| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,318.50 |
1,314.75 |
-3.75 |
-0.3% |
1,318.75 |
| High |
1,321.00 |
1,352.50 |
31.50 |
2.4% |
1,352.50 |
| Low |
1,300.50 |
1,309.75 |
9.25 |
0.7% |
1,296.00 |
| Close |
1,315.50 |
1,349.50 |
34.00 |
2.6% |
1,349.50 |
| Range |
20.50 |
42.75 |
22.25 |
108.5% |
56.50 |
| ATR |
19.42 |
21.09 |
1.67 |
8.6% |
0.00 |
| Volume |
1,000 |
1,786 |
786 |
78.6% |
6,637 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.50 |
1,450.25 |
1,373.00 |
|
| R3 |
1,422.75 |
1,407.50 |
1,361.25 |
|
| R2 |
1,380.00 |
1,380.00 |
1,357.25 |
|
| R1 |
1,364.75 |
1,364.75 |
1,353.50 |
1,372.50 |
| PP |
1,337.25 |
1,337.25 |
1,337.25 |
1,341.00 |
| S1 |
1,322.00 |
1,322.00 |
1,345.50 |
1,329.50 |
| S2 |
1,294.50 |
1,294.50 |
1,341.75 |
|
| S3 |
1,251.75 |
1,279.25 |
1,337.75 |
|
| S4 |
1,209.00 |
1,236.50 |
1,326.00 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.25 |
1,482.25 |
1,380.50 |
|
| R3 |
1,445.75 |
1,425.75 |
1,365.00 |
|
| R2 |
1,389.25 |
1,389.25 |
1,359.75 |
|
| R1 |
1,369.25 |
1,369.25 |
1,354.75 |
1,379.25 |
| PP |
1,332.75 |
1,332.75 |
1,332.75 |
1,337.50 |
| S1 |
1,312.75 |
1,312.75 |
1,344.25 |
1,322.75 |
| S2 |
1,276.25 |
1,276.25 |
1,339.25 |
|
| S3 |
1,219.75 |
1,256.25 |
1,334.00 |
|
| S4 |
1,163.25 |
1,199.75 |
1,318.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.50 |
1,296.00 |
56.50 |
4.2% |
23.00 |
1.7% |
95% |
True |
False |
1,327 |
| 10 |
1,352.50 |
1,296.00 |
56.50 |
4.2% |
21.75 |
1.6% |
95% |
True |
False |
1,311 |
| 20 |
1,352.50 |
1,250.00 |
102.50 |
7.6% |
20.75 |
1.5% |
97% |
True |
False |
967 |
| 40 |
1,373.25 |
1,250.00 |
123.25 |
9.1% |
19.25 |
1.4% |
81% |
False |
False |
671 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.00 |
1.2% |
68% |
False |
False |
544 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
13.75 |
1.0% |
65% |
False |
False |
439 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
11.50 |
0.8% |
65% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,534.25 |
|
2.618 |
1,464.50 |
|
1.618 |
1,421.75 |
|
1.000 |
1,395.25 |
|
0.618 |
1,379.00 |
|
HIGH |
1,352.50 |
|
0.618 |
1,336.25 |
|
0.500 |
1,331.00 |
|
0.382 |
1,326.00 |
|
LOW |
1,309.75 |
|
0.618 |
1,283.25 |
|
1.000 |
1,267.00 |
|
1.618 |
1,240.50 |
|
2.618 |
1,197.75 |
|
4.250 |
1,128.00 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.50 |
1,341.75 |
| PP |
1,337.25 |
1,334.25 |
| S1 |
1,331.00 |
1,326.50 |
|