| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,263.5 |
6,165.5 |
-98.0 |
-1.6% |
6,322.0 |
| High |
6,270.0 |
6,184.0 |
-86.0 |
-1.4% |
6,431.5 |
| Low |
6,120.5 |
6,110.5 |
-10.0 |
-0.2% |
6,225.5 |
| Close |
6,150.0 |
6,141.5 |
-8.5 |
-0.1% |
6,261.0 |
| Range |
149.5 |
73.5 |
-76.0 |
-50.8% |
206.0 |
| ATR |
134.8 |
130.4 |
-4.4 |
-3.2% |
0.0 |
| Volume |
127,827 |
120,384 |
-7,443 |
-5.8% |
741,696 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,365.8 |
6,327.2 |
6,181.9 |
|
| R3 |
6,292.3 |
6,253.7 |
6,161.7 |
|
| R2 |
6,218.8 |
6,218.8 |
6,155.0 |
|
| R1 |
6,180.2 |
6,180.2 |
6,148.2 |
6,162.8 |
| PP |
6,145.3 |
6,145.3 |
6,145.3 |
6,136.6 |
| S1 |
6,106.7 |
6,106.7 |
6,134.8 |
6,089.3 |
| S2 |
6,071.8 |
6,071.8 |
6,128.0 |
|
| S3 |
5,998.3 |
6,033.2 |
6,121.3 |
|
| S4 |
5,924.8 |
5,959.7 |
6,101.1 |
|
|
| 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 |
6,110.5 |
321.0 |
5.2% |
110.9 |
1.8% |
10% |
False |
True |
132,206 |
| 10 |
6,431.5 |
6,081.5 |
350.0 |
5.7% |
116.5 |
1.9% |
17% |
False |
False |
135,652 |
| 20 |
6,431.5 |
5,917.5 |
514.0 |
8.4% |
129.6 |
2.1% |
44% |
False |
False |
77,454 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
131.2 |
2.1% |
23% |
False |
False |
39,211 |
| 60 |
7,110.0 |
5,917.5 |
1,192.5 |
19.4% |
133.6 |
2.2% |
19% |
False |
False |
26,212 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
125.0 |
2.0% |
17% |
False |
False |
20,187 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
114.0 |
1.9% |
17% |
False |
False |
16,162 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
104.2 |
1.7% |
17% |
False |
False |
13,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,496.4 |
|
2.618 |
6,376.4 |
|
1.618 |
6,302.9 |
|
1.000 |
6,257.5 |
|
0.618 |
6,229.4 |
|
HIGH |
6,184.0 |
|
0.618 |
6,155.9 |
|
0.500 |
6,147.3 |
|
0.382 |
6,138.6 |
|
LOW |
6,110.5 |
|
0.618 |
6,065.1 |
|
1.000 |
6,037.0 |
|
1.618 |
5,991.6 |
|
2.618 |
5,918.1 |
|
4.250 |
5,798.1 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,147.3 |
6,216.5 |
| PP |
6,145.3 |
6,191.5 |
| S1 |
6,143.4 |
6,166.5 |
|