| 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 |
1,307.50 |
1,326.25 |
18.75 |
1.4% |
1,275.00 |
| High |
1,327.25 |
1,327.75 |
0.50 |
0.0% |
1,329.50 |
| Low |
1,303.75 |
1,310.25 |
6.50 |
0.5% |
1,262.00 |
| Close |
1,326.75 |
1,315.50 |
-11.25 |
-0.8% |
1,328.75 |
| Range |
23.50 |
17.50 |
-6.00 |
-25.5% |
67.50 |
| ATR |
23.60 |
23.16 |
-0.44 |
-1.8% |
0.00 |
| Volume |
817,732 |
510,825 |
-306,907 |
-37.5% |
11,116,106 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.25 |
1,360.50 |
1,325.00 |
|
| R3 |
1,352.75 |
1,343.00 |
1,320.25 |
|
| R2 |
1,335.25 |
1,335.25 |
1,318.75 |
|
| R1 |
1,325.50 |
1,325.50 |
1,317.00 |
1,321.50 |
| PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,316.00 |
| S1 |
1,308.00 |
1,308.00 |
1,314.00 |
1,304.00 |
| S2 |
1,300.25 |
1,300.25 |
1,312.25 |
|
| S3 |
1,282.75 |
1,290.50 |
1,310.75 |
|
| S4 |
1,265.25 |
1,273.00 |
1,306.00 |
|
|
| 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 |
1,303.75 |
45.25 |
3.4% |
25.00 |
1.9% |
26% |
False |
False |
1,282,236 |
| 10 |
1,349.00 |
1,262.00 |
87.00 |
6.6% |
25.25 |
1.9% |
61% |
False |
False |
1,963,760 |
| 20 |
1,349.00 |
1,262.00 |
87.00 |
6.6% |
23.75 |
1.8% |
61% |
False |
False |
2,143,174 |
| 40 |
1,411.50 |
1,262.00 |
149.50 |
11.4% |
21.25 |
1.6% |
36% |
False |
False |
2,002,569 |
| 60 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
20.00 |
1.5% |
34% |
False |
False |
1,900,690 |
| 80 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
18.50 |
1.4% |
34% |
False |
False |
1,610,591 |
| 100 |
1,419.75 |
1,262.00 |
157.75 |
12.0% |
17.50 |
1.3% |
34% |
False |
False |
1,289,248 |
| 120 |
1,419.75 |
1,218.50 |
201.25 |
15.3% |
17.00 |
1.3% |
48% |
False |
False |
1,074,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.00 |
|
2.618 |
1,373.50 |
|
1.618 |
1,356.00 |
|
1.000 |
1,345.25 |
|
0.618 |
1,338.50 |
|
HIGH |
1,327.75 |
|
0.618 |
1,321.00 |
|
0.500 |
1,319.00 |
|
0.382 |
1,317.00 |
|
LOW |
1,310.25 |
|
0.618 |
1,299.50 |
|
1.000 |
1,292.75 |
|
1.618 |
1,282.00 |
|
2.618 |
1,264.50 |
|
4.250 |
1,236.00 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.00 |
1,326.50 |
| PP |
1,317.75 |
1,322.75 |
| S1 |
1,316.75 |
1,319.00 |
|