| 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 |
2,516.75 |
2,549.25 |
32.50 |
1.3% |
2,460.00 |
| High |
2,551.75 |
2,557.75 |
6.00 |
0.2% |
2,570.50 |
| Low |
2,510.50 |
2,519.50 |
9.00 |
0.4% |
2,433.75 |
| Close |
2,550.25 |
2,528.00 |
-22.25 |
-0.9% |
2,562.50 |
| Range |
41.25 |
38.25 |
-3.00 |
-7.3% |
136.75 |
| ATR |
49.43 |
48.63 |
-0.80 |
-1.6% |
0.00 |
| Volume |
103,670 |
78,382 |
-25,288 |
-24.4% |
1,178,417 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.75 |
2,627.25 |
2,549.00 |
|
| R3 |
2,611.50 |
2,589.00 |
2,538.50 |
|
| R2 |
2,573.25 |
2,573.25 |
2,535.00 |
|
| R1 |
2,550.75 |
2,550.75 |
2,531.50 |
2,543.00 |
| PP |
2,535.00 |
2,535.00 |
2,535.00 |
2,531.25 |
| S1 |
2,512.50 |
2,512.50 |
2,524.50 |
2,504.50 |
| S2 |
2,496.75 |
2,496.75 |
2,521.00 |
|
| S3 |
2,458.50 |
2,474.25 |
2,517.50 |
|
| S4 |
2,420.25 |
2,436.00 |
2,507.00 |
|
|
| 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 |
2,510.50 |
93.50 |
3.7% |
51.00 |
2.0% |
19% |
False |
False |
148,019 |
| 10 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
50.25 |
2.0% |
55% |
False |
False |
218,341 |
| 20 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
49.75 |
2.0% |
55% |
False |
False |
260,735 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.6% |
47.75 |
1.9% |
30% |
False |
False |
271,255 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.2% |
44.75 |
1.8% |
26% |
False |
False |
264,398 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.2% |
40.75 |
1.6% |
26% |
False |
False |
224,484 |
| 100 |
2,791.50 |
2,415.50 |
376.00 |
14.9% |
37.25 |
1.5% |
30% |
False |
False |
179,596 |
| 120 |
2,791.50 |
2,220.00 |
571.50 |
22.6% |
34.00 |
1.3% |
54% |
False |
False |
149,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.25 |
|
2.618 |
2,658.00 |
|
1.618 |
2,619.75 |
|
1.000 |
2,596.00 |
|
0.618 |
2,581.50 |
|
HIGH |
2,557.75 |
|
0.618 |
2,543.25 |
|
0.500 |
2,538.50 |
|
0.382 |
2,534.00 |
|
LOW |
2,519.50 |
|
0.618 |
2,495.75 |
|
1.000 |
2,481.25 |
|
1.618 |
2,457.50 |
|
2.618 |
2,419.25 |
|
4.250 |
2,357.00 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,538.50 |
2,557.25 |
| PP |
2,535.00 |
2,547.50 |
| S1 |
2,531.50 |
2,537.75 |
|