| 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 |
2,186.0 |
2,117.0 |
-69.0 |
-3.2% |
2,030.0 |
| High |
2,193.0 |
2,148.0 |
-45.0 |
-2.1% |
2,157.0 |
| Low |
2,111.0 |
2,107.0 |
-4.0 |
-0.2% |
2,026.0 |
| Close |
2,124.0 |
2,132.0 |
8.0 |
0.4% |
2,140.0 |
| Range |
82.0 |
41.0 |
-41.0 |
-50.0% |
131.0 |
| ATR |
53.6 |
52.7 |
-0.9 |
-1.7% |
0.0 |
| Volume |
1,246,163 |
1,410,193 |
164,030 |
13.2% |
749,835 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.0 |
2,233.0 |
2,154.6 |
|
| R3 |
2,211.0 |
2,192.0 |
2,143.3 |
|
| R2 |
2,170.0 |
2,170.0 |
2,139.5 |
|
| R1 |
2,151.0 |
2,151.0 |
2,135.8 |
2,160.5 |
| PP |
2,129.0 |
2,129.0 |
2,129.0 |
2,133.8 |
| S1 |
2,110.0 |
2,110.0 |
2,128.2 |
2,119.5 |
| S2 |
2,088.0 |
2,088.0 |
2,124.5 |
|
| S3 |
2,047.0 |
2,069.0 |
2,120.7 |
|
| S4 |
2,006.0 |
2,028.0 |
2,109.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.7 |
2,451.3 |
2,212.1 |
|
| R3 |
2,369.7 |
2,320.3 |
2,176.0 |
|
| R2 |
2,238.7 |
2,238.7 |
2,164.0 |
|
| R1 |
2,189.3 |
2,189.3 |
2,152.0 |
2,214.0 |
| PP |
2,107.7 |
2,107.7 |
2,107.7 |
2,120.0 |
| S1 |
2,058.3 |
2,058.3 |
2,128.0 |
2,083.0 |
| S2 |
1,976.7 |
1,976.7 |
2,116.0 |
|
| S3 |
1,845.7 |
1,927.3 |
2,104.0 |
|
| S4 |
1,714.7 |
1,796.3 |
2,068.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,193.0 |
2,081.0 |
112.0 |
5.3% |
53.0 |
2.5% |
46% |
False |
False |
668,550 |
| 10 |
2,193.0 |
2,026.0 |
167.0 |
7.8% |
51.8 |
2.4% |
63% |
False |
False |
352,723 |
| 20 |
2,193.0 |
2,026.0 |
167.0 |
7.8% |
49.4 |
2.3% |
63% |
False |
False |
180,665 |
| 40 |
2,297.0 |
2,026.0 |
271.0 |
12.7% |
52.6 |
2.5% |
39% |
False |
False |
92,966 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
50.5 |
2.4% |
21% |
False |
False |
62,367 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
46.0 |
2.2% |
21% |
False |
False |
48,022 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
39.7 |
1.9% |
21% |
False |
False |
38,481 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
36.6 |
1.7% |
21% |
False |
False |
32,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.3 |
|
2.618 |
2,255.3 |
|
1.618 |
2,214.3 |
|
1.000 |
2,189.0 |
|
0.618 |
2,173.3 |
|
HIGH |
2,148.0 |
|
0.618 |
2,132.3 |
|
0.500 |
2,127.5 |
|
0.382 |
2,122.7 |
|
LOW |
2,107.0 |
|
0.618 |
2,081.7 |
|
1.000 |
2,066.0 |
|
1.618 |
2,040.7 |
|
2.618 |
1,999.7 |
|
4.250 |
1,932.8 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.5 |
2,145.0 |
| PP |
2,129.0 |
2,140.7 |
| S1 |
2,127.5 |
2,136.3 |
|