| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,623.7 |
1,629.8 |
6.1 |
0.4% |
1,600.7 |
| High |
1,633.3 |
1,639.6 |
6.3 |
0.4% |
1,639.6 |
| Low |
1,616.0 |
1,625.1 |
9.1 |
0.6% |
1,588.0 |
| Close |
1,623.9 |
1,632.5 |
8.6 |
0.5% |
1,632.5 |
| Range |
17.3 |
14.5 |
-2.8 |
-16.2% |
51.6 |
| ATR |
28.5 |
27.6 |
-0.9 |
-3.2% |
0.0 |
| Volume |
2,655 |
7,769 |
5,114 |
192.6% |
17,231 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.9 |
1,668.7 |
1,640.5 |
|
| R3 |
1,661.4 |
1,654.2 |
1,636.5 |
|
| R2 |
1,646.9 |
1,646.9 |
1,635.2 |
|
| R1 |
1,639.7 |
1,639.7 |
1,633.8 |
1,643.3 |
| PP |
1,632.4 |
1,632.4 |
1,632.4 |
1,634.2 |
| S1 |
1,625.2 |
1,625.2 |
1,631.2 |
1,628.8 |
| S2 |
1,617.9 |
1,617.9 |
1,629.8 |
|
| S3 |
1,603.4 |
1,610.7 |
1,628.5 |
|
| S4 |
1,588.9 |
1,596.2 |
1,624.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,774.8 |
1,755.3 |
1,660.9 |
|
| R3 |
1,723.2 |
1,703.7 |
1,646.7 |
|
| R2 |
1,671.6 |
1,671.6 |
1,642.0 |
|
| R1 |
1,652.1 |
1,652.1 |
1,637.2 |
1,661.9 |
| PP |
1,620.0 |
1,620.0 |
1,620.0 |
1,624.9 |
| S1 |
1,600.5 |
1,600.5 |
1,627.8 |
1,610.3 |
| S2 |
1,568.4 |
1,568.4 |
1,623.0 |
|
| S3 |
1,516.8 |
1,548.9 |
1,618.3 |
|
| S4 |
1,465.2 |
1,497.3 |
1,604.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,639.6 |
1,588.0 |
51.6 |
3.2% |
20.7 |
1.3% |
86% |
True |
False |
3,446 |
| 10 |
1,646.4 |
1,561.9 |
84.5 |
5.2% |
24.4 |
1.5% |
84% |
False |
False |
3,374 |
| 20 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
29.0 |
1.8% |
87% |
False |
False |
5,897 |
| 40 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
24.6 |
1.5% |
68% |
False |
False |
4,884 |
| 60 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.7 |
1.4% |
57% |
False |
False |
4,155 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.9 |
1.5% |
37% |
False |
False |
3,646 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
25.0 |
1.5% |
37% |
False |
False |
3,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,701.2 |
|
2.618 |
1,677.6 |
|
1.618 |
1,663.1 |
|
1.000 |
1,654.1 |
|
0.618 |
1,648.6 |
|
HIGH |
1,639.6 |
|
0.618 |
1,634.1 |
|
0.500 |
1,632.4 |
|
0.382 |
1,630.6 |
|
LOW |
1,625.1 |
|
0.618 |
1,616.1 |
|
1.000 |
1,610.6 |
|
1.618 |
1,601.6 |
|
2.618 |
1,587.1 |
|
4.250 |
1,563.5 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,632.5 |
1,630.2 |
| PP |
1,632.4 |
1,627.9 |
| S1 |
1,632.4 |
1,625.6 |
|