| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,164.5 |
6,250.0 |
85.5 |
1.4% |
6,322.0 |
| High |
6,248.0 |
6,250.0 |
2.0 |
0.0% |
6,431.5 |
| Low |
6,134.5 |
6,098.0 |
-36.5 |
-0.6% |
6,225.5 |
| Close |
6,219.5 |
6,151.0 |
-68.5 |
-1.1% |
6,261.0 |
| Range |
113.5 |
152.0 |
38.5 |
33.9% |
206.0 |
| ATR |
129.2 |
130.9 |
1.6 |
1.3% |
0.0 |
| Volume |
115,622 |
166,150 |
50,528 |
43.7% |
741,696 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,622.3 |
6,538.7 |
6,234.6 |
|
| R3 |
6,470.3 |
6,386.7 |
6,192.8 |
|
| R2 |
6,318.3 |
6,318.3 |
6,178.9 |
|
| R1 |
6,234.7 |
6,234.7 |
6,164.9 |
6,200.5 |
| PP |
6,166.3 |
6,166.3 |
6,166.3 |
6,149.3 |
| S1 |
6,082.7 |
6,082.7 |
6,137.1 |
6,048.5 |
| S2 |
6,014.3 |
6,014.3 |
6,123.1 |
|
| S3 |
5,862.3 |
5,930.7 |
6,109.2 |
|
| S4 |
5,710.3 |
5,778.7 |
6,067.4 |
|
|
| 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 |
6,322.5 |
6,098.0 |
224.5 |
3.6% |
110.5 |
1.8% |
24% |
False |
True |
131,052 |
| 10 |
6,431.5 |
6,098.0 |
333.5 |
5.4% |
121.0 |
2.0% |
16% |
False |
True |
145,922 |
| 20 |
6,431.5 |
5,917.5 |
514.0 |
8.4% |
130.5 |
2.1% |
45% |
False |
False |
91,402 |
| 40 |
6,692.5 |
5,917.5 |
775.0 |
12.6% |
129.0 |
2.1% |
30% |
False |
False |
46,241 |
| 60 |
7,103.5 |
5,917.5 |
1,186.0 |
19.3% |
134.2 |
2.2% |
20% |
False |
False |
30,901 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
127.5 |
2.1% |
18% |
False |
False |
23,706 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
115.8 |
1.9% |
18% |
False |
False |
18,979 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
21.1% |
106.3 |
1.7% |
18% |
False |
False |
15,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,896.0 |
|
2.618 |
6,647.9 |
|
1.618 |
6,495.9 |
|
1.000 |
6,402.0 |
|
0.618 |
6,343.9 |
|
HIGH |
6,250.0 |
|
0.618 |
6,191.9 |
|
0.500 |
6,174.0 |
|
0.382 |
6,156.1 |
|
LOW |
6,098.0 |
|
0.618 |
6,004.1 |
|
1.000 |
5,946.0 |
|
1.618 |
5,852.1 |
|
2.618 |
5,700.1 |
|
4.250 |
5,452.0 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,174.0 |
6,174.0 |
| PP |
6,166.3 |
6,166.3 |
| S1 |
6,158.7 |
6,158.7 |
|