| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,181.0 |
2,163.0 |
-18.0 |
-0.8% |
2,198.0 |
| High |
2,213.0 |
2,187.0 |
-26.0 |
-1.2% |
2,213.0 |
| Low |
2,150.0 |
2,157.0 |
7.0 |
0.3% |
2,124.0 |
| Close |
2,183.0 |
2,166.0 |
-17.0 |
-0.8% |
2,166.0 |
| Range |
63.0 |
30.0 |
-33.0 |
-52.4% |
89.0 |
| ATR |
48.5 |
47.1 |
-1.3 |
-2.7% |
0.0 |
| Volume |
158 |
9,341 |
9,183 |
5,812.0% |
38,086 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.0 |
2,243.0 |
2,182.5 |
|
| R3 |
2,230.0 |
2,213.0 |
2,174.3 |
|
| R2 |
2,200.0 |
2,200.0 |
2,171.5 |
|
| R1 |
2,183.0 |
2,183.0 |
2,168.8 |
2,191.5 |
| PP |
2,170.0 |
2,170.0 |
2,170.0 |
2,174.3 |
| S1 |
2,153.0 |
2,153.0 |
2,163.3 |
2,161.5 |
| S2 |
2,140.0 |
2,140.0 |
2,160.5 |
|
| S3 |
2,110.0 |
2,123.0 |
2,157.8 |
|
| S4 |
2,080.0 |
2,093.0 |
2,149.5 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.7 |
2,389.3 |
2,215.0 |
|
| R3 |
2,345.7 |
2,300.3 |
2,190.5 |
|
| R2 |
2,256.7 |
2,256.7 |
2,182.3 |
|
| R1 |
2,211.3 |
2,211.3 |
2,174.2 |
2,189.5 |
| PP |
2,167.7 |
2,167.7 |
2,167.7 |
2,156.8 |
| S1 |
2,122.3 |
2,122.3 |
2,157.8 |
2,100.5 |
| S2 |
2,078.7 |
2,078.7 |
2,149.7 |
|
| S3 |
1,989.7 |
2,033.3 |
2,141.5 |
|
| S4 |
1,900.7 |
1,944.3 |
2,117.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,213.0 |
2,124.0 |
89.0 |
4.1% |
49.4 |
2.3% |
47% |
False |
False |
7,617 |
| 10 |
2,213.0 |
2,097.0 |
116.0 |
5.4% |
46.5 |
2.1% |
59% |
False |
False |
15,360 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.1% |
44.8 |
2.1% |
76% |
False |
False |
10,416 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.0% |
46.9 |
2.2% |
57% |
False |
False |
5,541 |
| 60 |
2,445.0 |
2,016.0 |
429.0 |
19.8% |
46.9 |
2.2% |
35% |
False |
False |
3,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.5 |
|
2.618 |
2,265.5 |
|
1.618 |
2,235.5 |
|
1.000 |
2,217.0 |
|
0.618 |
2,205.5 |
|
HIGH |
2,187.0 |
|
0.618 |
2,175.5 |
|
0.500 |
2,172.0 |
|
0.382 |
2,168.5 |
|
LOW |
2,157.0 |
|
0.618 |
2,138.5 |
|
1.000 |
2,127.0 |
|
1.618 |
2,108.5 |
|
2.618 |
2,078.5 |
|
4.250 |
2,029.5 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.0 |
2,181.5 |
| PP |
2,170.0 |
2,176.3 |
| S1 |
2,168.0 |
2,171.2 |
|