| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.75 |
2,542.00 |
12.25 |
0.5% |
2,587.00 |
| High |
2,546.50 |
2,554.00 |
7.50 |
0.3% |
2,604.00 |
| Low |
2,515.00 |
2,539.25 |
24.25 |
1.0% |
2,510.50 |
| Close |
2,540.50 |
2,547.50 |
7.00 |
0.3% |
2,547.50 |
| Range |
31.50 |
14.75 |
-16.75 |
-53.2% |
93.50 |
| ATR |
47.41 |
45.07 |
-2.33 |
-4.9% |
0.00 |
| Volume |
47,849 |
3,273 |
-44,576 |
-93.2% |
385,909 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.25 |
2,584.00 |
2,555.50 |
|
| R3 |
2,576.50 |
2,569.25 |
2,551.50 |
|
| R2 |
2,561.75 |
2,561.75 |
2,550.25 |
|
| R1 |
2,554.50 |
2,554.50 |
2,548.75 |
2,558.00 |
| PP |
2,547.00 |
2,547.00 |
2,547.00 |
2,548.75 |
| S1 |
2,539.75 |
2,539.75 |
2,546.25 |
2,543.50 |
| S2 |
2,532.25 |
2,532.25 |
2,544.75 |
|
| S3 |
2,517.50 |
2,525.00 |
2,543.50 |
|
| S4 |
2,502.75 |
2,510.25 |
2,539.50 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.50 |
2,784.50 |
2,599.00 |
|
| R3 |
2,741.00 |
2,691.00 |
2,573.25 |
|
| R2 |
2,647.50 |
2,647.50 |
2,564.75 |
|
| R1 |
2,597.50 |
2,597.50 |
2,556.00 |
2,575.75 |
| PP |
2,554.00 |
2,554.00 |
2,554.00 |
2,543.00 |
| S1 |
2,504.00 |
2,504.00 |
2,539.00 |
2,482.25 |
| S2 |
2,460.50 |
2,460.50 |
2,530.25 |
|
| S3 |
2,367.00 |
2,410.50 |
2,521.75 |
|
| S4 |
2,273.50 |
2,317.00 |
2,496.00 |
|
|
| 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% |
43.25 |
1.7% |
40% |
False |
False |
77,181 |
| 10 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
44.50 |
1.7% |
67% |
False |
False |
156,432 |
| 20 |
2,604.00 |
2,433.75 |
170.25 |
6.7% |
46.75 |
1.8% |
67% |
False |
False |
231,659 |
| 40 |
2,753.00 |
2,433.75 |
319.25 |
12.5% |
46.50 |
1.8% |
36% |
False |
False |
254,497 |
| 60 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
44.75 |
1.8% |
32% |
False |
False |
258,202 |
| 80 |
2,791.50 |
2,433.75 |
357.75 |
14.0% |
40.50 |
1.6% |
32% |
False |
False |
225,120 |
| 100 |
2,791.50 |
2,422.50 |
369.00 |
14.5% |
37.25 |
1.5% |
34% |
False |
False |
180,107 |
| 120 |
2,791.50 |
2,254.75 |
536.75 |
21.1% |
33.75 |
1.3% |
55% |
False |
False |
150,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.75 |
|
2.618 |
2,592.50 |
|
1.618 |
2,577.75 |
|
1.000 |
2,568.75 |
|
0.618 |
2,563.00 |
|
HIGH |
2,554.00 |
|
0.618 |
2,548.25 |
|
0.500 |
2,546.50 |
|
0.382 |
2,545.00 |
|
LOW |
2,539.25 |
|
0.618 |
2,530.25 |
|
1.000 |
2,524.50 |
|
1.618 |
2,515.50 |
|
2.618 |
2,500.75 |
|
4.250 |
2,476.50 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.25 |
2,543.75 |
| PP |
2,547.00 |
2,540.00 |
| S1 |
2,546.50 |
2,536.50 |
|