| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,363.0 |
6,305.0 |
-58.0 |
-0.9% |
6,322.0 |
| High |
6,431.5 |
6,322.5 |
-109.0 |
-1.7% |
6,431.5 |
| Low |
6,267.0 |
6,258.5 |
-8.5 |
-0.1% |
6,225.5 |
| Close |
6,355.5 |
6,261.0 |
-94.5 |
-1.5% |
6,261.0 |
| Range |
164.5 |
64.0 |
-100.5 |
-61.1% |
206.0 |
| ATR |
136.5 |
133.7 |
-2.8 |
-2.1% |
0.0 |
| Volume |
152,848 |
125,279 |
-27,569 |
-18.0% |
741,696 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,472.7 |
6,430.8 |
6,296.2 |
|
| R3 |
6,408.7 |
6,366.8 |
6,278.6 |
|
| R2 |
6,344.7 |
6,344.7 |
6,272.7 |
|
| R1 |
6,302.8 |
6,302.8 |
6,266.9 |
6,291.8 |
| PP |
6,280.7 |
6,280.7 |
6,280.7 |
6,275.1 |
| S1 |
6,238.8 |
6,238.8 |
6,255.1 |
6,227.8 |
| S2 |
6,216.7 |
6,216.7 |
6,249.3 |
|
| S3 |
6,152.7 |
6,174.8 |
6,243.4 |
|
| S4 |
6,088.7 |
6,110.8 |
6,225.8 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,924.0 |
6,798.5 |
6,374.3 |
|
| R3 |
6,718.0 |
6,592.5 |
6,317.7 |
|
| R2 |
6,512.0 |
6,512.0 |
6,298.8 |
|
| R1 |
6,386.5 |
6,386.5 |
6,279.9 |
6,346.3 |
| PP |
6,306.0 |
6,306.0 |
6,306.0 |
6,285.9 |
| S1 |
6,180.5 |
6,180.5 |
6,242.1 |
6,140.3 |
| S2 |
6,100.0 |
6,100.0 |
6,223.2 |
|
| S3 |
5,894.0 |
5,974.5 |
6,204.4 |
|
| S4 |
5,688.0 |
5,768.5 |
6,147.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,431.5 |
6,225.5 |
206.0 |
3.3% |
118.8 |
1.9% |
17% |
False |
False |
148,339 |
| 10 |
6,431.5 |
6,081.5 |
350.0 |
5.6% |
129.0 |
2.1% |
51% |
False |
False |
121,874 |
| 20 |
6,444.5 |
5,917.5 |
527.0 |
8.4% |
129.3 |
2.1% |
65% |
False |
False |
65,096 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.5% |
132.3 |
2.1% |
36% |
False |
False |
33,021 |
| 60 |
7,127.0 |
5,917.5 |
1,209.5 |
19.3% |
134.7 |
2.2% |
28% |
False |
False |
22,082 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.8% |
124.6 |
2.0% |
26% |
False |
False |
17,086 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.8% |
113.4 |
1.8% |
26% |
False |
False |
13,680 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.8% |
103.4 |
1.7% |
26% |
False |
False |
11,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,594.5 |
|
2.618 |
6,490.1 |
|
1.618 |
6,426.1 |
|
1.000 |
6,386.5 |
|
0.618 |
6,362.1 |
|
HIGH |
6,322.5 |
|
0.618 |
6,298.1 |
|
0.500 |
6,290.5 |
|
0.382 |
6,282.9 |
|
LOW |
6,258.5 |
|
0.618 |
6,218.9 |
|
1.000 |
6,194.5 |
|
1.618 |
6,154.9 |
|
2.618 |
6,090.9 |
|
4.250 |
5,986.5 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,290.5 |
6,345.0 |
| PP |
6,280.7 |
6,317.0 |
| S1 |
6,270.8 |
6,289.0 |
|