| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,316.25 |
1,342.00 |
25.75 |
2.0% |
1,275.00 |
| High |
1,329.50 |
1,349.00 |
19.50 |
1.5% |
1,329.50 |
| Low |
1,305.50 |
1,306.25 |
0.75 |
0.1% |
1,262.00 |
| Close |
1,328.75 |
1,307.00 |
-21.75 |
-1.6% |
1,328.75 |
| Range |
24.00 |
42.75 |
18.75 |
78.1% |
67.50 |
| ATR |
22.13 |
23.60 |
1.47 |
6.7% |
0.00 |
| Volume |
1,334,013 |
1,171,295 |
-162,718 |
-12.2% |
11,116,106 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.00 |
1,420.75 |
1,330.50 |
|
| R3 |
1,406.25 |
1,378.00 |
1,318.75 |
|
| R2 |
1,363.50 |
1,363.50 |
1,314.75 |
|
| R1 |
1,335.25 |
1,335.25 |
1,311.00 |
1,328.00 |
| PP |
1,320.75 |
1,320.75 |
1,320.75 |
1,317.00 |
| S1 |
1,292.50 |
1,292.50 |
1,303.00 |
1,285.25 |
| S2 |
1,278.00 |
1,278.00 |
1,299.25 |
|
| S3 |
1,235.25 |
1,249.75 |
1,295.25 |
|
| S4 |
1,192.50 |
1,207.00 |
1,283.50 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.25 |
1,486.50 |
1,366.00 |
|
| R3 |
1,441.75 |
1,419.00 |
1,347.25 |
|
| R2 |
1,374.25 |
1,374.25 |
1,341.00 |
|
| R1 |
1,351.50 |
1,351.50 |
1,335.00 |
1,363.00 |
| PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,312.50 |
| S1 |
1,284.00 |
1,284.00 |
1,322.50 |
1,295.50 |
| S2 |
1,239.25 |
1,239.25 |
1,316.50 |
|
| S3 |
1,171.75 |
1,216.50 |
1,310.25 |
|
| S4 |
1,104.25 |
1,149.00 |
1,291.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.00 |
1,267.50 |
81.50 |
6.2% |
27.25 |
2.1% |
48% |
True |
False |
1,990,674 |
| 10 |
1,349.00 |
1,262.00 |
87.00 |
6.7% |
25.50 |
1.9% |
52% |
True |
False |
2,285,796 |
| 20 |
1,351.00 |
1,262.00 |
89.00 |
6.8% |
23.50 |
1.8% |
51% |
False |
False |
2,292,153 |
| 40 |
1,411.50 |
1,262.00 |
149.50 |
11.4% |
21.25 |
1.6% |
30% |
False |
False |
2,064,542 |
| 60 |
1,419.75 |
1,262.00 |
157.75 |
12.1% |
19.75 |
1.5% |
29% |
False |
False |
1,926,803 |
| 80 |
1,419.75 |
1,262.00 |
157.75 |
12.1% |
18.25 |
1.4% |
29% |
False |
False |
1,594,049 |
| 100 |
1,419.75 |
1,262.00 |
157.75 |
12.1% |
17.50 |
1.3% |
29% |
False |
False |
1,276,009 |
| 120 |
1,419.75 |
1,190.00 |
229.75 |
17.6% |
17.25 |
1.3% |
51% |
False |
False |
1,063,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,530.75 |
|
2.618 |
1,461.00 |
|
1.618 |
1,418.25 |
|
1.000 |
1,391.75 |
|
0.618 |
1,375.50 |
|
HIGH |
1,349.00 |
|
0.618 |
1,332.75 |
|
0.500 |
1,327.50 |
|
0.382 |
1,322.50 |
|
LOW |
1,306.25 |
|
0.618 |
1,279.75 |
|
1.000 |
1,263.50 |
|
1.618 |
1,237.00 |
|
2.618 |
1,194.25 |
|
4.250 |
1,124.50 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.50 |
1,327.25 |
| PP |
1,320.75 |
1,320.50 |
| S1 |
1,314.00 |
1,313.75 |
|