| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,134.0 |
2,198.0 |
64.0 |
3.0% |
2,171.0 |
| High |
2,164.0 |
2,200.0 |
36.0 |
1.7% |
2,180.0 |
| Low |
2,134.0 |
2,130.0 |
-4.0 |
-0.2% |
2,097.0 |
| Close |
2,153.0 |
2,135.0 |
-18.0 |
-0.8% |
2,153.0 |
| Range |
30.0 |
70.0 |
40.0 |
133.3% |
83.0 |
| ATR |
46.6 |
48.3 |
1.7 |
3.6% |
0.0 |
| Volume |
16,738 |
8,178 |
-8,560 |
-51.1% |
115,521 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.0 |
2,320.0 |
2,173.5 |
|
| R3 |
2,295.0 |
2,250.0 |
2,154.3 |
|
| R2 |
2,225.0 |
2,225.0 |
2,147.8 |
|
| R1 |
2,180.0 |
2,180.0 |
2,141.4 |
2,167.5 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,148.8 |
| S1 |
2,110.0 |
2,110.0 |
2,128.6 |
2,097.5 |
| S2 |
2,085.0 |
2,085.0 |
2,122.2 |
|
| S3 |
2,015.0 |
2,040.0 |
2,115.8 |
|
| S4 |
1,945.0 |
1,970.0 |
2,096.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.3 |
2,355.7 |
2,198.7 |
|
| R3 |
2,309.3 |
2,272.7 |
2,175.8 |
|
| R2 |
2,226.3 |
2,226.3 |
2,168.2 |
|
| R1 |
2,189.7 |
2,189.7 |
2,160.6 |
2,166.5 |
| PP |
2,143.3 |
2,143.3 |
2,143.3 |
2,131.8 |
| S1 |
2,106.7 |
2,106.7 |
2,145.4 |
2,083.5 |
| S2 |
2,060.3 |
2,060.3 |
2,137.8 |
|
| S3 |
1,977.3 |
2,023.7 |
2,130.2 |
|
| S4 |
1,894.3 |
1,940.7 |
2,107.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,200.0 |
2,097.0 |
103.0 |
4.8% |
41.6 |
1.9% |
37% |
True |
False |
20,962 |
| 10 |
2,200.0 |
2,042.0 |
158.0 |
7.4% |
44.6 |
2.1% |
59% |
True |
False |
15,463 |
| 20 |
2,200.0 |
2,016.0 |
184.0 |
8.6% |
43.8 |
2.0% |
65% |
True |
False |
9,216 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.2% |
45.7 |
2.1% |
46% |
False |
False |
4,842 |
| 60 |
2,478.0 |
2,016.0 |
462.0 |
21.6% |
45.8 |
2.1% |
26% |
False |
False |
3,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.5 |
|
2.618 |
2,383.3 |
|
1.618 |
2,313.3 |
|
1.000 |
2,270.0 |
|
0.618 |
2,243.3 |
|
HIGH |
2,200.0 |
|
0.618 |
2,173.3 |
|
0.500 |
2,165.0 |
|
0.382 |
2,156.7 |
|
LOW |
2,130.0 |
|
0.618 |
2,086.7 |
|
1.000 |
2,060.0 |
|
1.618 |
2,016.7 |
|
2.618 |
1,946.7 |
|
4.250 |
1,832.5 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.0 |
2,149.0 |
| PP |
2,155.0 |
2,144.3 |
| S1 |
2,145.0 |
2,139.7 |
|