| 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 |
6,150.0 |
6,129.5 |
-20.5 |
-0.3% |
5,988.5 |
| High |
6,236.0 |
6,173.5 |
-62.5 |
-1.0% |
6,236.0 |
| Low |
6,104.0 |
6,057.0 |
-47.0 |
-0.8% |
5,917.5 |
| Close |
6,142.0 |
6,165.5 |
23.5 |
0.4% |
6,165.5 |
| Range |
132.0 |
116.5 |
-15.5 |
-11.7% |
318.5 |
| ATR |
139.5 |
137.8 |
-1.6 |
-1.2% |
0.0 |
| Volume |
7,833 |
21,610 |
13,777 |
175.9% |
70,226 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,481.5 |
6,440.0 |
6,229.6 |
|
| R3 |
6,365.0 |
6,323.5 |
6,197.5 |
|
| R2 |
6,248.5 |
6,248.5 |
6,186.9 |
|
| R1 |
6,207.0 |
6,207.0 |
6,176.2 |
6,227.8 |
| PP |
6,132.0 |
6,132.0 |
6,132.0 |
6,142.4 |
| S1 |
6,090.5 |
6,090.5 |
6,154.8 |
6,111.3 |
| S2 |
6,015.5 |
6,015.5 |
6,144.1 |
|
| S3 |
5,899.0 |
5,974.0 |
6,133.5 |
|
| S4 |
5,782.5 |
5,857.5 |
6,101.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
6,932.2 |
6,340.7 |
|
| R3 |
6,743.3 |
6,613.7 |
6,253.1 |
|
| R2 |
6,424.8 |
6,424.8 |
6,223.9 |
|
| R1 |
6,295.2 |
6,295.2 |
6,194.7 |
6,360.0 |
| PP |
6,106.3 |
6,106.3 |
6,106.3 |
6,138.8 |
| S1 |
5,976.7 |
5,976.7 |
6,136.3 |
6,041.5 |
| S2 |
5,787.8 |
5,787.8 |
6,107.1 |
|
| S3 |
5,469.3 |
5,658.2 |
6,077.9 |
|
| S4 |
5,150.8 |
5,339.7 |
5,990.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,236.0 |
5,917.5 |
318.5 |
5.2% |
117.2 |
1.9% |
78% |
False |
False |
14,045 |
| 10 |
6,444.5 |
5,917.5 |
527.0 |
8.5% |
129.7 |
2.1% |
47% |
False |
False |
8,319 |
| 20 |
6,526.5 |
5,917.5 |
609.0 |
9.9% |
125.1 |
2.0% |
41% |
False |
False |
4,950 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.7% |
136.4 |
2.2% |
26% |
False |
False |
2,608 |
| 60 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
128.8 |
2.1% |
19% |
False |
False |
2,232 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
118.2 |
1.9% |
19% |
False |
False |
1,862 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
105.6 |
1.7% |
19% |
False |
False |
1,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,668.6 |
|
2.618 |
6,478.5 |
|
1.618 |
6,362.0 |
|
1.000 |
6,290.0 |
|
0.618 |
6,245.5 |
|
HIGH |
6,173.5 |
|
0.618 |
6,129.0 |
|
0.500 |
6,115.3 |
|
0.382 |
6,101.5 |
|
LOW |
6,057.0 |
|
0.618 |
5,985.0 |
|
1.000 |
5,940.5 |
|
1.618 |
5,868.5 |
|
2.618 |
5,752.0 |
|
4.250 |
5,561.9 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,148.8 |
6,149.7 |
| PP |
6,132.0 |
6,133.8 |
| S1 |
6,115.3 |
6,118.0 |
|