| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,548.25 |
2,559.00 |
10.75 |
0.4% |
2,580.25 |
| High |
2,571.50 |
2,564.75 |
-6.75 |
-0.3% |
2,628.25 |
| Low |
2,542.50 |
2,503.50 |
-39.00 |
-1.5% |
2,548.50 |
| Close |
2,557.75 |
2,527.75 |
-30.00 |
-1.2% |
2,573.50 |
| Range |
29.00 |
61.25 |
32.25 |
111.2% |
79.75 |
| ATR |
43.18 |
44.47 |
1.29 |
3.0% |
0.00 |
| Volume |
184,611 |
264,989 |
80,378 |
43.5% |
1,234,322 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.75 |
2,683.00 |
2,561.50 |
|
| R3 |
2,654.50 |
2,621.75 |
2,544.50 |
|
| R2 |
2,593.25 |
2,593.25 |
2,539.00 |
|
| R1 |
2,560.50 |
2,560.50 |
2,533.25 |
2,546.25 |
| PP |
2,532.00 |
2,532.00 |
2,532.00 |
2,525.00 |
| S1 |
2,499.25 |
2,499.25 |
2,522.25 |
2,485.00 |
| S2 |
2,470.75 |
2,470.75 |
2,516.50 |
|
| S3 |
2,409.50 |
2,438.00 |
2,511.00 |
|
| S4 |
2,348.25 |
2,376.75 |
2,494.00 |
|
|
| 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 |
2,581.75 |
2,503.50 |
78.25 |
3.1% |
41.25 |
1.6% |
31% |
False |
True |
216,884 |
| 10 |
2,628.25 |
2,503.50 |
124.75 |
4.9% |
43.00 |
1.7% |
19% |
False |
True |
228,873 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.3% |
47.00 |
1.9% |
52% |
False |
False |
195,854 |
| 40 |
2,727.75 |
2,418.25 |
309.50 |
12.2% |
44.75 |
1.8% |
35% |
False |
False |
98,001 |
| 60 |
2,749.00 |
2,418.25 |
330.75 |
13.1% |
41.50 |
1.6% |
33% |
False |
False |
65,348 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
35.75 |
1.4% |
30% |
False |
False |
49,025 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
29.25 |
1.2% |
30% |
False |
False |
39,220 |
| 120 |
2,788.00 |
2,357.00 |
431.00 |
17.1% |
25.25 |
1.0% |
40% |
False |
False |
32,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.00 |
|
2.618 |
2,725.00 |
|
1.618 |
2,663.75 |
|
1.000 |
2,626.00 |
|
0.618 |
2,602.50 |
|
HIGH |
2,564.75 |
|
0.618 |
2,541.25 |
|
0.500 |
2,534.00 |
|
0.382 |
2,527.00 |
|
LOW |
2,503.50 |
|
0.618 |
2,465.75 |
|
1.000 |
2,442.25 |
|
1.618 |
2,404.50 |
|
2.618 |
2,343.25 |
|
4.250 |
2,243.25 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,534.00 |
2,537.50 |
| PP |
2,532.00 |
2,534.25 |
| S1 |
2,530.00 |
2,531.00 |
|