| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,117.0 |
2,120.0 |
3.0 |
0.1% |
2,198.0 |
| High |
2,124.0 |
2,152.0 |
28.0 |
1.3% |
2,213.0 |
| Low |
2,100.0 |
2,111.0 |
11.0 |
0.5% |
2,124.0 |
| Close |
2,107.0 |
2,141.0 |
34.0 |
1.6% |
2,166.0 |
| Range |
24.0 |
41.0 |
17.0 |
70.8% |
89.0 |
| ATR |
47.8 |
47.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
123 |
15,342 |
15,219 |
12,373.2% |
38,086 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.7 |
2,240.3 |
2,163.6 |
|
| R3 |
2,216.7 |
2,199.3 |
2,152.3 |
|
| R2 |
2,175.7 |
2,175.7 |
2,148.5 |
|
| R1 |
2,158.3 |
2,158.3 |
2,144.8 |
2,167.0 |
| PP |
2,134.7 |
2,134.7 |
2,134.7 |
2,139.0 |
| S1 |
2,117.3 |
2,117.3 |
2,137.2 |
2,126.0 |
| S2 |
2,093.7 |
2,093.7 |
2,133.5 |
|
| S3 |
2,052.7 |
2,076.3 |
2,129.7 |
|
| S4 |
2,011.7 |
2,035.3 |
2,118.5 |
|
|
| 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 |
2,100.0 |
113.0 |
5.3% |
48.0 |
2.2% |
36% |
False |
False |
5,037 |
| 10 |
2,213.0 |
2,098.0 |
115.0 |
5.4% |
46.0 |
2.1% |
37% |
False |
False |
8,658 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.2% |
46.1 |
2.2% |
63% |
False |
False |
10,723 |
| 40 |
2,257.0 |
2,016.0 |
241.0 |
11.3% |
46.9 |
2.2% |
52% |
False |
False |
5,924 |
| 60 |
2,424.0 |
2,016.0 |
408.0 |
19.1% |
47.2 |
2.2% |
31% |
False |
False |
4,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.3 |
|
2.618 |
2,259.3 |
|
1.618 |
2,218.3 |
|
1.000 |
2,193.0 |
|
0.618 |
2,177.3 |
|
HIGH |
2,152.0 |
|
0.618 |
2,136.3 |
|
0.500 |
2,131.5 |
|
0.382 |
2,126.7 |
|
LOW |
2,111.0 |
|
0.618 |
2,085.7 |
|
1.000 |
2,070.0 |
|
1.618 |
2,044.7 |
|
2.618 |
2,003.7 |
|
4.250 |
1,936.8 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.8 |
2,143.5 |
| PP |
2,134.7 |
2,142.7 |
| S1 |
2,131.5 |
2,141.8 |
|