| 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 |
1,342.00 |
1,307.50 |
-34.50 |
-2.6% |
1,275.00 |
| High |
1,349.00 |
1,327.25 |
-21.75 |
-1.6% |
1,329.50 |
| Low |
1,306.25 |
1,303.75 |
-2.50 |
-0.2% |
1,262.00 |
| Close |
1,307.00 |
1,326.75 |
19.75 |
1.5% |
1,328.75 |
| Range |
42.75 |
23.50 |
-19.25 |
-45.0% |
67.50 |
| ATR |
23.60 |
23.60 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,171,295 |
817,732 |
-353,563 |
-30.2% |
11,116,106 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.75 |
1,381.75 |
1,339.75 |
|
| R3 |
1,366.25 |
1,358.25 |
1,333.25 |
|
| R2 |
1,342.75 |
1,342.75 |
1,331.00 |
|
| R1 |
1,334.75 |
1,334.75 |
1,329.00 |
1,338.75 |
| PP |
1,319.25 |
1,319.25 |
1,319.25 |
1,321.25 |
| S1 |
1,311.25 |
1,311.25 |
1,324.50 |
1,315.25 |
| S2 |
1,295.75 |
1,295.75 |
1,322.50 |
|
| S3 |
1,272.25 |
1,287.75 |
1,320.25 |
|
| S4 |
1,248.75 |
1,264.25 |
1,313.75 |
|
|
| 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 |
1,283.00 |
66.00 |
5.0% |
28.00 |
2.1% |
66% |
False |
False |
1,747,298 |
| 10 |
1,349.00 |
1,262.00 |
87.00 |
6.6% |
26.00 |
2.0% |
74% |
False |
False |
2,144,038 |
| 20 |
1,349.00 |
1,262.00 |
87.00 |
6.6% |
24.00 |
1.8% |
74% |
False |
False |
2,237,400 |
| 40 |
1,411.50 |
1,262.00 |
149.50 |
11.3% |
21.50 |
1.6% |
43% |
False |
False |
2,035,991 |
| 60 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
20.00 |
1.5% |
41% |
False |
False |
1,917,475 |
| 80 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
18.25 |
1.4% |
41% |
False |
False |
1,604,226 |
| 100 |
1,419.75 |
1,262.00 |
157.75 |
11.9% |
17.50 |
1.3% |
41% |
False |
False |
1,284,166 |
| 120 |
1,419.75 |
1,193.50 |
226.25 |
17.1% |
17.25 |
1.3% |
59% |
False |
False |
1,070,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,427.00 |
|
2.618 |
1,388.75 |
|
1.618 |
1,365.25 |
|
1.000 |
1,350.75 |
|
0.618 |
1,341.75 |
|
HIGH |
1,327.25 |
|
0.618 |
1,318.25 |
|
0.500 |
1,315.50 |
|
0.382 |
1,312.75 |
|
LOW |
1,303.75 |
|
0.618 |
1,289.25 |
|
1.000 |
1,280.25 |
|
1.618 |
1,265.75 |
|
2.618 |
1,242.25 |
|
4.250 |
1,204.00 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,323.00 |
1,326.50 |
| PP |
1,319.25 |
1,326.50 |
| S1 |
1,315.50 |
1,326.50 |
|