| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,512.00 |
2,543.75 |
31.75 |
1.3% |
2,447.75 |
| High |
2,546.75 |
2,552.75 |
6.00 |
0.2% |
2,564.75 |
| Low |
2,505.25 |
2,514.00 |
8.75 |
0.3% |
2,418.25 |
| Close |
2,545.00 |
2,522.50 |
-22.50 |
-0.9% |
2,557.00 |
| Range |
41.50 |
38.75 |
-2.75 |
-6.6% |
146.50 |
| ATR |
47.33 |
46.72 |
-0.61 |
-1.3% |
0.00 |
| Volume |
354,366 |
293,651 |
-60,715 |
-17.1% |
288,739 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.00 |
2,623.00 |
2,543.75 |
|
| R3 |
2,607.25 |
2,584.25 |
2,533.25 |
|
| R2 |
2,568.50 |
2,568.50 |
2,529.50 |
|
| R1 |
2,545.50 |
2,545.50 |
2,526.00 |
2,537.50 |
| PP |
2,529.75 |
2,529.75 |
2,529.75 |
2,525.75 |
| S1 |
2,506.75 |
2,506.75 |
2,519.00 |
2,499.00 |
| S2 |
2,491.00 |
2,491.00 |
2,515.50 |
|
| S3 |
2,452.25 |
2,468.00 |
2,511.75 |
|
| S4 |
2,413.50 |
2,429.25 |
2,501.25 |
|
|
| 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 |
2,505.25 |
92.75 |
3.7% |
51.00 |
2.0% |
19% |
False |
False |
253,978 |
| 10 |
2,598.00 |
2,418.25 |
179.75 |
7.1% |
50.50 |
2.0% |
58% |
False |
False |
129,314 |
| 20 |
2,598.00 |
2,418.25 |
179.75 |
7.1% |
48.50 |
1.9% |
58% |
False |
False |
64,720 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.9% |
42.75 |
1.7% |
32% |
False |
False |
32,398 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
38.00 |
1.5% |
28% |
False |
False |
21,620 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
30.50 |
1.2% |
28% |
False |
False |
16,216 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.7% |
25.50 |
1.0% |
28% |
False |
False |
12,973 |
| 120 |
2,788.00 |
2,254.00 |
534.00 |
21.2% |
21.50 |
0.8% |
50% |
False |
False |
10,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.50 |
|
2.618 |
2,654.25 |
|
1.618 |
2,615.50 |
|
1.000 |
2,591.50 |
|
0.618 |
2,576.75 |
|
HIGH |
2,552.75 |
|
0.618 |
2,538.00 |
|
0.500 |
2,533.50 |
|
0.382 |
2,528.75 |
|
LOW |
2,514.00 |
|
0.618 |
2,490.00 |
|
1.000 |
2,475.25 |
|
1.618 |
2,451.25 |
|
2.618 |
2,412.50 |
|
4.250 |
2,349.25 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,533.50 |
2,551.50 |
| PP |
2,529.75 |
2,542.00 |
| S1 |
2,526.00 |
2,532.25 |
|