| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,528.25 |
2,548.25 |
20.00 |
0.8% |
2,580.25 |
| High |
2,551.75 |
2,571.50 |
19.75 |
0.8% |
2,628.25 |
| Low |
2,525.25 |
2,542.50 |
17.25 |
0.7% |
2,548.50 |
| Close |
2,548.25 |
2,557.75 |
9.50 |
0.4% |
2,573.50 |
| Range |
26.50 |
29.00 |
2.50 |
9.4% |
79.75 |
| ATR |
44.27 |
43.18 |
-1.09 |
-2.5% |
0.00 |
| Volume |
194,181 |
184,611 |
-9,570 |
-4.9% |
1,234,322 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.25 |
2,630.00 |
2,573.75 |
|
| R3 |
2,615.25 |
2,601.00 |
2,565.75 |
|
| R2 |
2,586.25 |
2,586.25 |
2,563.00 |
|
| R1 |
2,572.00 |
2,572.00 |
2,560.50 |
2,579.00 |
| PP |
2,557.25 |
2,557.25 |
2,557.25 |
2,560.75 |
| S1 |
2,543.00 |
2,543.00 |
2,555.00 |
2,550.00 |
| S2 |
2,528.25 |
2,528.25 |
2,552.50 |
|
| S3 |
2,499.25 |
2,514.00 |
2,549.75 |
|
| S4 |
2,470.25 |
2,485.00 |
2,541.75 |
|
|
| 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 |
2,620.50 |
2,521.00 |
99.50 |
3.9% |
43.25 |
1.7% |
37% |
False |
False |
221,696 |
| 10 |
2,628.25 |
2,509.00 |
119.25 |
4.7% |
40.25 |
1.6% |
41% |
False |
False |
235,978 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.2% |
45.50 |
1.8% |
66% |
False |
False |
182,646 |
| 40 |
2,727.75 |
2,418.25 |
309.50 |
12.1% |
44.00 |
1.7% |
45% |
False |
False |
91,377 |
| 60 |
2,771.00 |
2,418.25 |
352.75 |
13.8% |
41.50 |
1.6% |
40% |
False |
False |
60,935 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
35.00 |
1.4% |
38% |
False |
False |
45,713 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
28.75 |
1.1% |
38% |
False |
False |
36,570 |
| 120 |
2,788.00 |
2,340.25 |
447.75 |
17.5% |
24.75 |
1.0% |
49% |
False |
False |
30,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,694.75 |
|
2.618 |
2,647.50 |
|
1.618 |
2,618.50 |
|
1.000 |
2,600.50 |
|
0.618 |
2,589.50 |
|
HIGH |
2,571.50 |
|
0.618 |
2,560.50 |
|
0.500 |
2,557.00 |
|
0.382 |
2,553.50 |
|
LOW |
2,542.50 |
|
0.618 |
2,524.50 |
|
1.000 |
2,513.50 |
|
1.618 |
2,495.50 |
|
2.618 |
2,466.50 |
|
4.250 |
2,419.25 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.50 |
2,555.00 |
| PP |
2,557.25 |
2,552.00 |
| S1 |
2,557.00 |
2,549.00 |
|