| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,577.25 |
2,512.00 |
-65.25 |
-2.5% |
2,447.75 |
| High |
2,598.00 |
2,546.75 |
-51.25 |
-2.0% |
2,564.75 |
| Low |
2,508.25 |
2,505.25 |
-3.00 |
-0.1% |
2,418.25 |
| Close |
2,510.00 |
2,545.00 |
35.00 |
1.4% |
2,557.00 |
| Range |
89.75 |
41.50 |
-48.25 |
-53.8% |
146.50 |
| ATR |
47.78 |
47.33 |
-0.45 |
-0.9% |
0.00 |
| Volume |
355,121 |
354,366 |
-755 |
-0.2% |
288,739 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.75 |
2,642.50 |
2,567.75 |
|
| R3 |
2,615.25 |
2,601.00 |
2,556.50 |
|
| R2 |
2,573.75 |
2,573.75 |
2,552.50 |
|
| R1 |
2,559.50 |
2,559.50 |
2,548.75 |
2,566.50 |
| PP |
2,532.25 |
2,532.25 |
2,532.25 |
2,536.00 |
| S1 |
2,518.00 |
2,518.00 |
2,541.25 |
2,525.00 |
| S2 |
2,490.75 |
2,490.75 |
2,537.50 |
|
| S3 |
2,449.25 |
2,476.50 |
2,533.50 |
|
| S4 |
2,407.75 |
2,435.00 |
2,522.25 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.75 |
2,901.50 |
2,637.50 |
|
| R3 |
2,806.25 |
2,755.00 |
2,597.25 |
|
| R2 |
2,659.75 |
2,659.75 |
2,583.75 |
|
| R1 |
2,608.50 |
2,608.50 |
2,570.50 |
2,634.00 |
| PP |
2,513.25 |
2,513.25 |
2,513.25 |
2,526.25 |
| S1 |
2,462.00 |
2,462.00 |
2,543.50 |
2,487.50 |
| S2 |
2,366.75 |
2,366.75 |
2,530.25 |
|
| S3 |
2,220.25 |
2,315.50 |
2,516.75 |
|
| S4 |
2,073.75 |
2,169.00 |
2,476.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,598.00 |
2,481.50 |
116.50 |
4.6% |
56.25 |
2.2% |
55% |
False |
False |
198,560 |
| 10 |
2,598.00 |
2,418.25 |
179.75 |
7.1% |
51.25 |
2.0% |
71% |
False |
False |
99,959 |
| 20 |
2,601.00 |
2,418.25 |
182.75 |
7.2% |
48.00 |
1.9% |
69% |
False |
False |
50,039 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
43.50 |
1.7% |
39% |
False |
False |
25,058 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
37.75 |
1.5% |
34% |
False |
False |
16,726 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
30.00 |
1.2% |
34% |
False |
False |
12,545 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
25.00 |
1.0% |
34% |
False |
False |
10,036 |
| 120 |
2,788.00 |
2,233.00 |
555.00 |
21.8% |
21.00 |
0.8% |
56% |
False |
False |
8,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,723.00 |
|
2.618 |
2,655.50 |
|
1.618 |
2,614.00 |
|
1.000 |
2,588.25 |
|
0.618 |
2,572.50 |
|
HIGH |
2,546.75 |
|
0.618 |
2,531.00 |
|
0.500 |
2,526.00 |
|
0.382 |
2,521.00 |
|
LOW |
2,505.25 |
|
0.618 |
2,479.50 |
|
1.000 |
2,463.75 |
|
1.618 |
2,438.00 |
|
2.618 |
2,396.50 |
|
4.250 |
2,329.00 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,538.75 |
2,551.50 |
| PP |
2,532.25 |
2,549.50 |
| S1 |
2,526.00 |
2,547.25 |
|