| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,168.5 |
6,322.0 |
153.5 |
2.5% |
6,304.5 |
| High |
6,272.0 |
6,339.5 |
67.5 |
1.1% |
6,322.5 |
| Low |
6,145.0 |
6,225.5 |
80.5 |
1.3% |
6,081.5 |
| Close |
6,231.5 |
6,248.0 |
16.5 |
0.3% |
6,231.5 |
| Range |
127.0 |
114.0 |
-13.0 |
-10.2% |
241.0 |
| ATR |
137.5 |
135.9 |
-1.7 |
-1.2% |
0.0 |
| Volume |
187,549 |
178,980 |
-8,569 |
-4.6% |
477,048 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,613.0 |
6,544.5 |
6,310.7 |
|
| R3 |
6,499.0 |
6,430.5 |
6,279.4 |
|
| R2 |
6,385.0 |
6,385.0 |
6,268.9 |
|
| R1 |
6,316.5 |
6,316.5 |
6,258.5 |
6,293.8 |
| PP |
6,271.0 |
6,271.0 |
6,271.0 |
6,259.6 |
| S1 |
6,202.5 |
6,202.5 |
6,237.6 |
6,179.8 |
| S2 |
6,157.0 |
6,157.0 |
6,227.1 |
|
| S3 |
6,043.0 |
6,088.5 |
6,216.7 |
|
| S4 |
5,929.0 |
5,974.5 |
6,185.3 |
|
|
| 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 |
6,339.5 |
6,081.5 |
258.0 |
4.1% |
118.0 |
1.9% |
65% |
True |
False |
122,524 |
| 10 |
6,339.5 |
5,917.5 |
422.0 |
6.8% |
130.9 |
2.1% |
78% |
True |
False |
71,320 |
| 20 |
6,450.5 |
5,917.5 |
533.0 |
8.5% |
127.1 |
2.0% |
62% |
False |
False |
37,570 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.5% |
133.9 |
2.1% |
34% |
False |
False |
18,978 |
| 60 |
7,175.0 |
5,917.5 |
1,257.5 |
20.1% |
134.5 |
2.2% |
26% |
False |
False |
12,720 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.8% |
121.5 |
1.9% |
25% |
False |
False |
10,054 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.8% |
111.1 |
1.8% |
25% |
False |
False |
8,055 |
| 120 |
7,217.5 |
5,835.0 |
1,382.5 |
22.1% |
101.9 |
1.6% |
30% |
False |
False |
6,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,824.0 |
|
2.618 |
6,638.0 |
|
1.618 |
6,524.0 |
|
1.000 |
6,453.5 |
|
0.618 |
6,410.0 |
|
HIGH |
6,339.5 |
|
0.618 |
6,296.0 |
|
0.500 |
6,282.5 |
|
0.382 |
6,269.0 |
|
LOW |
6,225.5 |
|
0.618 |
6,155.0 |
|
1.000 |
6,111.5 |
|
1.618 |
6,041.0 |
|
2.618 |
5,927.0 |
|
4.250 |
5,741.0 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,282.5 |
6,235.5 |
| PP |
6,271.0 |
6,223.0 |
| S1 |
6,259.5 |
6,210.5 |
|