| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,612.00 |
2,618.25 |
6.25 |
0.2% |
2,577.25 |
| High |
2,628.25 |
2,620.50 |
-7.75 |
-0.3% |
2,598.00 |
| Low |
2,597.50 |
2,548.75 |
-48.75 |
-1.9% |
2,505.25 |
| Close |
2,617.25 |
2,551.75 |
-65.50 |
-2.5% |
2,564.00 |
| Range |
30.75 |
71.75 |
41.00 |
133.3% |
92.75 |
| ATR |
43.70 |
45.71 |
2.00 |
4.6% |
0.00 |
| Volume |
257,546 |
289,047 |
31,501 |
12.2% |
1,562,840 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.00 |
2,742.00 |
2,591.25 |
|
| R3 |
2,717.25 |
2,670.25 |
2,571.50 |
|
| R2 |
2,645.50 |
2,645.50 |
2,565.00 |
|
| R1 |
2,598.50 |
2,598.50 |
2,558.25 |
2,586.00 |
| PP |
2,573.75 |
2,573.75 |
2,573.75 |
2,567.50 |
| S1 |
2,526.75 |
2,526.75 |
2,545.25 |
2,514.50 |
| S2 |
2,502.00 |
2,502.00 |
2,538.50 |
|
| S3 |
2,430.25 |
2,455.00 |
2,532.00 |
|
| S4 |
2,358.50 |
2,383.25 |
2,512.25 |
|
|
| 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 |
2,533.50 |
94.75 |
3.7% |
44.50 |
1.7% |
19% |
False |
False |
240,862 |
| 10 |
2,628.25 |
2,505.25 |
123.00 |
4.8% |
47.25 |
1.9% |
38% |
False |
False |
272,959 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.2% |
46.25 |
1.8% |
64% |
False |
False |
141,688 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
42.25 |
1.7% |
41% |
False |
False |
70,894 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
40.00 |
1.6% |
36% |
False |
False |
47,278 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
33.75 |
1.3% |
36% |
False |
False |
35,470 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
27.50 |
1.1% |
36% |
False |
False |
28,376 |
| 120 |
2,788.00 |
2,310.25 |
477.75 |
18.7% |
23.50 |
0.9% |
51% |
False |
False |
23,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.50 |
|
2.618 |
2,808.25 |
|
1.618 |
2,736.50 |
|
1.000 |
2,692.25 |
|
0.618 |
2,664.75 |
|
HIGH |
2,620.50 |
|
0.618 |
2,593.00 |
|
0.500 |
2,584.50 |
|
0.382 |
2,576.25 |
|
LOW |
2,548.75 |
|
0.618 |
2,504.50 |
|
1.000 |
2,477.00 |
|
1.618 |
2,432.75 |
|
2.618 |
2,361.00 |
|
4.250 |
2,243.75 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,584.50 |
2,588.50 |
| PP |
2,573.75 |
2,576.25 |
| S1 |
2,562.75 |
2,564.00 |
|