| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,178.0 |
2,132.0 |
-46.0 |
-2.1% |
2,198.0 |
| High |
2,181.0 |
2,139.0 |
-42.0 |
-1.9% |
2,226.0 |
| Low |
2,117.0 |
2,113.0 |
-4.0 |
-0.2% |
2,135.0 |
| Close |
2,127.0 |
2,121.0 |
-6.0 |
-0.3% |
2,179.0 |
| Range |
64.0 |
26.0 |
-38.0 |
-59.4% |
91.0 |
| ATR |
51.8 |
49.9 |
-1.8 |
-3.6% |
0.0 |
| Volume |
1,170,712 |
955,553 |
-215,159 |
-18.4% |
6,364,991 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.3 |
2,187.7 |
2,135.3 |
|
| R3 |
2,176.3 |
2,161.7 |
2,128.2 |
|
| R2 |
2,150.3 |
2,150.3 |
2,125.8 |
|
| R1 |
2,135.7 |
2,135.7 |
2,123.4 |
2,130.0 |
| PP |
2,124.3 |
2,124.3 |
2,124.3 |
2,121.5 |
| S1 |
2,109.7 |
2,109.7 |
2,118.6 |
2,104.0 |
| S2 |
2,098.3 |
2,098.3 |
2,116.2 |
|
| S3 |
2,072.3 |
2,083.7 |
2,113.9 |
|
| S4 |
2,046.3 |
2,057.7 |
2,106.7 |
|
|
| 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 |
2,113.0 |
113.0 |
5.3% |
44.4 |
2.1% |
7% |
False |
True |
1,111,350 |
| 10 |
2,226.0 |
2,108.0 |
118.0 |
5.6% |
47.2 |
2.2% |
11% |
False |
False |
1,308,056 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.4% |
49.5 |
2.3% |
48% |
False |
False |
830,390 |
| 40 |
2,285.0 |
2,026.0 |
259.0 |
12.2% |
51.1 |
2.4% |
37% |
False |
False |
419,611 |
| 60 |
2,437.0 |
2,026.0 |
411.0 |
19.4% |
51.5 |
2.4% |
23% |
False |
False |
280,259 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.3% |
48.4 |
2.3% |
18% |
False |
False |
211,447 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.3% |
42.9 |
2.0% |
18% |
False |
False |
169,251 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.3% |
39.4 |
1.9% |
18% |
False |
False |
141,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.5 |
|
2.618 |
2,207.1 |
|
1.618 |
2,181.1 |
|
1.000 |
2,165.0 |
|
0.618 |
2,155.1 |
|
HIGH |
2,139.0 |
|
0.618 |
2,129.1 |
|
0.500 |
2,126.0 |
|
0.382 |
2,122.9 |
|
LOW |
2,113.0 |
|
0.618 |
2,096.9 |
|
1.000 |
2,087.0 |
|
1.618 |
2,070.9 |
|
2.618 |
2,044.9 |
|
4.250 |
2,002.5 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.0 |
2,157.5 |
| PP |
2,124.3 |
2,145.3 |
| S1 |
2,122.7 |
2,133.2 |
|