| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,132.0 |
2,136.0 |
4.0 |
0.2% |
2,198.0 |
| High |
2,139.0 |
2,167.0 |
28.0 |
1.3% |
2,226.0 |
| Low |
2,113.0 |
2,123.0 |
10.0 |
0.5% |
2,135.0 |
| Close |
2,121.0 |
2,155.0 |
34.0 |
1.6% |
2,179.0 |
| Range |
26.0 |
44.0 |
18.0 |
69.2% |
91.0 |
| ATR |
49.9 |
49.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
955,553 |
960,311 |
4,758 |
0.5% |
6,364,991 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.3 |
2,261.7 |
2,179.2 |
|
| R3 |
2,236.3 |
2,217.7 |
2,167.1 |
|
| R2 |
2,192.3 |
2,192.3 |
2,163.1 |
|
| R1 |
2,173.7 |
2,173.7 |
2,159.0 |
2,183.0 |
| PP |
2,148.3 |
2,148.3 |
2,148.3 |
2,153.0 |
| S1 |
2,129.7 |
2,129.7 |
2,151.0 |
2,139.0 |
| S2 |
2,104.3 |
2,104.3 |
2,146.9 |
|
| S3 |
2,060.3 |
2,085.7 |
2,142.9 |
|
| S4 |
2,016.3 |
2,041.7 |
2,130.8 |
|
|
| 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 |
2,113.0 |
113.0 |
5.2% |
46.8 |
2.2% |
37% |
False |
False |
1,089,108 |
| 10 |
2,226.0 |
2,108.0 |
118.0 |
5.5% |
47.9 |
2.2% |
40% |
False |
False |
1,259,834 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.3% |
49.0 |
2.3% |
65% |
False |
False |
877,272 |
| 40 |
2,271.0 |
2,026.0 |
245.0 |
11.4% |
50.6 |
2.3% |
53% |
False |
False |
443,607 |
| 60 |
2,437.0 |
2,026.0 |
411.0 |
19.1% |
51.7 |
2.4% |
31% |
False |
False |
296,263 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
48.7 |
2.3% |
25% |
False |
False |
223,403 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
43.3 |
2.0% |
25% |
False |
False |
178,831 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
39.4 |
1.8% |
25% |
False |
False |
149,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,354.0 |
|
2.618 |
2,282.2 |
|
1.618 |
2,238.2 |
|
1.000 |
2,211.0 |
|
0.618 |
2,194.2 |
|
HIGH |
2,167.0 |
|
0.618 |
2,150.2 |
|
0.500 |
2,145.0 |
|
0.382 |
2,139.8 |
|
LOW |
2,123.0 |
|
0.618 |
2,095.8 |
|
1.000 |
2,079.0 |
|
1.618 |
2,051.8 |
|
2.618 |
2,007.8 |
|
4.250 |
1,936.0 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.7 |
2,152.3 |
| PP |
2,148.3 |
2,149.7 |
| S1 |
2,145.0 |
2,147.0 |
|