| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,127.0 |
2,121.0 |
-6.0 |
-0.3% |
2,020.0 |
| High |
2,140.0 |
2,134.0 |
-6.0 |
-0.3% |
2,143.0 |
| Low |
2,106.0 |
2,098.0 |
-8.0 |
-0.4% |
2,016.0 |
| Close |
2,114.0 |
2,124.0 |
10.0 |
0.5% |
2,117.0 |
| Range |
34.0 |
36.0 |
2.0 |
5.9% |
127.0 |
| ATR |
48.0 |
47.1 |
-0.9 |
-1.8% |
0.0 |
| Volume |
33,805 |
16,067 |
-17,738 |
-52.5% |
37,598 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.7 |
2,211.3 |
2,143.8 |
|
| R3 |
2,190.7 |
2,175.3 |
2,133.9 |
|
| R2 |
2,154.7 |
2,154.7 |
2,130.6 |
|
| R1 |
2,139.3 |
2,139.3 |
2,127.3 |
2,147.0 |
| PP |
2,118.7 |
2,118.7 |
2,118.7 |
2,122.5 |
| S1 |
2,103.3 |
2,103.3 |
2,120.7 |
2,111.0 |
| S2 |
2,082.7 |
2,082.7 |
2,117.4 |
|
| S3 |
2,046.7 |
2,067.3 |
2,114.1 |
|
| S4 |
2,010.7 |
2,031.3 |
2,104.2 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.0 |
2,422.0 |
2,186.9 |
|
| R3 |
2,346.0 |
2,295.0 |
2,151.9 |
|
| R2 |
2,219.0 |
2,219.0 |
2,140.3 |
|
| R1 |
2,168.0 |
2,168.0 |
2,128.6 |
2,193.5 |
| PP |
2,092.0 |
2,092.0 |
2,092.0 |
2,104.8 |
| S1 |
2,041.0 |
2,041.0 |
2,105.4 |
2,066.5 |
| S2 |
1,965.0 |
1,965.0 |
2,093.7 |
|
| S3 |
1,838.0 |
1,914.0 |
2,082.1 |
|
| S4 |
1,711.0 |
1,787.0 |
2,047.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,180.0 |
2,087.0 |
93.0 |
4.4% |
46.2 |
2.2% |
40% |
False |
False |
20,241 |
| 10 |
2,180.0 |
2,016.0 |
164.0 |
7.7% |
46.2 |
2.2% |
66% |
False |
False |
14,056 |
| 20 |
2,180.0 |
2,016.0 |
164.0 |
7.7% |
42.6 |
2.0% |
66% |
False |
False |
7,991 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.3% |
46.0 |
2.2% |
41% |
False |
False |
4,222 |
| 60 |
2,498.0 |
2,016.0 |
482.0 |
22.7% |
44.9 |
2.1% |
22% |
False |
False |
2,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,287.0 |
|
2.618 |
2,228.2 |
|
1.618 |
2,192.2 |
|
1.000 |
2,170.0 |
|
0.618 |
2,156.2 |
|
HIGH |
2,134.0 |
|
0.618 |
2,120.2 |
|
0.500 |
2,116.0 |
|
0.382 |
2,111.8 |
|
LOW |
2,098.0 |
|
0.618 |
2,075.8 |
|
1.000 |
2,062.0 |
|
1.618 |
2,039.8 |
|
2.618 |
2,003.8 |
|
4.250 |
1,945.0 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.3 |
2,122.2 |
| PP |
2,118.7 |
2,120.3 |
| S1 |
2,116.0 |
2,118.5 |
|