| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,250.0 |
6,187.0 |
-63.0 |
-1.0% |
6,263.5 |
| High |
6,250.0 |
6,438.5 |
188.5 |
3.0% |
6,438.5 |
| Low |
6,098.0 |
6,187.0 |
89.0 |
1.5% |
6,098.0 |
| Close |
6,151.0 |
6,411.5 |
260.5 |
4.2% |
6,411.5 |
| Range |
152.0 |
251.5 |
99.5 |
65.5% |
340.5 |
| ATR |
130.9 |
142.0 |
11.2 |
8.6% |
0.0 |
| Volume |
166,150 |
169,179 |
3,029 |
1.8% |
699,162 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,100.2 |
7,007.3 |
6,549.8 |
|
| R3 |
6,848.7 |
6,755.8 |
6,480.7 |
|
| R2 |
6,597.2 |
6,597.2 |
6,457.6 |
|
| R1 |
6,504.3 |
6,504.3 |
6,434.6 |
6,550.8 |
| PP |
6,345.7 |
6,345.7 |
6,345.7 |
6,368.9 |
| S1 |
6,252.8 |
6,252.8 |
6,388.4 |
6,299.3 |
| S2 |
6,094.2 |
6,094.2 |
6,365.4 |
|
| S3 |
5,842.7 |
6,001.3 |
6,342.3 |
|
| S4 |
5,591.2 |
5,749.8 |
6,273.2 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,337.5 |
7,215.0 |
6,598.8 |
|
| R3 |
6,997.0 |
6,874.5 |
6,505.1 |
|
| R2 |
6,656.5 |
6,656.5 |
6,473.9 |
|
| R1 |
6,534.0 |
6,534.0 |
6,442.7 |
6,595.3 |
| PP |
6,316.0 |
6,316.0 |
6,316.0 |
6,346.6 |
| S1 |
6,193.5 |
6,193.5 |
6,380.3 |
6,254.8 |
| S2 |
5,975.5 |
5,975.5 |
6,349.1 |
|
| S3 |
5,635.0 |
5,853.0 |
6,317.9 |
|
| S4 |
5,294.5 |
5,512.5 |
6,224.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,438.5 |
6,098.0 |
340.5 |
5.3% |
148.0 |
2.3% |
92% |
True |
False |
139,832 |
| 10 |
6,438.5 |
6,098.0 |
340.5 |
5.3% |
133.4 |
2.1% |
92% |
True |
False |
144,085 |
| 20 |
6,438.5 |
5,917.5 |
521.0 |
8.1% |
130.8 |
2.0% |
95% |
True |
False |
99,406 |
| 40 |
6,602.0 |
5,917.5 |
684.5 |
10.7% |
131.7 |
2.1% |
72% |
False |
False |
50,458 |
| 60 |
6,956.0 |
5,917.5 |
1,038.5 |
16.2% |
135.9 |
2.1% |
48% |
False |
False |
33,719 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
128.1 |
2.0% |
38% |
False |
False |
25,819 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
117.6 |
1.8% |
38% |
False |
False |
20,671 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
108.1 |
1.7% |
38% |
False |
False |
17,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,507.4 |
|
2.618 |
7,096.9 |
|
1.618 |
6,845.4 |
|
1.000 |
6,690.0 |
|
0.618 |
6,593.9 |
|
HIGH |
6,438.5 |
|
0.618 |
6,342.4 |
|
0.500 |
6,312.8 |
|
0.382 |
6,283.1 |
|
LOW |
6,187.0 |
|
0.618 |
6,031.6 |
|
1.000 |
5,935.5 |
|
1.618 |
5,780.1 |
|
2.618 |
5,528.6 |
|
4.250 |
5,118.1 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,378.6 |
6,363.8 |
| PP |
6,345.7 |
6,316.0 |
| S1 |
6,312.8 |
6,268.3 |
|