| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,599.4 |
1,612.1 |
12.7 |
0.8% |
1,631.9 |
| High |
1,622.3 |
1,628.3 |
6.0 |
0.4% |
1,646.4 |
| Low |
1,593.0 |
1,611.6 |
18.6 |
1.2% |
1,561.9 |
| Close |
1,618.0 |
1,623.6 |
5.6 |
0.3% |
1,595.6 |
| Range |
29.3 |
16.7 |
-12.6 |
-43.0% |
84.5 |
| ATR |
30.3 |
29.3 |
-1.0 |
-3.2% |
0.0 |
| Volume |
816 |
2,779 |
1,963 |
240.6% |
16,515 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.3 |
1,664.1 |
1,632.8 |
|
| R3 |
1,654.6 |
1,647.4 |
1,628.2 |
|
| R2 |
1,637.9 |
1,637.9 |
1,626.7 |
|
| R1 |
1,630.7 |
1,630.7 |
1,625.1 |
1,634.3 |
| PP |
1,621.2 |
1,621.2 |
1,621.2 |
1,623.0 |
| S1 |
1,614.0 |
1,614.0 |
1,622.1 |
1,617.6 |
| S2 |
1,604.5 |
1,604.5 |
1,620.5 |
|
| S3 |
1,587.8 |
1,597.3 |
1,619.0 |
|
| S4 |
1,571.1 |
1,580.6 |
1,614.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.8 |
1,809.7 |
1,642.1 |
|
| R3 |
1,770.3 |
1,725.2 |
1,618.8 |
|
| R2 |
1,685.8 |
1,685.8 |
1,611.1 |
|
| R1 |
1,640.7 |
1,640.7 |
1,603.3 |
1,621.0 |
| PP |
1,601.3 |
1,601.3 |
1,601.3 |
1,591.5 |
| S1 |
1,556.2 |
1,556.2 |
1,587.9 |
1,536.5 |
| S2 |
1,516.8 |
1,516.8 |
1,580.1 |
|
| S3 |
1,432.3 |
1,471.7 |
1,572.4 |
|
| S4 |
1,347.8 |
1,387.2 |
1,549.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,632.7 |
1,561.9 |
70.8 |
4.4% |
31.6 |
1.9% |
87% |
False |
False |
3,001 |
| 10 |
1,646.4 |
1,551.0 |
95.4 |
5.9% |
31.8 |
2.0% |
76% |
False |
False |
3,662 |
| 20 |
1,646.4 |
1,535.4 |
111.0 |
6.8% |
30.3 |
1.9% |
79% |
False |
False |
6,032 |
| 40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
24.7 |
1.5% |
62% |
False |
False |
4,732 |
| 60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.7 |
1.5% |
52% |
False |
False |
4,032 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
25.3 |
1.6% |
33% |
False |
False |
3,557 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
25.0 |
1.5% |
33% |
False |
False |
3,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,699.3 |
|
2.618 |
1,672.0 |
|
1.618 |
1,655.3 |
|
1.000 |
1,645.0 |
|
0.618 |
1,638.6 |
|
HIGH |
1,628.3 |
|
0.618 |
1,621.9 |
|
0.500 |
1,620.0 |
|
0.382 |
1,618.0 |
|
LOW |
1,611.6 |
|
0.618 |
1,601.3 |
|
1.000 |
1,594.9 |
|
1.618 |
1,584.6 |
|
2.618 |
1,567.9 |
|
4.250 |
1,540.6 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,622.4 |
1,618.5 |
| PP |
1,621.2 |
1,613.3 |
| S1 |
1,620.0 |
1,608.2 |
|