| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,573.75 |
2,528.25 |
-45.50 |
-1.8% |
2,580.25 |
| High |
2,577.25 |
2,551.75 |
-25.50 |
-1.0% |
2,628.25 |
| Low |
2,521.00 |
2,525.25 |
4.25 |
0.2% |
2,548.50 |
| Close |
2,526.50 |
2,548.25 |
21.75 |
0.9% |
2,573.50 |
| Range |
56.25 |
26.50 |
-29.75 |
-52.9% |
79.75 |
| ATR |
45.63 |
44.27 |
-1.37 |
-3.0% |
0.00 |
| Volume |
186,964 |
194,181 |
7,217 |
3.9% |
1,234,322 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.25 |
2,611.25 |
2,562.75 |
|
| R3 |
2,594.75 |
2,584.75 |
2,555.50 |
|
| R2 |
2,568.25 |
2,568.25 |
2,553.00 |
|
| R1 |
2,558.25 |
2,558.25 |
2,550.75 |
2,563.25 |
| PP |
2,541.75 |
2,541.75 |
2,541.75 |
2,544.25 |
| S1 |
2,531.75 |
2,531.75 |
2,545.75 |
2,536.75 |
| S2 |
2,515.25 |
2,515.25 |
2,543.50 |
|
| S3 |
2,488.75 |
2,505.25 |
2,541.00 |
|
| S4 |
2,462.25 |
2,478.75 |
2,533.75 |
|
|
| 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% |
43.75 |
1.7% |
25% |
False |
False |
236,283 |
| 10 |
2,628.25 |
2,509.00 |
119.25 |
4.7% |
41.25 |
1.6% |
33% |
False |
False |
246,882 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.2% |
46.25 |
1.8% |
62% |
False |
False |
173,420 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
44.00 |
1.7% |
40% |
False |
False |
86,761 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
41.25 |
1.6% |
35% |
False |
False |
57,858 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
34.75 |
1.4% |
35% |
False |
False |
43,405 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
28.50 |
1.1% |
35% |
False |
False |
34,724 |
| 120 |
2,788.00 |
2,340.25 |
447.75 |
17.6% |
24.50 |
1.0% |
46% |
False |
False |
28,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.50 |
|
2.618 |
2,621.25 |
|
1.618 |
2,594.75 |
|
1.000 |
2,578.25 |
|
0.618 |
2,568.25 |
|
HIGH |
2,551.75 |
|
0.618 |
2,541.75 |
|
0.500 |
2,538.50 |
|
0.382 |
2,535.25 |
|
LOW |
2,525.25 |
|
0.618 |
2,508.75 |
|
1.000 |
2,498.75 |
|
1.618 |
2,482.25 |
|
2.618 |
2,455.75 |
|
4.250 |
2,412.50 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.00 |
2,551.50 |
| PP |
2,541.75 |
2,550.25 |
| S1 |
2,538.50 |
2,549.25 |
|