| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.75 |
2,523.50 |
-20.25 |
-0.8% |
2,447.75 |
| High |
2,552.75 |
2,542.75 |
-10.00 |
-0.4% |
2,564.75 |
| Low |
2,514.00 |
2,509.00 |
-5.00 |
-0.2% |
2,418.25 |
| Close |
2,522.50 |
2,535.00 |
12.50 |
0.5% |
2,557.00 |
| Range |
38.75 |
33.75 |
-5.00 |
-12.9% |
146.50 |
| ATR |
46.72 |
45.79 |
-0.93 |
-2.0% |
0.00 |
| Volume |
293,651 |
336,037 |
42,386 |
14.4% |
288,739 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.25 |
2,616.25 |
2,553.50 |
|
| R3 |
2,596.50 |
2,582.50 |
2,544.25 |
|
| R2 |
2,562.75 |
2,562.75 |
2,541.25 |
|
| R1 |
2,548.75 |
2,548.75 |
2,538.00 |
2,555.75 |
| PP |
2,529.00 |
2,529.00 |
2,529.00 |
2,532.50 |
| S1 |
2,515.00 |
2,515.00 |
2,532.00 |
2,522.00 |
| S2 |
2,495.25 |
2,495.25 |
2,528.75 |
|
| S3 |
2,461.50 |
2,481.25 |
2,525.75 |
|
| S4 |
2,427.75 |
2,447.50 |
2,516.50 |
|
|
| 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% |
50.00 |
2.0% |
32% |
False |
False |
305,056 |
| 10 |
2,598.00 |
2,418.25 |
179.75 |
7.1% |
50.75 |
2.0% |
65% |
False |
False |
162,835 |
| 20 |
2,598.00 |
2,418.25 |
179.75 |
7.1% |
48.25 |
1.9% |
65% |
False |
False |
81,520 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.8% |
43.00 |
1.7% |
36% |
False |
False |
40,795 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
38.25 |
1.5% |
32% |
False |
False |
27,220 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
31.00 |
1.2% |
32% |
False |
False |
20,416 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
25.75 |
1.0% |
32% |
False |
False |
16,333 |
| 120 |
2,788.00 |
2,254.00 |
534.00 |
21.1% |
21.75 |
0.9% |
53% |
False |
False |
13,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.25 |
|
2.618 |
2,631.00 |
|
1.618 |
2,597.25 |
|
1.000 |
2,576.50 |
|
0.618 |
2,563.50 |
|
HIGH |
2,542.75 |
|
0.618 |
2,529.75 |
|
0.500 |
2,526.00 |
|
0.382 |
2,522.00 |
|
LOW |
2,509.00 |
|
0.618 |
2,488.25 |
|
1.000 |
2,475.25 |
|
1.618 |
2,454.50 |
|
2.618 |
2,420.75 |
|
4.250 |
2,365.50 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,532.00 |
2,533.00 |
| PP |
2,529.00 |
2,531.00 |
| S1 |
2,526.00 |
2,529.00 |
|