| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,143.0 |
-55.0 |
-2.5% |
2,171.0 |
| High |
2,200.0 |
2,184.0 |
-16.0 |
-0.7% |
2,180.0 |
| Low |
2,130.0 |
2,124.0 |
-6.0 |
-0.3% |
2,097.0 |
| Close |
2,135.0 |
2,176.0 |
41.0 |
1.9% |
2,153.0 |
| Range |
70.0 |
60.0 |
-10.0 |
-14.3% |
83.0 |
| ATR |
48.3 |
49.1 |
0.8 |
1.7% |
0.0 |
| Volume |
8,178 |
20,146 |
11,968 |
146.3% |
115,521 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.3 |
2,318.7 |
2,209.0 |
|
| R3 |
2,281.3 |
2,258.7 |
2,192.5 |
|
| R2 |
2,221.3 |
2,221.3 |
2,187.0 |
|
| R1 |
2,198.7 |
2,198.7 |
2,181.5 |
2,210.0 |
| PP |
2,161.3 |
2,161.3 |
2,161.3 |
2,167.0 |
| S1 |
2,138.7 |
2,138.7 |
2,170.5 |
2,150.0 |
| S2 |
2,101.3 |
2,101.3 |
2,165.0 |
|
| S3 |
2,041.3 |
2,078.7 |
2,159.5 |
|
| S4 |
1,981.3 |
2,018.7 |
2,143.0 |
|
|
| 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 |
2,098.0 |
102.0 |
4.7% |
46.0 |
2.1% |
76% |
False |
False |
18,986 |
| 10 |
2,200.0 |
2,074.0 |
126.0 |
5.8% |
47.7 |
2.2% |
81% |
False |
False |
17,145 |
| 20 |
2,200.0 |
2,016.0 |
184.0 |
8.5% |
45.0 |
2.1% |
87% |
False |
False |
10,062 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.0% |
46.4 |
2.1% |
61% |
False |
False |
5,339 |
| 60 |
2,478.0 |
2,016.0 |
462.0 |
21.2% |
46.7 |
2.1% |
35% |
False |
False |
3,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.0 |
|
2.618 |
2,341.1 |
|
1.618 |
2,281.1 |
|
1.000 |
2,244.0 |
|
0.618 |
2,221.1 |
|
HIGH |
2,184.0 |
|
0.618 |
2,161.1 |
|
0.500 |
2,154.0 |
|
0.382 |
2,146.9 |
|
LOW |
2,124.0 |
|
0.618 |
2,086.9 |
|
1.000 |
2,064.0 |
|
1.618 |
2,026.9 |
|
2.618 |
1,966.9 |
|
4.250 |
1,869.0 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,168.7 |
2,171.3 |
| PP |
2,161.3 |
2,166.7 |
| S1 |
2,154.0 |
2,162.0 |
|