246.5 |
86.5 |
-160.0 |
-64.9% |
428.5 |
| ATR |
141.5 |
139.9 |
-1.6 |
-1.1% |
0.0 |
| Volume |
9,092 |
13,045 |
3,953 |
43.5% |
12,969 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,248.7 |
6,202.3 |
6,030.6 |
|
| R3 |
6,162.2 |
6,115.8 |
6,006.8 |
|
| R2 |
6,075.7 |
6,075.7 |
5,998.9 |
|
| R1 |
6,029.3 |
6,029.3 |
5,990.9 |
6,009.3 |
| PP |
5,989.2 |
5,989.2 |
5,989.2 |
5,979.1 |
| S1 |
5,942.8 |
5,942.8 |
5,975.1 |
5,922.8 |
| S2 |
5,902.7 |
5,902.7 |
5,967.1 |
|
| S3 |
5,816.2 |
5,856.3 |
5,959.2 |
|
| S4 |
5,729.7 |
5,769.8 |
5,935.4 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,461.7 |
7,193.3 |
6,303.7 |
|
| R3 |
7,033.2 |
6,764.8 |
6,185.8 |
|
| R2 |
6,604.7 |
6,604.7 |
6,146.6 |
|
| R1 |
6,336.3 |
6,336.3 |
6,107.3 |
6,256.3 |
| PP |
6,176.2 |
6,176.2 |
6,176.2 |
6,136.1 |
| S1 |
5,907.8 |
5,907.8 |
6,028.7 |
5,827.8 |
| S2 |
5,747.7 |
5,747.7 |
5,989.4 |
|
| S3 |
5,319.2 |
5,479.3 |
5,950.2 |
|
| S4 |
4,890.7 |
5,050.8 |
5,832.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,444.5 |
5,949.0 |
495.5 |
8.3% |
137.1 |
2.3% |
7% |
False |
True |
5,178 |
| 10 |
6,450.5 |
5,949.0 |
501.5 |
8.4% |
123.3 |
2.1% |
7% |
False |
True |
3,819 |
| 20 |
6,599.0 |
5,949.0 |
650.0 |
10.9% |
126.4 |
2.1% |
5% |
False |
True |
2,148 |
| 40 |
6,885.0 |
5,949.0 |
936.0 |
15.6% |
136.5 |
2.3% |
4% |
False |
True |
1,199 |
| 60 |
7,217.5 |
5,949.0 |
1,268.5 |
21.2% |
127.7 |
2.1% |
3% |
False |
True |
1,499 |
| 80 |
7,217.5 |
5,949.0 |
1,268.5 |
21.2% |
114.9 |
1.9% |
3% |
False |
True |
1,149 |
| 100 |
7,217.5 |
5,949.0 |
1,268.5 |
21.2% |
104.0 |
1.7% |
3% |
False |
True |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,403.1 |
|
2.618 |
6,262.0 |
|
1.618 |
6,175.5 |
|
1.000 |
6,122.0 |
|
0.618 |
6,089.0 |
|
HIGH |
6,035.5 |
|
0.618 |
6,002.5 |
|
0.500 |
5,992.3 |
|
0.382 |
5,982.0 |
|
LOW |
5,949.0 |
|
0.618 |
5,895.5 |
|
1.000 |
5,862.5 |
|
1.618 |
5,809.0 |
|
2.618 |
5,722.5 |
|
4.250 |
5,581.4 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,992.3 |
6,137.5 |
| PP |
5,989.2 |
6,086.0 |
| S1 |
5,986.1 |
6,034.5 |
|