| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,552.25 |
2,573.75 |
21.50 |
0.8% |
2,580.25 |
| High |
2,581.75 |
2,577.25 |
-4.50 |
-0.2% |
2,628.25 |
| Low |
2,548.50 |
2,521.00 |
-27.50 |
-1.1% |
2,548.50 |
| Close |
2,573.50 |
2,526.50 |
-47.00 |
-1.8% |
2,573.50 |
| Range |
33.25 |
56.25 |
23.00 |
69.2% |
79.75 |
| ATR |
44.82 |
45.63 |
0.82 |
1.8% |
0.00 |
| Volume |
253,677 |
186,964 |
-66,713 |
-26.3% |
1,234,322 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.25 |
2,674.75 |
2,557.50 |
|
| R3 |
2,654.00 |
2,618.50 |
2,542.00 |
|
| R2 |
2,597.75 |
2,597.75 |
2,536.75 |
|
| R1 |
2,562.25 |
2,562.25 |
2,531.75 |
2,552.00 |
| PP |
2,541.50 |
2,541.50 |
2,541.50 |
2,536.50 |
| S1 |
2,506.00 |
2,506.00 |
2,521.25 |
2,495.50 |
| S2 |
2,485.25 |
2,485.25 |
2,516.25 |
|
| S3 |
2,429.00 |
2,449.75 |
2,511.00 |
|
| S4 |
2,372.75 |
2,393.50 |
2,495.50 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.75 |
2,777.75 |
2,617.25 |
|
| R3 |
2,743.00 |
2,698.00 |
2,595.50 |
|
| R2 |
2,663.25 |
2,663.25 |
2,588.00 |
|
| R1 |
2,618.25 |
2,618.25 |
2,580.75 |
2,601.00 |
| PP |
2,583.50 |
2,583.50 |
2,583.50 |
2,574.75 |
| S1 |
2,538.50 |
2,538.50 |
2,566.25 |
2,521.00 |
| S2 |
2,503.75 |
2,503.75 |
2,559.00 |
|
| S3 |
2,424.00 |
2,458.75 |
2,551.50 |
|
| S4 |
2,344.25 |
2,379.00 |
2,529.75 |
|
|
| 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 |
2,521.00 |
107.25 |
4.2% |
46.50 |
1.8% |
5% |
False |
True |
241,109 |
| 10 |
2,628.25 |
2,505.25 |
123.00 |
4.9% |
42.75 |
1.7% |
17% |
False |
False |
262,900 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.3% |
47.00 |
1.9% |
52% |
False |
False |
163,714 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.8% |
43.50 |
1.7% |
33% |
False |
False |
81,909 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
41.00 |
1.6% |
29% |
False |
False |
54,622 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
34.50 |
1.4% |
29% |
False |
False |
40,978 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
28.50 |
1.1% |
29% |
False |
False |
32,783 |
| 120 |
2,788.00 |
2,333.00 |
455.00 |
18.0% |
24.25 |
1.0% |
43% |
False |
False |
27,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.25 |
|
2.618 |
2,724.50 |
|
1.618 |
2,668.25 |
|
1.000 |
2,633.50 |
|
0.618 |
2,612.00 |
|
HIGH |
2,577.25 |
|
0.618 |
2,555.75 |
|
0.500 |
2,549.00 |
|
0.382 |
2,542.50 |
|
LOW |
2,521.00 |
|
0.618 |
2,486.25 |
|
1.000 |
2,464.75 |
|
1.618 |
2,430.00 |
|
2.618 |
2,373.75 |
|
4.250 |
2,282.00 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,549.00 |
2,570.75 |
| PP |
2,541.50 |
2,556.00 |
| S1 |
2,534.00 |
2,541.25 |
|