| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,580.25 |
2,589.25 |
9.00 |
0.3% |
2,577.25 |
| High |
2,594.50 |
2,626.00 |
31.50 |
1.2% |
2,598.00 |
| Low |
2,549.25 |
2,585.00 |
35.75 |
1.4% |
2,505.25 |
| Close |
2,587.50 |
2,612.50 |
25.00 |
1.0% |
2,564.00 |
| Range |
45.25 |
41.00 |
-4.25 |
-9.4% |
92.75 |
| ATR |
44.99 |
44.70 |
-0.28 |
-0.6% |
0.00 |
| Volume |
215,740 |
218,312 |
2,572 |
1.2% |
1,562,840 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.75 |
2,712.75 |
2,635.00 |
|
| R3 |
2,689.75 |
2,671.75 |
2,623.75 |
|
| R2 |
2,648.75 |
2,648.75 |
2,620.00 |
|
| R1 |
2,630.75 |
2,630.75 |
2,616.25 |
2,639.75 |
| PP |
2,607.75 |
2,607.75 |
2,607.75 |
2,612.50 |
| S1 |
2,589.75 |
2,589.75 |
2,608.75 |
2,598.75 |
| S2 |
2,566.75 |
2,566.75 |
2,605.00 |
|
| S3 |
2,525.75 |
2,548.75 |
2,601.25 |
|
| S4 |
2,484.75 |
2,507.75 |
2,590.00 |
|
|
| 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 |
2,626.00 |
2,509.00 |
117.00 |
4.5% |
38.50 |
1.5% |
88% |
True |
False |
257,481 |
| 10 |
2,626.00 |
2,481.50 |
144.50 |
5.5% |
47.50 |
1.8% |
91% |
True |
False |
228,020 |
| 20 |
2,626.00 |
2,418.25 |
207.75 |
8.0% |
44.75 |
1.7% |
94% |
True |
False |
114,382 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
42.50 |
1.6% |
60% |
False |
False |
57,233 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
39.00 |
1.5% |
53% |
False |
False |
38,182 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
32.50 |
1.2% |
53% |
False |
False |
28,638 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
26.75 |
1.0% |
53% |
False |
False |
22,910 |
| 120 |
2,788.00 |
2,258.00 |
530.00 |
20.3% |
22.75 |
0.9% |
67% |
False |
False |
19,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.25 |
|
2.618 |
2,733.25 |
|
1.618 |
2,692.25 |
|
1.000 |
2,667.00 |
|
0.618 |
2,651.25 |
|
HIGH |
2,626.00 |
|
0.618 |
2,610.25 |
|
0.500 |
2,605.50 |
|
0.382 |
2,600.75 |
|
LOW |
2,585.00 |
|
0.618 |
2,559.75 |
|
1.000 |
2,544.00 |
|
1.618 |
2,518.75 |
|
2.618 |
2,477.75 |
|
4.250 |
2,410.75 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.25 |
2,601.50 |
| PP |
2,607.75 |
2,590.75 |
| S1 |
2,605.50 |
2,579.75 |
|