| 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 |
1,350.75 |
1,318.50 |
-32.25 |
-2.4% |
1,345.25 |
| High |
1,353.25 |
1,331.75 |
-21.50 |
-1.6% |
1,357.00 |
| Low |
1,317.50 |
1,318.25 |
0.75 |
0.1% |
1,317.50 |
| Close |
1,318.25 |
1,326.75 |
8.50 |
0.6% |
1,326.75 |
| Range |
35.75 |
13.50 |
-22.25 |
-62.2% |
39.50 |
| ATR |
22.60 |
21.95 |
-0.65 |
-2.9% |
0.00 |
| Volume |
2,708,047 |
1,858,689 |
-849,358 |
-31.4% |
10,765,950 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.00 |
1,360.00 |
1,334.25 |
|
| R3 |
1,352.50 |
1,346.50 |
1,330.50 |
|
| R2 |
1,339.00 |
1,339.00 |
1,329.25 |
|
| R1 |
1,333.00 |
1,333.00 |
1,328.00 |
1,336.00 |
| PP |
1,325.50 |
1,325.50 |
1,325.50 |
1,327.00 |
| S1 |
1,319.50 |
1,319.50 |
1,325.50 |
1,322.50 |
| S2 |
1,312.00 |
1,312.00 |
1,324.25 |
|
| S3 |
1,298.50 |
1,306.00 |
1,323.00 |
|
| S4 |
1,285.00 |
1,292.50 |
1,319.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.25 |
1,429.00 |
1,348.50 |
|
| R3 |
1,412.75 |
1,389.50 |
1,337.50 |
|
| R2 |
1,373.25 |
1,373.25 |
1,334.00 |
|
| R1 |
1,350.00 |
1,350.00 |
1,330.25 |
1,342.00 |
| PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,329.75 |
| S1 |
1,310.50 |
1,310.50 |
1,323.25 |
1,302.50 |
| S2 |
1,294.25 |
1,294.25 |
1,319.50 |
|
| S3 |
1,254.75 |
1,271.00 |
1,316.00 |
|
| S4 |
1,215.25 |
1,231.50 |
1,305.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,357.00 |
1,317.50 |
39.50 |
3.0% |
21.25 |
1.6% |
23% |
False |
False |
2,153,190 |
| 10 |
1,357.00 |
1,297.00 |
60.00 |
4.5% |
22.75 |
1.7% |
50% |
False |
False |
2,397,368 |
| 20 |
1,357.00 |
1,255.50 |
101.50 |
7.7% |
22.75 |
1.7% |
70% |
False |
False |
1,368,719 |
| 40 |
1,405.00 |
1,255.50 |
149.50 |
11.3% |
21.50 |
1.6% |
48% |
False |
False |
686,213 |
| 60 |
1,411.50 |
1,255.50 |
156.00 |
11.8% |
20.00 |
1.5% |
46% |
False |
False |
457,955 |
| 80 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
18.25 |
1.4% |
45% |
False |
False |
343,695 |
| 100 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
16.25 |
1.2% |
45% |
False |
False |
274,961 |
| 120 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
14.75 |
1.1% |
45% |
False |
False |
229,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.00 |
|
2.618 |
1,367.00 |
|
1.618 |
1,353.50 |
|
1.000 |
1,345.25 |
|
0.618 |
1,340.00 |
|
HIGH |
1,331.75 |
|
0.618 |
1,326.50 |
|
0.500 |
1,325.00 |
|
0.382 |
1,323.50 |
|
LOW |
1,318.25 |
|
0.618 |
1,310.00 |
|
1.000 |
1,304.75 |
|
1.618 |
1,296.50 |
|
2.618 |
1,283.00 |
|
4.250 |
1,261.00 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,326.25 |
1,336.50 |
| PP |
1,325.50 |
1,333.25 |
| S1 |
1,325.00 |
1,330.00 |
|