| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,177.0 |
2,189.0 |
12.0 |
0.6% |
2,186.0 |
| High |
2,209.0 |
2,226.0 |
17.0 |
0.8% |
2,193.0 |
| Low |
2,177.0 |
2,162.0 |
-15.0 |
-0.7% |
2,107.0 |
| Close |
2,199.0 |
2,195.0 |
-4.0 |
-0.2% |
2,165.0 |
| Range |
32.0 |
64.0 |
32.0 |
100.0% |
86.0 |
| ATR |
51.0 |
51.9 |
0.9 |
1.8% |
0.0 |
| Volume |
1,071,519 |
1,402,072 |
330,553 |
30.8% |
7,245,665 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.3 |
2,354.7 |
2,230.2 |
|
| R3 |
2,322.3 |
2,290.7 |
2,212.6 |
|
| R2 |
2,258.3 |
2,258.3 |
2,206.7 |
|
| R1 |
2,226.7 |
2,226.7 |
2,200.9 |
2,242.5 |
| PP |
2,194.3 |
2,194.3 |
2,194.3 |
2,202.3 |
| S1 |
2,162.7 |
2,162.7 |
2,189.1 |
2,178.5 |
| S2 |
2,130.3 |
2,130.3 |
2,183.3 |
|
| S3 |
2,066.3 |
2,098.7 |
2,177.4 |
|
| S4 |
2,002.3 |
2,034.7 |
2,159.8 |
|
|
| 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 |
2,226.0 |
2,135.0 |
91.0 |
4.1% |
54.0 |
2.5% |
66% |
True |
False |
1,441,157 |
| 10 |
2,226.0 |
2,097.0 |
129.0 |
5.9% |
51.8 |
2.4% |
76% |
True |
False |
1,306,021 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.1% |
49.5 |
2.3% |
85% |
True |
False |
679,252 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.0% |
51.9 |
2.4% |
64% |
False |
False |
342,597 |
| 60 |
2,493.0 |
2,026.0 |
467.0 |
21.3% |
52.0 |
2.4% |
36% |
False |
False |
228,900 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
48.1 |
2.2% |
33% |
False |
False |
172,934 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
42.1 |
1.9% |
33% |
False |
False |
138,447 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
38.6 |
1.8% |
33% |
False |
False |
115,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.0 |
|
2.618 |
2,393.6 |
|
1.618 |
2,329.6 |
|
1.000 |
2,290.0 |
|
0.618 |
2,265.6 |
|
HIGH |
2,226.0 |
|
0.618 |
2,201.6 |
|
0.500 |
2,194.0 |
|
0.382 |
2,186.4 |
|
LOW |
2,162.0 |
|
0.618 |
2,122.4 |
|
1.000 |
2,098.0 |
|
1.618 |
2,058.4 |
|
2.618 |
1,994.4 |
|
4.250 |
1,890.0 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.7 |
2,190.2 |
| PP |
2,194.3 |
2,185.3 |
| S1 |
2,194.0 |
2,180.5 |
|