| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,193.0 |
2,131.0 |
-62.0 |
-2.8% |
2,038.0 |
| High |
2,205.0 |
2,161.0 |
-44.0 |
-2.0% |
2,169.0 |
| Low |
2,122.0 |
2,118.0 |
-4.0 |
-0.2% |
2,035.0 |
| Close |
2,136.0 |
2,143.0 |
7.0 |
0.3% |
2,150.0 |
| Range |
83.0 |
43.0 |
-40.0 |
-48.2% |
134.0 |
| ATR |
55.8 |
54.9 |
-0.9 |
-1.6% |
0.0 |
| Volume |
2,892,244 |
2,800,459 |
-91,785 |
-3.2% |
6,965,342 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.7 |
2,249.3 |
2,166.7 |
|
| R3 |
2,226.7 |
2,206.3 |
2,154.8 |
|
| R2 |
2,183.7 |
2,183.7 |
2,150.9 |
|
| R1 |
2,163.3 |
2,163.3 |
2,146.9 |
2,173.5 |
| PP |
2,140.7 |
2,140.7 |
2,140.7 |
2,145.8 |
| S1 |
2,120.3 |
2,120.3 |
2,139.1 |
2,130.5 |
| S2 |
2,097.7 |
2,097.7 |
2,135.1 |
|
| S3 |
2,054.7 |
2,077.3 |
2,131.2 |
|
| S4 |
2,011.7 |
2,034.3 |
2,119.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.0 |
2,469.0 |
2,223.7 |
|
| R3 |
2,386.0 |
2,335.0 |
2,186.9 |
|
| R2 |
2,252.0 |
2,252.0 |
2,174.6 |
|
| R1 |
2,201.0 |
2,201.0 |
2,162.3 |
2,226.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,130.8 |
| S1 |
2,067.0 |
2,067.0 |
2,137.7 |
2,092.5 |
| S2 |
1,984.0 |
1,984.0 |
2,125.4 |
|
| S3 |
1,850.0 |
1,933.0 |
2,113.2 |
|
| S4 |
1,716.0 |
1,799.0 |
2,076.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,205.0 |
2,091.0 |
114.0 |
5.3% |
54.6 |
2.5% |
46% |
False |
False |
2,173,176 |
| 10 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
54.9 |
2.6% |
65% |
False |
False |
1,822,301 |
| 20 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
53.2 |
2.5% |
65% |
False |
False |
1,630,524 |
| 40 |
2,308.0 |
2,029.0 |
279.0 |
13.0% |
57.3 |
2.7% |
41% |
False |
False |
1,501,989 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
54.9 |
2.6% |
22% |
False |
False |
1,396,717 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
50.8 |
2.4% |
22% |
False |
False |
1,103,692 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
47.2 |
2.2% |
22% |
False |
False |
883,141 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
46.5 |
2.2% |
22% |
False |
False |
736,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,343.8 |
|
2.618 |
2,273.6 |
|
1.618 |
2,230.6 |
|
1.000 |
2,204.0 |
|
0.618 |
2,187.6 |
|
HIGH |
2,161.0 |
|
0.618 |
2,144.6 |
|
0.500 |
2,139.5 |
|
0.382 |
2,134.4 |
|
LOW |
2,118.0 |
|
0.618 |
2,091.4 |
|
1.000 |
2,075.0 |
|
1.618 |
2,048.4 |
|
2.618 |
2,005.4 |
|
4.250 |
1,935.3 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,141.8 |
2,156.5 |
| PP |
2,140.7 |
2,152.0 |
| S1 |
2,139.5 |
2,147.5 |
|