| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,145.0 |
2,198.0 |
53.0 |
2.5% |
2,186.0 |
| High |
2,178.0 |
2,213.0 |
35.0 |
1.6% |
2,193.0 |
| Low |
2,140.0 |
2,139.0 |
-1.0 |
0.0% |
2,107.0 |
| Close |
2,165.0 |
2,147.0 |
-18.0 |
-0.8% |
2,165.0 |
| Range |
38.0 |
74.0 |
36.0 |
94.7% |
86.0 |
| ATR |
50.0 |
51.8 |
1.7 |
3.4% |
0.0 |
| Volume |
1,797,691 |
1,585,397 |
-212,294 |
-11.8% |
7,245,665 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.3 |
2,341.7 |
2,187.7 |
|
| R3 |
2,314.3 |
2,267.7 |
2,167.4 |
|
| R2 |
2,240.3 |
2,240.3 |
2,160.6 |
|
| R1 |
2,193.7 |
2,193.7 |
2,153.8 |
2,180.0 |
| PP |
2,166.3 |
2,166.3 |
2,166.3 |
2,159.5 |
| S1 |
2,119.7 |
2,119.7 |
2,140.2 |
2,106.0 |
| S2 |
2,092.3 |
2,092.3 |
2,133.4 |
|
| S3 |
2,018.3 |
2,045.7 |
2,126.7 |
|
| S4 |
1,944.3 |
1,971.7 |
2,106.3 |
|
|
| 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 |
2,213.0 |
2,107.0 |
106.0 |
4.9% |
45.8 |
2.1% |
38% |
True |
False |
1,516,979 |
| 10 |
2,213.0 |
2,054.0 |
159.0 |
7.4% |
48.2 |
2.2% |
58% |
True |
False |
955,849 |
| 20 |
2,213.0 |
2,026.0 |
187.0 |
8.7% |
48.3 |
2.2% |
65% |
True |
False |
488,881 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.3% |
51.6 |
2.4% |
46% |
False |
False |
247,315 |
| 60 |
2,493.0 |
2,026.0 |
467.0 |
21.8% |
51.7 |
2.4% |
26% |
False |
False |
165,196 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
47.2 |
2.2% |
23% |
False |
False |
125,192 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
41.1 |
1.9% |
23% |
False |
False |
100,227 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
37.6 |
1.7% |
23% |
False |
False |
83,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.5 |
|
2.618 |
2,406.7 |
|
1.618 |
2,332.7 |
|
1.000 |
2,287.0 |
|
0.618 |
2,258.7 |
|
HIGH |
2,213.0 |
|
0.618 |
2,184.7 |
|
0.500 |
2,176.0 |
|
0.382 |
2,167.3 |
|
LOW |
2,139.0 |
|
0.618 |
2,093.3 |
|
1.000 |
2,065.0 |
|
1.618 |
2,019.3 |
|
2.618 |
1,945.3 |
|
4.250 |
1,824.5 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.0 |
2,160.5 |
| PP |
2,166.3 |
2,156.0 |
| S1 |
2,156.7 |
2,151.5 |
|