| 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 |
2,134.0 |
2,130.0 |
-4.0 |
-0.2% |
2,030.0 |
| High |
2,153.0 |
2,147.0 |
-6.0 |
-0.3% |
2,157.0 |
| Low |
2,116.0 |
2,108.0 |
-8.0 |
-0.4% |
2,026.0 |
| Close |
2,125.0 |
2,136.0 |
11.0 |
0.5% |
2,140.0 |
| Range |
37.0 |
39.0 |
2.0 |
5.4% |
131.0 |
| ATR |
51.6 |
50.7 |
-0.9 |
-1.7% |
0.0 |
| Volume |
1,442,533 |
1,349,085 |
-93,448 |
-6.5% |
749,835 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.3 |
2,230.7 |
2,157.5 |
|
| R3 |
2,208.3 |
2,191.7 |
2,146.7 |
|
| R2 |
2,169.3 |
2,169.3 |
2,143.2 |
|
| R1 |
2,152.7 |
2,152.7 |
2,139.6 |
2,161.0 |
| PP |
2,130.3 |
2,130.3 |
2,130.3 |
2,134.5 |
| S1 |
2,113.7 |
2,113.7 |
2,132.4 |
2,122.0 |
| S2 |
2,091.3 |
2,091.3 |
2,128.9 |
|
| S3 |
2,052.3 |
2,074.7 |
2,125.3 |
|
| S4 |
2,013.3 |
2,035.7 |
2,114.6 |
|
|
| 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% |
41% |
False |
False |
1,170,886 |
| 10 |
2,193.0 |
2,026.0 |
167.0 |
7.8% |
50.2 |
2.4% |
66% |
False |
False |
628,672 |
| 20 |
2,193.0 |
2,026.0 |
167.0 |
7.8% |
47.6 |
2.2% |
66% |
False |
False |
319,757 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.4% |
51.9 |
2.4% |
42% |
False |
False |
162,751 |
| 60 |
2,529.0 |
2,026.0 |
503.0 |
23.5% |
51.2 |
2.4% |
22% |
False |
False |
108,845 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
46.5 |
2.2% |
21% |
False |
False |
82,913 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
40.4 |
1.9% |
21% |
False |
False |
66,397 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.1% |
36.9 |
1.7% |
21% |
False |
False |
55,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.8 |
|
2.618 |
2,249.1 |
|
1.618 |
2,210.1 |
|
1.000 |
2,186.0 |
|
0.618 |
2,171.1 |
|
HIGH |
2,147.0 |
|
0.618 |
2,132.1 |
|
0.500 |
2,127.5 |
|
0.382 |
2,122.9 |
|
LOW |
2,108.0 |
|
0.618 |
2,083.9 |
|
1.000 |
2,069.0 |
|
1.618 |
2,044.9 |
|
2.618 |
2,005.9 |
|
4.250 |
1,942.3 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.2 |
2,134.0 |
| PP |
2,130.3 |
2,132.0 |
| S1 |
2,127.5 |
2,130.0 |
|