| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,175.0 |
2,178.0 |
3.0 |
0.1% |
2,198.0 |
| High |
2,202.0 |
2,181.0 |
-21.0 |
-1.0% |
2,226.0 |
| Low |
2,166.0 |
2,117.0 |
-49.0 |
-2.3% |
2,135.0 |
| Close |
2,179.0 |
2,127.0 |
-52.0 |
-2.4% |
2,179.0 |
| Range |
36.0 |
64.0 |
28.0 |
77.8% |
91.0 |
| ATR |
50.8 |
51.8 |
0.9 |
1.9% |
0.0 |
| Volume |
956,896 |
1,170,712 |
213,816 |
22.3% |
6,364,991 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.7 |
2,294.3 |
2,162.2 |
|
| R3 |
2,269.7 |
2,230.3 |
2,144.6 |
|
| R2 |
2,205.7 |
2,205.7 |
2,138.7 |
|
| R1 |
2,166.3 |
2,166.3 |
2,132.9 |
2,154.0 |
| PP |
2,141.7 |
2,141.7 |
2,141.7 |
2,135.5 |
| S1 |
2,102.3 |
2,102.3 |
2,121.1 |
2,090.0 |
| S2 |
2,077.7 |
2,077.7 |
2,115.3 |
|
| S3 |
2,013.7 |
2,038.3 |
2,109.4 |
|
| S4 |
1,949.7 |
1,974.3 |
2,091.8 |
|
|
| 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 |
2,117.0 |
109.0 |
5.1% |
51.6 |
2.4% |
9% |
False |
True |
1,190,061 |
| 10 |
2,226.0 |
2,107.0 |
119.0 |
5.6% |
48.7 |
2.3% |
17% |
False |
False |
1,353,520 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.4% |
50.0 |
2.4% |
51% |
False |
False |
785,265 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.4% |
51.6 |
2.4% |
38% |
False |
False |
395,733 |
| 60 |
2,437.0 |
2,026.0 |
411.0 |
19.3% |
51.9 |
2.4% |
25% |
False |
False |
264,336 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
48.7 |
2.3% |
20% |
False |
False |
199,522 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
42.7 |
2.0% |
20% |
False |
False |
159,718 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.2% |
39.3 |
1.8% |
20% |
False |
False |
133,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.0 |
|
2.618 |
2,348.6 |
|
1.618 |
2,284.6 |
|
1.000 |
2,245.0 |
|
0.618 |
2,220.6 |
|
HIGH |
2,181.0 |
|
0.618 |
2,156.6 |
|
0.500 |
2,149.0 |
|
0.382 |
2,141.4 |
|
LOW |
2,117.0 |
|
0.618 |
2,077.4 |
|
1.000 |
2,053.0 |
|
1.618 |
2,013.4 |
|
2.618 |
1,949.4 |
|
4.250 |
1,845.0 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.0 |
2,171.5 |
| PP |
2,141.7 |
2,156.7 |
| S1 |
2,134.3 |
2,141.8 |
|