| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,189.0 |
2,175.0 |
-14.0 |
-0.6% |
2,198.0 |
| High |
2,226.0 |
2,202.0 |
-24.0 |
-1.1% |
2,226.0 |
| Low |
2,162.0 |
2,166.0 |
4.0 |
0.2% |
2,135.0 |
| Close |
2,195.0 |
2,179.0 |
-16.0 |
-0.7% |
2,179.0 |
| Range |
64.0 |
36.0 |
-28.0 |
-43.8% |
91.0 |
| ATR |
51.9 |
50.8 |
-1.1 |
-2.2% |
0.0 |
| Volume |
1,402,072 |
956,896 |
-445,176 |
-31.8% |
6,364,991 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.3 |
2,270.7 |
2,198.8 |
|
| R3 |
2,254.3 |
2,234.7 |
2,188.9 |
|
| R2 |
2,218.3 |
2,218.3 |
2,185.6 |
|
| R1 |
2,198.7 |
2,198.7 |
2,182.3 |
2,208.5 |
| PP |
2,182.3 |
2,182.3 |
2,182.3 |
2,187.3 |
| S1 |
2,162.7 |
2,162.7 |
2,175.7 |
2,172.5 |
| S2 |
2,146.3 |
2,146.3 |
2,172.4 |
|
| S3 |
2,110.3 |
2,126.7 |
2,169.1 |
|
| S4 |
2,074.3 |
2,090.7 |
2,159.2 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.0 |
2,407.0 |
2,229.1 |
|
| R3 |
2,362.0 |
2,316.0 |
2,204.0 |
|
| R2 |
2,271.0 |
2,271.0 |
2,195.7 |
|
| R1 |
2,225.0 |
2,225.0 |
2,187.3 |
2,202.5 |
| PP |
2,180.0 |
2,180.0 |
2,180.0 |
2,168.8 |
| S1 |
2,134.0 |
2,134.0 |
2,170.7 |
2,111.5 |
| S2 |
2,089.0 |
2,089.0 |
2,162.3 |
|
| S3 |
1,998.0 |
2,043.0 |
2,154.0 |
|
| S4 |
1,907.0 |
1,952.0 |
2,129.0 |
|
|
| 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 |
4.2% |
53.6 |
2.5% |
48% |
False |
False |
1,272,998 |
| 10 |
2,226.0 |
2,107.0 |
119.0 |
5.5% |
50.5 |
2.3% |
61% |
False |
False |
1,361,065 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.2% |
49.3 |
2.3% |
77% |
False |
False |
726,777 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.1% |
51.8 |
2.4% |
58% |
False |
False |
366,477 |
| 60 |
2,457.0 |
2,026.0 |
431.0 |
19.8% |
51.7 |
2.4% |
35% |
False |
False |
244,833 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.6% |
48.2 |
2.2% |
30% |
False |
False |
184,890 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.6% |
42.3 |
1.9% |
30% |
False |
False |
148,011 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.6% |
38.9 |
1.8% |
30% |
False |
False |
123,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.0 |
|
2.618 |
2,296.2 |
|
1.618 |
2,260.2 |
|
1.000 |
2,238.0 |
|
0.618 |
2,224.2 |
|
HIGH |
2,202.0 |
|
0.618 |
2,188.2 |
|
0.500 |
2,184.0 |
|
0.382 |
2,179.8 |
|
LOW |
2,166.0 |
|
0.618 |
2,143.8 |
|
1.000 |
2,130.0 |
|
1.618 |
2,107.8 |
|
2.618 |
2,071.8 |
|
4.250 |
2,013.0 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.0 |
2,194.0 |
| PP |
2,182.3 |
2,189.0 |
| S1 |
2,180.7 |
2,184.0 |
|