| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,165.5 |
6,164.5 |
-1.0 |
0.0% |
6,322.0 |
| High |
6,184.0 |
6,248.0 |
64.0 |
1.0% |
6,431.5 |
| Low |
6,110.5 |
6,134.5 |
24.0 |
0.4% |
6,225.5 |
| Close |
6,141.5 |
6,219.5 |
78.0 |
1.3% |
6,261.0 |
| Range |
73.5 |
113.5 |
40.0 |
54.4% |
206.0 |
| ATR |
130.4 |
129.2 |
-1.2 |
-0.9% |
0.0 |
| Volume |
120,384 |
115,622 |
-4,762 |
-4.0% |
741,696 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,541.2 |
6,493.8 |
6,281.9 |
|
| R3 |
6,427.7 |
6,380.3 |
6,250.7 |
|
| R2 |
6,314.2 |
6,314.2 |
6,240.3 |
|
| R1 |
6,266.8 |
6,266.8 |
6,229.9 |
6,290.5 |
| PP |
6,200.7 |
6,200.7 |
6,200.7 |
6,212.5 |
| S1 |
6,153.3 |
6,153.3 |
6,209.1 |
6,177.0 |
| S2 |
6,087.2 |
6,087.2 |
6,198.7 |
|
| S3 |
5,973.7 |
6,039.8 |
6,188.3 |
|
| S4 |
5,860.2 |
5,926.3 |
6,157.1 |
|
|
| 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% |
113.0 |
1.8% |
34% |
False |
False |
128,392 |
| 10 |
6,431.5 |
6,081.5 |
350.0 |
5.6% |
114.9 |
1.8% |
39% |
False |
False |
139,014 |
| 20 |
6,431.5 |
5,917.5 |
514.0 |
8.3% |
128.6 |
2.1% |
59% |
False |
False |
83,138 |
| 40 |
6,805.0 |
5,917.5 |
887.5 |
14.3% |
128.8 |
2.1% |
34% |
False |
False |
42,096 |
| 60 |
7,110.0 |
5,917.5 |
1,192.5 |
19.2% |
134.4 |
2.2% |
25% |
False |
False |
28,136 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.9% |
126.0 |
2.0% |
23% |
False |
False |
21,632 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.9% |
114.3 |
1.8% |
23% |
False |
False |
17,318 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.9% |
105.1 |
1.7% |
23% |
False |
False |
14,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,730.4 |
|
2.618 |
6,545.1 |
|
1.618 |
6,431.6 |
|
1.000 |
6,361.5 |
|
0.618 |
6,318.1 |
|
HIGH |
6,248.0 |
|
0.618 |
6,204.6 |
|
0.500 |
6,191.3 |
|
0.382 |
6,177.9 |
|
LOW |
6,134.5 |
|
0.618 |
6,064.4 |
|
1.000 |
6,021.0 |
|
1.618 |
5,950.9 |
|
2.618 |
5,837.4 |
|
4.250 |
5,652.1 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,210.1 |
6,209.8 |
| PP |
6,200.7 |
6,200.0 |
| S1 |
6,191.3 |
6,190.3 |
|