| 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 |
6,127.0 |
6,180.0 |
53.0 |
0.9% |
5,980.0 |
| High |
6,213.0 |
6,222.5 |
9.5 |
0.2% |
6,232.5 |
| Low |
6,083.0 |
6,092.0 |
9.0 |
0.1% |
5,913.0 |
| Close |
6,167.0 |
6,132.5 |
-34.5 |
-0.6% |
6,158.0 |
| Range |
130.0 |
130.5 |
0.5 |
0.4% |
319.5 |
| ATR |
144.2 |
143.2 |
-1.0 |
-0.7% |
0.0 |
| Volume |
261,711 |
241,728 |
-19,983 |
-7.6% |
892,898 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.5 |
6,467.0 |
6,204.3 |
|
| R3 |
6,410.0 |
6,336.5 |
6,168.4 |
|
| R2 |
6,279.5 |
6,279.5 |
6,156.4 |
|
| R1 |
6,206.0 |
6,206.0 |
6,144.5 |
6,177.5 |
| PP |
6,149.0 |
6,149.0 |
6,149.0 |
6,134.8 |
| S1 |
6,075.5 |
6,075.5 |
6,120.5 |
6,047.0 |
| S2 |
6,018.5 |
6,018.5 |
6,108.6 |
|
| S3 |
5,888.0 |
5,945.0 |
6,096.6 |
|
| S4 |
5,757.5 |
5,814.5 |
6,060.7 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,059.7 |
6,928.3 |
6,333.7 |
|
| R3 |
6,740.2 |
6,608.8 |
6,245.9 |
|
| R2 |
6,420.7 |
6,420.7 |
6,216.6 |
|
| R1 |
6,289.3 |
6,289.3 |
6,187.3 |
6,355.0 |
| PP |
6,101.2 |
6,101.2 |
6,101.2 |
6,134.0 |
| S1 |
5,969.8 |
5,969.8 |
6,128.7 |
6,035.5 |
| S2 |
5,781.7 |
5,781.7 |
6,099.4 |
|
| S3 |
5,462.2 |
5,650.3 |
6,070.1 |
|
| S4 |
5,142.7 |
5,330.8 |
5,982.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.0 |
6,052.5 |
269.5 |
4.4% |
147.4 |
2.4% |
30% |
False |
False |
221,221 |
| 10 |
6,323.5 |
5,913.0 |
410.5 |
6.7% |
145.9 |
2.4% |
53% |
False |
False |
206,294 |
| 20 |
6,447.5 |
5,913.0 |
534.5 |
8.7% |
135.9 |
2.2% |
41% |
False |
False |
192,266 |
| 40 |
6,885.0 |
5,913.0 |
972.0 |
15.8% |
144.1 |
2.3% |
23% |
False |
False |
175,660 |
| 60 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
141.6 |
2.3% |
17% |
False |
False |
166,632 |
| 80 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
133.3 |
2.2% |
17% |
False |
False |
130,152 |
| 100 |
7,211.0 |
5,913.0 |
1,298.0 |
21.2% |
125.7 |
2.1% |
17% |
False |
False |
104,206 |
| 120 |
7,211.0 |
5,795.5 |
1,415.5 |
23.1% |
120.7 |
2.0% |
24% |
False |
False |
86,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,777.1 |
|
2.618 |
6,564.1 |
|
1.618 |
6,433.6 |
|
1.000 |
6,353.0 |
|
0.618 |
6,303.1 |
|
HIGH |
6,222.5 |
|
0.618 |
6,172.6 |
|
0.500 |
6,157.3 |
|
0.382 |
6,141.9 |
|
LOW |
6,092.0 |
|
0.618 |
6,011.4 |
|
1.000 |
5,961.5 |
|
1.618 |
5,880.9 |
|
2.618 |
5,750.4 |
|
4.250 |
5,537.4 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,157.3 |
6,202.5 |
| PP |
6,149.0 |
6,179.2 |
| S1 |
6,140.8 |
6,155.8 |
|