| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,549.25 |
2,529.75 |
-19.50 |
-0.8% |
2,460.00 |
| High |
2,557.75 |
2,546.50 |
-11.25 |
-0.4% |
2,570.50 |
| Low |
2,519.50 |
2,515.00 |
-4.50 |
-0.2% |
2,433.75 |
| Close |
2,528.00 |
2,540.50 |
12.50 |
0.5% |
2,562.50 |
| Range |
38.25 |
31.50 |
-6.75 |
-17.6% |
136.75 |
| ATR |
48.63 |
47.41 |
-1.22 |
-2.5% |
0.00 |
| Volume |
78,382 |
47,849 |
-30,533 |
-39.0% |
1,178,417 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.50 |
2,616.00 |
2,557.75 |
|
| R3 |
2,597.00 |
2,584.50 |
2,549.25 |
|
| R2 |
2,565.50 |
2,565.50 |
2,546.25 |
|
| R1 |
2,553.00 |
2,553.00 |
2,543.50 |
2,559.25 |
| PP |
2,534.00 |
2,534.00 |
2,534.00 |
2,537.00 |
| S1 |
2,521.50 |
2,521.50 |
2,537.50 |
2,527.75 |
| S2 |
2,502.50 |
2,502.50 |
2,534.75 |
|
| S3 |
2,471.00 |
2,490.00 |
2,531.75 |
|
| S4 |
2,439.50 |
2,458.50 |
2,523.25 |
|
|
| 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% |
49.50 |
2.0% |
32% |
False |
False |
102,723 |
| 10 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
49.75 |
2.0% |
63% |
False |
False |
192,384 |
| 20 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
49.50 |
1.9% |
63% |
False |
False |
248,931 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.6% |
47.50 |
1.9% |
33% |
False |
False |
265,302 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.1% |
44.75 |
1.8% |
30% |
False |
False |
261,656 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.1% |
40.75 |
1.6% |
30% |
False |
False |
225,081 |
| 100 |
2,791.50 |
2,422.50 |
369.00 |
14.5% |
37.25 |
1.5% |
32% |
False |
False |
180,074 |
| 120 |
2,791.50 |
2,237.00 |
554.50 |
21.8% |
33.75 |
1.3% |
55% |
False |
False |
150,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.50 |
|
2.618 |
2,629.00 |
|
1.618 |
2,597.50 |
|
1.000 |
2,578.00 |
|
0.618 |
2,566.00 |
|
HIGH |
2,546.50 |
|
0.618 |
2,534.50 |
|
0.500 |
2,530.75 |
|
0.382 |
2,527.00 |
|
LOW |
2,515.00 |
|
0.618 |
2,495.50 |
|
1.000 |
2,483.50 |
|
1.618 |
2,464.00 |
|
2.618 |
2,432.50 |
|
4.250 |
2,381.00 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,537.25 |
2,538.50 |
| PP |
2,534.00 |
2,536.25 |
| S1 |
2,530.75 |
2,534.00 |
|