| 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 |
1,602.8 |
1,597.6 |
-5.2 |
-0.3% |
1,626.8 |
| High |
1,609.3 |
1,618.9 |
9.6 |
0.6% |
1,642.4 |
| Low |
1,582.7 |
1,586.4 |
3.7 |
0.2% |
1,556.4 |
| Close |
1,596.8 |
1,613.8 |
17.0 |
1.1% |
1,591.4 |
| Range |
26.6 |
32.5 |
5.9 |
22.2% |
86.0 |
| ATR |
31.4 |
31.4 |
0.1 |
0.3% |
0.0 |
| Volume |
112,250 |
144,062 |
31,812 |
28.3% |
778,381 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,703.9 |
1,691.3 |
1,631.7 |
|
| R3 |
1,671.4 |
1,658.8 |
1,622.7 |
|
| R2 |
1,638.9 |
1,638.9 |
1,619.8 |
|
| R1 |
1,626.3 |
1,626.3 |
1,616.8 |
1,632.6 |
| PP |
1,606.4 |
1,606.4 |
1,606.4 |
1,609.5 |
| S1 |
1,593.8 |
1,593.8 |
1,610.8 |
1,600.1 |
| S2 |
1,573.9 |
1,573.9 |
1,607.8 |
|
| S3 |
1,541.4 |
1,561.3 |
1,604.9 |
|
| S4 |
1,508.9 |
1,528.8 |
1,595.9 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.7 |
1,809.1 |
1,638.7 |
|
| R3 |
1,768.7 |
1,723.1 |
1,615.1 |
|
| R2 |
1,682.7 |
1,682.7 |
1,607.2 |
|
| R1 |
1,637.1 |
1,637.1 |
1,599.3 |
1,616.9 |
| PP |
1,596.7 |
1,596.7 |
1,596.7 |
1,586.7 |
| S1 |
1,551.1 |
1,551.1 |
1,583.5 |
1,530.9 |
| S2 |
1,510.7 |
1,510.7 |
1,575.6 |
|
| S3 |
1,424.7 |
1,465.1 |
1,567.8 |
|
| S4 |
1,338.7 |
1,379.1 |
1,544.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,642.4 |
1,556.4 |
86.0 |
5.3% |
35.7 |
2.2% |
67% |
False |
False |
162,961 |
| 10 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
35.7 |
2.2% |
74% |
False |
False |
174,017 |
| 20 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
32.3 |
2.0% |
75% |
False |
False |
108,174 |
| 40 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
25.9 |
1.6% |
58% |
False |
False |
58,384 |
| 60 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.5 |
1.5% |
49% |
False |
False |
40,536 |
| 80 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
25.3 |
1.6% |
31% |
False |
False |
31,408 |
| 100 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.4 |
1.5% |
31% |
False |
False |
25,455 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
23.2 |
1.4% |
31% |
False |
False |
21,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,757.0 |
|
2.618 |
1,704.0 |
|
1.618 |
1,671.5 |
|
1.000 |
1,651.4 |
|
0.618 |
1,639.0 |
|
HIGH |
1,618.9 |
|
0.618 |
1,606.5 |
|
0.500 |
1,602.7 |
|
0.382 |
1,598.8 |
|
LOW |
1,586.4 |
|
0.618 |
1,566.3 |
|
1.000 |
1,553.9 |
|
1.618 |
1,533.8 |
|
2.618 |
1,501.3 |
|
4.250 |
1,448.3 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,610.1 |
1,605.1 |
| PP |
1,606.4 |
1,596.4 |
| S1 |
1,602.7 |
1,587.7 |
|