| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,523.50 |
2,535.75 |
12.25 |
0.5% |
2,577.25 |
| High |
2,542.75 |
2,567.75 |
25.00 |
1.0% |
2,598.00 |
| Low |
2,509.00 |
2,533.50 |
24.50 |
1.0% |
2,505.25 |
| Close |
2,535.00 |
2,564.00 |
29.00 |
1.1% |
2,564.00 |
| Range |
33.75 |
34.25 |
0.50 |
1.5% |
92.75 |
| ATR |
45.79 |
44.97 |
-0.82 |
-1.8% |
0.00 |
| Volume |
336,037 |
223,665 |
-112,372 |
-33.4% |
1,562,840 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.75 |
2,645.25 |
2,582.75 |
|
| R3 |
2,623.50 |
2,611.00 |
2,573.50 |
|
| R2 |
2,589.25 |
2,589.25 |
2,570.25 |
|
| R1 |
2,576.75 |
2,576.75 |
2,567.25 |
2,583.00 |
| PP |
2,555.00 |
2,555.00 |
2,555.00 |
2,558.25 |
| S1 |
2,542.50 |
2,542.50 |
2,560.75 |
2,548.75 |
| S2 |
2,520.75 |
2,520.75 |
2,557.75 |
|
| S3 |
2,486.50 |
2,508.25 |
2,554.50 |
|
| S4 |
2,452.25 |
2,474.00 |
2,545.25 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.00 |
2,791.75 |
2,615.00 |
|
| R3 |
2,741.25 |
2,699.00 |
2,589.50 |
|
| R2 |
2,648.50 |
2,648.50 |
2,581.00 |
|
| R1 |
2,606.25 |
2,606.25 |
2,572.50 |
2,581.00 |
| PP |
2,555.75 |
2,555.75 |
2,555.75 |
2,543.00 |
| S1 |
2,513.50 |
2,513.50 |
2,555.50 |
2,488.25 |
| S2 |
2,463.00 |
2,463.00 |
2,547.00 |
|
| S3 |
2,370.25 |
2,420.75 |
2,538.50 |
|
| S4 |
2,277.50 |
2,328.00 |
2,513.00 |
|
|
| 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 |
3.6% |
47.50 |
1.9% |
63% |
False |
False |
312,568 |
| 10 |
2,598.00 |
2,418.25 |
179.75 |
7.0% |
47.50 |
1.9% |
81% |
False |
False |
185,157 |
| 20 |
2,598.00 |
2,418.25 |
179.75 |
7.0% |
46.75 |
1.8% |
81% |
False |
False |
92,690 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
42.50 |
1.7% |
45% |
False |
False |
46,386 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
38.75 |
1.5% |
39% |
False |
False |
30,948 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
31.50 |
1.2% |
39% |
False |
False |
23,212 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
26.00 |
1.0% |
39% |
False |
False |
18,570 |
| 120 |
2,788.00 |
2,254.00 |
534.00 |
20.8% |
22.00 |
0.9% |
58% |
False |
False |
15,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.25 |
|
2.618 |
2,657.50 |
|
1.618 |
2,623.25 |
|
1.000 |
2,602.00 |
|
0.618 |
2,589.00 |
|
HIGH |
2,567.75 |
|
0.618 |
2,554.75 |
|
0.500 |
2,550.50 |
|
0.382 |
2,546.50 |
|
LOW |
2,533.50 |
|
0.618 |
2,512.25 |
|
1.000 |
2,499.25 |
|
1.618 |
2,478.00 |
|
2.618 |
2,443.75 |
|
4.250 |
2,388.00 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,559.50 |
2,555.50 |
| PP |
2,555.00 |
2,547.00 |
| S1 |
2,550.50 |
2,538.50 |
|