| 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 |
2,130.0 |
2,145.0 |
15.0 |
0.7% |
2,186.0 |
| High |
2,147.0 |
2,178.0 |
31.0 |
1.4% |
2,193.0 |
| Low |
2,108.0 |
2,140.0 |
32.0 |
1.5% |
2,107.0 |
| Close |
2,136.0 |
2,165.0 |
29.0 |
1.4% |
2,165.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
86.0 |
| ATR |
50.7 |
50.0 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,349,085 |
1,797,691 |
448,606 |
33.3% |
7,245,665 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,275.0 |
2,258.0 |
2,185.9 |
|
| R3 |
2,237.0 |
2,220.0 |
2,175.5 |
|
| R2 |
2,199.0 |
2,199.0 |
2,172.0 |
|
| R1 |
2,182.0 |
2,182.0 |
2,168.5 |
2,190.5 |
| PP |
2,161.0 |
2,161.0 |
2,161.0 |
2,165.3 |
| S1 |
2,144.0 |
2,144.0 |
2,161.5 |
2,152.5 |
| S2 |
2,123.0 |
2,123.0 |
2,158.0 |
|
| S3 |
2,085.0 |
2,106.0 |
2,154.6 |
|
| S4 |
2,047.0 |
2,068.0 |
2,144.1 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.0 |
2,375.0 |
2,212.3 |
|
| R3 |
2,327.0 |
2,289.0 |
2,188.7 |
|
| R2 |
2,241.0 |
2,241.0 |
2,180.8 |
|
| R1 |
2,203.0 |
2,203.0 |
2,172.9 |
2,179.0 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,143.0 |
| S1 |
2,117.0 |
2,117.0 |
2,157.1 |
2,093.0 |
| S2 |
2,069.0 |
2,069.0 |
2,149.2 |
|
| S3 |
1,983.0 |
2,031.0 |
2,141.4 |
|
| S4 |
1,897.0 |
1,945.0 |
2,117.7 |
|
|
| 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 |
2,107.0 |
86.0 |
4.0% |
47.4 |
2.2% |
67% |
False |
False |
1,449,133 |
| 10 |
2,193.0 |
2,026.0 |
167.0 |
7.7% |
46.3 |
2.1% |
83% |
False |
False |
799,550 |
| 20 |
2,193.0 |
2,026.0 |
167.0 |
7.7% |
46.5 |
2.1% |
83% |
False |
False |
409,626 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.2% |
50.8 |
2.3% |
53% |
False |
False |
207,688 |
| 60 |
2,520.0 |
2,026.0 |
494.0 |
22.8% |
51.2 |
2.4% |
28% |
False |
False |
138,797 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.8% |
46.6 |
2.2% |
27% |
False |
False |
105,381 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.8% |
40.6 |
1.9% |
27% |
False |
False |
84,373 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.8% |
37.3 |
1.7% |
27% |
False |
False |
70,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,339.5 |
|
2.618 |
2,277.5 |
|
1.618 |
2,239.5 |
|
1.000 |
2,216.0 |
|
0.618 |
2,201.5 |
|
HIGH |
2,178.0 |
|
0.618 |
2,163.5 |
|
0.500 |
2,159.0 |
|
0.382 |
2,154.5 |
|
LOW |
2,140.0 |
|
0.618 |
2,116.5 |
|
1.000 |
2,102.0 |
|
1.618 |
2,078.5 |
|
2.618 |
2,040.5 |
|
4.250 |
1,978.5 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.0 |
2,157.7 |
| PP |
2,161.0 |
2,150.3 |
| S1 |
2,159.0 |
2,143.0 |
|