| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,134.0 |
6,181.0 |
47.0 |
0.8% |
5,988.5 |
| High |
6,216.0 |
6,226.5 |
10.5 |
0.2% |
6,236.0 |
| Low |
6,087.5 |
6,097.5 |
10.0 |
0.2% |
5,917.5 |
| Close |
6,170.5 |
6,137.0 |
-33.5 |
-0.5% |
6,165.5 |
| Range |
128.5 |
129.0 |
0.5 |
0.4% |
318.5 |
| ATR |
142.6 |
141.6 |
-1.0 |
-0.7% |
0.0 |
| Volume |
67,025 |
82,005 |
14,980 |
22.3% |
70,226 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.7 |
6,467.8 |
6,208.0 |
|
| R3 |
6,411.7 |
6,338.8 |
6,172.5 |
|
| R2 |
6,282.7 |
6,282.7 |
6,160.7 |
|
| R1 |
6,209.8 |
6,209.8 |
6,148.8 |
6,181.8 |
| PP |
6,153.7 |
6,153.7 |
6,153.7 |
6,139.6 |
| S1 |
6,080.8 |
6,080.8 |
6,125.2 |
6,052.8 |
| S2 |
6,024.7 |
6,024.7 |
6,113.4 |
|
| S3 |
5,895.7 |
5,951.8 |
6,101.5 |
|
| S4 |
5,766.7 |
5,822.8 |
6,066.1 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
6,932.2 |
6,340.7 |
|
| R3 |
6,743.3 |
6,613.7 |
6,253.1 |
|
| R2 |
6,424.8 |
6,424.8 |
6,223.9 |
|
| R1 |
6,295.2 |
6,295.2 |
6,194.7 |
6,360.0 |
| PP |
6,106.3 |
6,106.3 |
6,106.3 |
6,138.8 |
| S1 |
5,976.7 |
5,976.7 |
6,136.3 |
6,041.5 |
| S2 |
5,787.8 |
5,787.8 |
6,107.1 |
|
| S3 |
5,469.3 |
5,658.2 |
6,077.9 |
|
| S4 |
5,150.8 |
5,339.7 |
5,990.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.5 |
6,057.0 |
265.5 |
4.3% |
145.1 |
2.4% |
30% |
False |
False |
44,375 |
| 10 |
6,326.0 |
5,917.5 |
408.5 |
6.7% |
142.2 |
2.3% |
54% |
False |
False |
27,262 |
| 20 |
6,450.5 |
5,917.5 |
533.0 |
8.7% |
129.3 |
2.1% |
41% |
False |
False |
14,499 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
134.8 |
2.2% |
23% |
False |
False |
7,408 |
| 60 |
7,189.5 |
5,917.5 |
1,272.0 |
20.7% |
133.1 |
2.2% |
17% |
False |
False |
4,999 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
120.3 |
2.0% |
17% |
False |
False |
4,265 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
109.0 |
1.8% |
17% |
False |
False |
3,420 |
| 120 |
7,217.5 |
5,819.0 |
1,398.5 |
22.8% |
100.7 |
1.6% |
23% |
False |
False |
2,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,774.8 |
|
2.618 |
6,564.2 |
|
1.618 |
6,435.2 |
|
1.000 |
6,355.5 |
|
0.618 |
6,306.2 |
|
HIGH |
6,226.5 |
|
0.618 |
6,177.2 |
|
0.500 |
6,162.0 |
|
0.382 |
6,146.8 |
|
LOW |
6,097.5 |
|
0.618 |
6,017.8 |
|
1.000 |
5,968.5 |
|
1.618 |
5,888.8 |
|
2.618 |
5,759.8 |
|
4.250 |
5,549.3 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,162.0 |
6,205.0 |
| PP |
6,153.7 |
6,182.3 |
| S1 |
6,145.3 |
6,159.7 |
|