| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,144.0 |
2,157.0 |
13.0 |
0.6% |
2,193.0 |
| High |
2,160.0 |
2,185.0 |
25.0 |
1.2% |
2,205.0 |
| Low |
2,120.0 |
2,156.0 |
36.0 |
1.7% |
2,118.0 |
| Close |
2,148.0 |
2,183.8 |
35.8 |
1.7% |
2,183.8 |
| Range |
40.0 |
29.0 |
-11.0 |
-27.5% |
87.0 |
| ATR |
52.5 |
51.4 |
-1.1 |
-2.1% |
0.0 |
| Volume |
2,340,566 |
370,923 |
-1,969,643 |
-84.2% |
10,964,103 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.9 |
2,251.9 |
2,199.8 |
|
| R3 |
2,232.9 |
2,222.9 |
2,191.8 |
|
| R2 |
2,203.9 |
2,203.9 |
2,189.1 |
|
| R1 |
2,193.9 |
2,193.9 |
2,186.5 |
2,198.9 |
| PP |
2,174.9 |
2,174.9 |
2,174.9 |
2,177.5 |
| S1 |
2,164.9 |
2,164.9 |
2,181.1 |
2,169.9 |
| S2 |
2,145.9 |
2,145.9 |
2,178.5 |
|
| S3 |
2,116.9 |
2,135.9 |
2,175.8 |
|
| S4 |
2,087.9 |
2,106.9 |
2,167.9 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.9 |
2,393.9 |
2,231.7 |
|
| R3 |
2,342.9 |
2,306.9 |
2,207.7 |
|
| R2 |
2,255.9 |
2,255.9 |
2,199.8 |
|
| R1 |
2,219.9 |
2,219.9 |
2,191.8 |
2,194.4 |
| PP |
2,168.9 |
2,168.9 |
2,168.9 |
2,156.2 |
| S1 |
2,132.9 |
2,132.9 |
2,175.8 |
2,107.4 |
| S2 |
2,081.9 |
2,081.9 |
2,167.9 |
|
| S3 |
1,994.9 |
2,045.9 |
2,159.9 |
|
| S4 |
1,907.9 |
1,958.9 |
2,136.0 |
|
|
| 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 |
2,118.0 |
87.0 |
4.0% |
46.2 |
2.1% |
76% |
False |
False |
2,192,820 |
| 10 |
2,205.0 |
2,035.0 |
170.0 |
7.8% |
46.7 |
2.1% |
88% |
False |
False |
1,792,944 |
| 20 |
2,205.0 |
2,029.0 |
176.0 |
8.1% |
49.5 |
2.3% |
88% |
False |
False |
1,651,964 |
| 40 |
2,306.0 |
2,029.0 |
277.0 |
12.7% |
55.4 |
2.5% |
56% |
False |
False |
1,533,162 |
| 60 |
2,539.0 |
2,029.0 |
510.0 |
23.4% |
55.3 |
2.5% |
30% |
False |
False |
1,432,734 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
23.9% |
50.9 |
2.3% |
30% |
False |
False |
1,169,571 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
23.9% |
47.3 |
2.2% |
30% |
False |
False |
935,835 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
23.9% |
46.4 |
2.1% |
30% |
False |
False |
779,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.3 |
|
2.618 |
2,260.9 |
|
1.618 |
2,231.9 |
|
1.000 |
2,214.0 |
|
0.618 |
2,202.9 |
|
HIGH |
2,185.0 |
|
0.618 |
2,173.9 |
|
0.500 |
2,170.5 |
|
0.382 |
2,167.1 |
|
LOW |
2,156.0 |
|
0.618 |
2,138.1 |
|
1.000 |
2,127.0 |
|
1.618 |
2,109.1 |
|
2.618 |
2,080.1 |
|
4.250 |
2,032.8 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,179.4 |
2,173.4 |
| PP |
2,174.9 |
2,162.9 |
| S1 |
2,170.5 |
2,152.5 |
|