| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,131.0 |
2,151.0 |
20.0 |
0.9% |
2,038.0 |
| High |
2,161.0 |
2,164.0 |
3.0 |
0.1% |
2,169.0 |
| Low |
2,118.0 |
2,128.0 |
10.0 |
0.5% |
2,035.0 |
| Close |
2,143.0 |
2,138.0 |
-5.0 |
-0.2% |
2,150.0 |
| Range |
43.0 |
36.0 |
-7.0 |
-16.3% |
134.0 |
| ATR |
54.9 |
53.5 |
-1.3 |
-2.5% |
0.0 |
| Volume |
2,800,459 |
2,559,911 |
-240,548 |
-8.6% |
6,965,342 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.3 |
2,230.7 |
2,157.8 |
|
| R3 |
2,215.3 |
2,194.7 |
2,147.9 |
|
| R2 |
2,179.3 |
2,179.3 |
2,144.6 |
|
| R1 |
2,158.7 |
2,158.7 |
2,141.3 |
2,151.0 |
| PP |
2,143.3 |
2,143.3 |
2,143.3 |
2,139.5 |
| S1 |
2,122.7 |
2,122.7 |
2,134.7 |
2,115.0 |
| S2 |
2,107.3 |
2,107.3 |
2,131.4 |
|
| S3 |
2,071.3 |
2,086.7 |
2,128.1 |
|
| S4 |
2,035.3 |
2,050.7 |
2,118.2 |
|
|
| 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 |
2,108.0 |
97.0 |
4.5% |
50.6 |
2.4% |
31% |
False |
False |
2,323,047 |
| 10 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
52.6 |
2.5% |
62% |
False |
False |
1,901,360 |
| 20 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
51.9 |
2.4% |
62% |
False |
False |
1,678,551 |
| 40 |
2,308.0 |
2,029.0 |
279.0 |
13.0% |
56.8 |
2.7% |
39% |
False |
False |
1,533,215 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
54.9 |
2.6% |
21% |
False |
False |
1,417,214 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
50.6 |
2.4% |
21% |
False |
False |
1,135,688 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
47.1 |
2.2% |
21% |
False |
False |
908,728 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
46.2 |
2.2% |
21% |
False |
False |
757,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,317.0 |
|
2.618 |
2,258.2 |
|
1.618 |
2,222.2 |
|
1.000 |
2,200.0 |
|
0.618 |
2,186.2 |
|
HIGH |
2,164.0 |
|
0.618 |
2,150.2 |
|
0.500 |
2,146.0 |
|
0.382 |
2,141.8 |
|
LOW |
2,128.0 |
|
0.618 |
2,105.8 |
|
1.000 |
2,092.0 |
|
1.618 |
2,069.8 |
|
2.618 |
2,033.8 |
|
4.250 |
1,975.0 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.0 |
2,161.5 |
| PP |
2,143.3 |
2,153.7 |
| S1 |
2,140.7 |
2,145.8 |
|