| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,589.25 |
2,612.00 |
22.75 |
0.9% |
2,577.25 |
| High |
2,626.00 |
2,628.25 |
2.25 |
0.1% |
2,598.00 |
| Low |
2,585.00 |
2,597.50 |
12.50 |
0.5% |
2,505.25 |
| Close |
2,612.50 |
2,617.25 |
4.75 |
0.2% |
2,564.00 |
| Range |
41.00 |
30.75 |
-10.25 |
-25.0% |
92.75 |
| ATR |
44.70 |
43.70 |
-1.00 |
-2.2% |
0.00 |
| Volume |
218,312 |
257,546 |
39,234 |
18.0% |
1,562,840 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.50 |
2,692.75 |
2,634.25 |
|
| R3 |
2,675.75 |
2,662.00 |
2,625.75 |
|
| R2 |
2,645.00 |
2,645.00 |
2,623.00 |
|
| R1 |
2,631.25 |
2,631.25 |
2,620.00 |
2,638.00 |
| PP |
2,614.25 |
2,614.25 |
2,614.25 |
2,617.75 |
| S1 |
2,600.50 |
2,600.50 |
2,614.50 |
2,607.50 |
| S2 |
2,583.50 |
2,583.50 |
2,611.50 |
|
| S3 |
2,552.75 |
2,569.75 |
2,608.75 |
|
| S4 |
2,522.00 |
2,539.00 |
2,600.25 |
|
|
| 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 |
2,628.25 |
2,509.00 |
119.25 |
4.6% |
37.00 |
1.4% |
91% |
True |
False |
250,260 |
| 10 |
2,628.25 |
2,505.25 |
123.00 |
4.7% |
44.00 |
1.7% |
91% |
True |
False |
252,119 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.0% |
44.75 |
1.7% |
95% |
True |
False |
127,248 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
42.25 |
1.6% |
61% |
False |
False |
63,668 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
39.25 |
1.5% |
54% |
False |
False |
42,474 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
32.75 |
1.3% |
54% |
False |
False |
31,857 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
27.00 |
1.0% |
54% |
False |
False |
25,486 |
| 120 |
2,788.00 |
2,268.75 |
519.25 |
19.8% |
22.75 |
0.9% |
67% |
False |
False |
21,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.00 |
|
2.618 |
2,708.75 |
|
1.618 |
2,678.00 |
|
1.000 |
2,659.00 |
|
0.618 |
2,647.25 |
|
HIGH |
2,628.25 |
|
0.618 |
2,616.50 |
|
0.500 |
2,613.00 |
|
0.382 |
2,609.25 |
|
LOW |
2,597.50 |
|
0.618 |
2,578.50 |
|
1.000 |
2,566.75 |
|
1.618 |
2,547.75 |
|
2.618 |
2,517.00 |
|
4.250 |
2,466.75 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.75 |
2,607.75 |
| PP |
2,614.25 |
2,598.25 |
| S1 |
2,613.00 |
2,588.75 |
|