| 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 |
2,587.00 |
2,516.75 |
-70.25 |
-2.7% |
2,460.00 |
| High |
2,604.00 |
2,551.75 |
-52.25 |
-2.0% |
2,570.50 |
| Low |
2,513.50 |
2,510.50 |
-3.00 |
-0.1% |
2,433.75 |
| Close |
2,515.25 |
2,550.25 |
35.00 |
1.4% |
2,562.50 |
| Range |
90.50 |
41.25 |
-49.25 |
-54.4% |
136.75 |
| ATR |
50.06 |
49.43 |
-0.63 |
-1.3% |
0.00 |
| Volume |
152,735 |
103,670 |
-49,065 |
-32.1% |
1,178,417 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.25 |
2,647.00 |
2,573.00 |
|
| R3 |
2,620.00 |
2,605.75 |
2,561.50 |
|
| R2 |
2,578.75 |
2,578.75 |
2,557.75 |
|
| R1 |
2,564.50 |
2,564.50 |
2,554.00 |
2,571.50 |
| PP |
2,537.50 |
2,537.50 |
2,537.50 |
2,541.00 |
| S1 |
2,523.25 |
2,523.25 |
2,546.50 |
2,530.50 |
| S2 |
2,496.25 |
2,496.25 |
2,542.75 |
|
| S3 |
2,455.00 |
2,482.00 |
2,539.00 |
|
| S4 |
2,413.75 |
2,440.75 |
2,527.50 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.50 |
2,884.25 |
2,637.75 |
|
| R3 |
2,795.75 |
2,747.50 |
2,600.00 |
|
| R2 |
2,659.00 |
2,659.00 |
2,587.50 |
|
| R1 |
2,610.75 |
2,610.75 |
2,575.00 |
2,635.00 |
| PP |
2,522.25 |
2,522.25 |
2,522.25 |
2,534.25 |
| S1 |
2,474.00 |
2,474.00 |
2,550.00 |
2,498.00 |
| S2 |
2,385.50 |
2,385.50 |
2,537.50 |
|
| S3 |
2,248.75 |
2,337.25 |
2,525.00 |
|
| S4 |
2,112.00 |
2,200.50 |
2,487.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,604.00 |
2,487.00 |
117.00 |
4.6% |
56.25 |
2.2% |
54% |
False |
False |
188,240 |
| 10 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
50.50 |
2.0% |
68% |
False |
False |
241,284 |
| 20 |
2,616.25 |
2,433.75 |
182.50 |
7.2% |
50.00 |
2.0% |
64% |
False |
False |
273,064 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.5% |
48.50 |
1.9% |
36% |
False |
False |
276,817 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
44.75 |
1.8% |
33% |
False |
False |
266,922 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
40.50 |
1.6% |
33% |
False |
False |
223,506 |
| 100 |
2,791.50 |
2,415.50 |
376.00 |
14.7% |
37.00 |
1.5% |
36% |
False |
False |
178,813 |
| 120 |
2,791.50 |
2,220.00 |
571.50 |
22.4% |
33.75 |
1.3% |
58% |
False |
False |
149,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.00 |
|
2.618 |
2,659.75 |
|
1.618 |
2,618.50 |
|
1.000 |
2,593.00 |
|
0.618 |
2,577.25 |
|
HIGH |
2,551.75 |
|
0.618 |
2,536.00 |
|
0.500 |
2,531.00 |
|
0.382 |
2,526.25 |
|
LOW |
2,510.50 |
|
0.618 |
2,485.00 |
|
1.000 |
2,469.25 |
|
1.618 |
2,443.75 |
|
2.618 |
2,402.50 |
|
4.250 |
2,335.25 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,544.00 |
2,557.25 |
| PP |
2,537.50 |
2,555.00 |
| S1 |
2,531.00 |
2,552.50 |
|