| 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 |
2,117.0 |
2,134.0 |
17.0 |
0.8% |
2,030.0 |
| High |
2,148.0 |
2,153.0 |
5.0 |
0.2% |
2,157.0 |
| Low |
2,107.0 |
2,116.0 |
9.0 |
0.4% |
2,026.0 |
| Close |
2,132.0 |
2,125.0 |
-7.0 |
-0.3% |
2,140.0 |
| Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
131.0 |
| ATR |
52.7 |
51.6 |
-1.1 |
-2.1% |
0.0 |
| Volume |
1,410,193 |
1,442,533 |
32,340 |
2.3% |
749,835 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.3 |
2,220.7 |
2,145.4 |
|
| R3 |
2,205.3 |
2,183.7 |
2,135.2 |
|
| R2 |
2,168.3 |
2,168.3 |
2,131.8 |
|
| R1 |
2,146.7 |
2,146.7 |
2,128.4 |
2,139.0 |
| PP |
2,131.3 |
2,131.3 |
2,131.3 |
2,127.5 |
| S1 |
2,109.7 |
2,109.7 |
2,121.6 |
2,102.0 |
| S2 |
2,094.3 |
2,094.3 |
2,118.2 |
|
| S3 |
2,057.3 |
2,072.7 |
2,114.8 |
|
| S4 |
2,020.3 |
2,035.7 |
2,104.7 |
|
|
| 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 |
2,097.0 |
96.0 |
4.5% |
49.6 |
2.3% |
29% |
False |
False |
947,610 |
| 10 |
2,193.0 |
2,026.0 |
167.0 |
7.9% |
50.1 |
2.4% |
59% |
False |
False |
494,711 |
| 20 |
2,193.0 |
2,026.0 |
167.0 |
7.9% |
48.4 |
2.3% |
59% |
False |
False |
252,685 |
| 40 |
2,294.0 |
2,026.0 |
268.0 |
12.6% |
52.0 |
2.4% |
37% |
False |
False |
129,027 |
| 60 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
50.9 |
2.4% |
19% |
False |
False |
86,384 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
46.2 |
2.2% |
19% |
False |
False |
66,052 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
40.1 |
1.9% |
19% |
False |
False |
52,906 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
36.7 |
1.7% |
19% |
False |
False |
44,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.3 |
|
2.618 |
2,249.9 |
|
1.618 |
2,212.9 |
|
1.000 |
2,190.0 |
|
0.618 |
2,175.9 |
|
HIGH |
2,153.0 |
|
0.618 |
2,138.9 |
|
0.500 |
2,134.5 |
|
0.382 |
2,130.1 |
|
LOW |
2,116.0 |
|
0.618 |
2,093.1 |
|
1.000 |
2,079.0 |
|
1.618 |
2,056.1 |
|
2.618 |
2,019.1 |
|
4.250 |
1,958.8 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,134.5 |
2,150.0 |
| PP |
2,131.3 |
2,141.7 |
| S1 |
2,128.2 |
2,133.3 |
|