| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,621.8 |
1,629.1 |
7.3 |
0.5% |
1,580.0 |
| High |
1,644.0 |
1,631.2 |
-12.8 |
-0.8% |
1,632.8 |
| Low |
1,619.8 |
1,584.8 |
-35.0 |
-2.2% |
1,534.5 |
| Close |
1,636.4 |
1,590.1 |
-46.3 |
-2.8% |
1,624.3 |
| Range |
24.2 |
46.4 |
22.2 |
91.7% |
98.3 |
| ATR |
27.1 |
28.9 |
1.7 |
6.4% |
0.0 |
| Volume |
487 |
649 |
162 |
33.3% |
12,041 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.2 |
1,712.1 |
1,615.6 |
|
| R3 |
1,694.8 |
1,665.7 |
1,602.9 |
|
| R2 |
1,648.4 |
1,648.4 |
1,598.6 |
|
| R1 |
1,619.3 |
1,619.3 |
1,594.4 |
1,610.7 |
| PP |
1,602.0 |
1,602.0 |
1,602.0 |
1,597.7 |
| S1 |
1,572.9 |
1,572.9 |
1,585.8 |
1,564.3 |
| S2 |
1,555.6 |
1,555.6 |
1,581.6 |
|
| S3 |
1,509.2 |
1,526.5 |
1,577.3 |
|
| S4 |
1,462.8 |
1,480.1 |
1,564.6 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.1 |
1,856.5 |
1,678.4 |
|
| R3 |
1,793.8 |
1,758.2 |
1,651.3 |
|
| R2 |
1,695.5 |
1,695.5 |
1,642.3 |
|
| R1 |
1,659.9 |
1,659.9 |
1,633.3 |
1,677.7 |
| PP |
1,597.2 |
1,597.2 |
1,597.2 |
1,606.1 |
| S1 |
1,561.6 |
1,561.6 |
1,615.3 |
1,579.4 |
| S2 |
1,498.9 |
1,498.9 |
1,606.3 |
|
| S3 |
1,400.6 |
1,463.3 |
1,597.3 |
|
| S4 |
1,302.3 |
1,365.0 |
1,570.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,644.0 |
1,548.3 |
95.7 |
6.0% |
36.4 |
2.3% |
44% |
False |
False |
2,015 |
| 10 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
32.0 |
2.0% |
51% |
False |
False |
2,347 |
| 20 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
27.7 |
1.7% |
51% |
False |
False |
2,028 |
| 40 |
1,685.3 |
1,534.3 |
151.0 |
9.5% |
22.6 |
1.4% |
37% |
False |
False |
1,554 |
| 60 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
21.6 |
1.4% |
33% |
False |
False |
1,230 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
20.6 |
1.3% |
21% |
False |
False |
1,105 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
19.1 |
1.2% |
21% |
False |
False |
948 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
18.3 |
1.2% |
21% |
False |
False |
874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.4 |
|
2.618 |
1,752.7 |
|
1.618 |
1,706.3 |
|
1.000 |
1,677.6 |
|
0.618 |
1,659.9 |
|
HIGH |
1,631.2 |
|
0.618 |
1,613.5 |
|
0.500 |
1,608.0 |
|
0.382 |
1,602.5 |
|
LOW |
1,584.8 |
|
0.618 |
1,556.1 |
|
1.000 |
1,538.4 |
|
1.618 |
1,509.7 |
|
2.618 |
1,463.3 |
|
4.250 |
1,387.6 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,608.0 |
1,614.4 |
| PP |
1,602.0 |
1,606.3 |
| S1 |
1,596.1 |
1,598.2 |
|