| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,128.5 |
6,168.5 |
40.0 |
0.7% |
6,304.5 |
| High |
6,173.0 |
6,272.0 |
99.0 |
1.6% |
6,322.5 |
| Low |
6,081.5 |
6,145.0 |
63.5 |
1.0% |
6,081.5 |
| Close |
6,141.0 |
6,231.5 |
90.5 |
1.5% |
6,231.5 |
| Range |
91.5 |
127.0 |
35.5 |
38.8% |
241.0 |
| ATR |
138.0 |
137.5 |
-0.5 |
-0.4% |
0.0 |
| Volume |
97,064 |
187,549 |
90,485 |
93.2% |
477,048 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,597.2 |
6,541.3 |
6,301.4 |
|
| R3 |
6,470.2 |
6,414.3 |
6,266.4 |
|
| R2 |
6,343.2 |
6,343.2 |
6,254.8 |
|
| R1 |
6,287.3 |
6,287.3 |
6,243.1 |
6,315.3 |
| PP |
6,216.2 |
6,216.2 |
6,216.2 |
6,230.1 |
| S1 |
6,160.3 |
6,160.3 |
6,219.9 |
6,188.3 |
| S2 |
6,089.2 |
6,089.2 |
6,208.2 |
|
| S3 |
5,962.2 |
6,033.3 |
6,196.6 |
|
| S4 |
5,835.2 |
5,906.3 |
6,161.7 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.8 |
6,824.2 |
6,364.1 |
|
| R3 |
6,693.8 |
6,583.2 |
6,297.8 |
|
| R2 |
6,452.8 |
6,452.8 |
6,275.7 |
|
| R1 |
6,342.2 |
6,342.2 |
6,253.6 |
6,277.0 |
| PP |
6,211.8 |
6,211.8 |
6,211.8 |
6,179.3 |
| S1 |
6,101.2 |
6,101.2 |
6,209.4 |
6,036.0 |
| S2 |
5,970.8 |
5,970.8 |
6,187.3 |
|
| S3 |
5,729.8 |
5,860.2 |
6,165.2 |
|
| S4 |
5,488.8 |
5,619.2 |
6,099.0 |
|
|
| 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 |
6,081.5 |
241.0 |
3.9% |
139.1 |
2.2% |
62% |
False |
False |
95,409 |
| 10 |
6,322.5 |
5,917.5 |
405.0 |
6.5% |
128.2 |
2.1% |
78% |
False |
False |
54,727 |
| 20 |
6,450.5 |
5,917.5 |
533.0 |
8.6% |
127.4 |
2.0% |
59% |
False |
False |
28,703 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.5% |
133.7 |
2.1% |
32% |
False |
False |
14,511 |
| 60 |
7,175.0 |
5,917.5 |
1,257.5 |
20.2% |
134.1 |
2.2% |
25% |
False |
False |
9,739 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.9% |
121.0 |
1.9% |
24% |
False |
False |
7,818 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.9% |
110.8 |
1.8% |
24% |
False |
False |
6,265 |
| 120 |
7,217.5 |
5,819.0 |
1,398.5 |
22.4% |
102.0 |
1.6% |
29% |
False |
False |
5,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.8 |
|
2.618 |
6,604.5 |
|
1.618 |
6,477.5 |
|
1.000 |
6,399.0 |
|
0.618 |
6,350.5 |
|
HIGH |
6,272.0 |
|
0.618 |
6,223.5 |
|
0.500 |
6,208.5 |
|
0.382 |
6,193.5 |
|
LOW |
6,145.0 |
|
0.618 |
6,066.5 |
|
1.000 |
6,018.0 |
|
1.618 |
5,939.5 |
|
2.618 |
5,812.5 |
|
4.250 |
5,605.3 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,223.8 |
6,213.3 |
| PP |
6,216.2 |
6,195.0 |
| S1 |
6,208.5 |
6,176.8 |
|