| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,322.0 |
6,247.0 |
-75.0 |
-1.2% |
6,304.5 |
| High |
6,339.5 |
6,384.5 |
45.0 |
0.7% |
6,322.5 |
| Low |
6,225.5 |
6,236.0 |
10.5 |
0.2% |
6,081.5 |
| Close |
6,248.0 |
6,364.5 |
116.5 |
1.9% |
6,231.5 |
| Range |
114.0 |
148.5 |
34.5 |
30.3% |
241.0 |
| ATR |
135.9 |
136.8 |
0.9 |
0.7% |
0.0 |
| Volume |
178,980 |
149,896 |
-29,084 |
-16.2% |
477,048 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,773.8 |
6,717.7 |
6,446.2 |
|
| R3 |
6,625.3 |
6,569.2 |
6,405.3 |
|
| R2 |
6,476.8 |
6,476.8 |
6,391.7 |
|
| R1 |
6,420.7 |
6,420.7 |
6,378.1 |
6,448.8 |
| PP |
6,328.3 |
6,328.3 |
6,328.3 |
6,342.4 |
| S1 |
6,272.2 |
6,272.2 |
6,350.9 |
6,300.3 |
| S2 |
6,179.8 |
6,179.8 |
6,337.3 |
|
| S3 |
6,031.3 |
6,123.7 |
6,323.7 |
|
| S4 |
5,882.8 |
5,975.2 |
6,282.8 |
|
|
| 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 |
6,384.5 |
6,081.5 |
303.0 |
4.8% |
122.0 |
1.9% |
93% |
True |
False |
139,098 |
| 10 |
6,384.5 |
6,000.0 |
384.5 |
6.0% |
134.6 |
2.1% |
95% |
True |
False |
84,540 |
| 20 |
6,444.5 |
5,917.5 |
527.0 |
8.3% |
130.0 |
2.0% |
85% |
False |
False |
45,012 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.2% |
132.3 |
2.1% |
46% |
False |
False |
22,717 |
| 60 |
7,175.0 |
5,917.5 |
1,257.5 |
19.8% |
134.7 |
2.1% |
36% |
False |
False |
15,214 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.4% |
121.9 |
1.9% |
34% |
False |
False |
11,926 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.4% |
111.4 |
1.8% |
34% |
False |
False |
9,553 |
| 120 |
7,217.5 |
5,868.0 |
1,349.5 |
21.2% |
102.7 |
1.6% |
37% |
False |
False |
7,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,015.6 |
|
2.618 |
6,773.3 |
|
1.618 |
6,624.8 |
|
1.000 |
6,533.0 |
|
0.618 |
6,476.3 |
|
HIGH |
6,384.5 |
|
0.618 |
6,327.8 |
|
0.500 |
6,310.3 |
|
0.382 |
6,292.7 |
|
LOW |
6,236.0 |
|
0.618 |
6,144.2 |
|
1.000 |
6,087.5 |
|
1.618 |
5,995.7 |
|
2.618 |
5,847.2 |
|
4.250 |
5,604.9 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,346.4 |
6,331.3 |
| PP |
6,328.3 |
6,298.0 |
| S1 |
6,310.3 |
6,264.8 |
|