| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,837.10 |
12,823.10 |
-14.00 |
-0.1% |
12,553.81 |
| High |
12,877.18 |
12,857.39 |
-19.79 |
-0.2% |
12,774.70 |
| Low |
12,744.92 |
12,561.46 |
-183.46 |
-1.4% |
12,398.48 |
| Close |
12,824.39 |
12,573.57 |
-250.82 |
-2.0% |
12,767.17 |
| Range |
132.26 |
295.93 |
163.67 |
123.7% |
376.22 |
| ATR |
154.43 |
164.54 |
10.11 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,551.93 |
13,358.68 |
12,736.33 |
|
| R3 |
13,256.00 |
13,062.75 |
12,654.95 |
|
| R2 |
12,960.07 |
12,960.07 |
12,627.82 |
|
| R1 |
12,766.82 |
12,766.82 |
12,600.70 |
12,715.48 |
| PP |
12,664.14 |
12,664.14 |
12,664.14 |
12,638.47 |
| S1 |
12,470.89 |
12,470.89 |
12,546.44 |
12,419.55 |
| S2 |
12,368.21 |
12,368.21 |
12,519.32 |
|
| S3 |
12,072.28 |
12,174.96 |
12,492.19 |
|
| S4 |
11,776.35 |
11,879.03 |
12,410.81 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,775.44 |
13,647.53 |
12,974.09 |
|
| R3 |
13,399.22 |
13,271.31 |
12,870.63 |
|
| R2 |
13,023.00 |
13,023.00 |
12,836.14 |
|
| R1 |
12,895.09 |
12,895.09 |
12,801.66 |
12,959.05 |
| PP |
12,646.78 |
12,646.78 |
12,646.78 |
12,678.76 |
| S1 |
12,518.87 |
12,518.87 |
12,732.68 |
12,582.83 |
| S2 |
12,270.56 |
12,270.56 |
12,698.20 |
|
| S3 |
11,894.34 |
12,142.65 |
12,663.71 |
|
| S4 |
11,518.12 |
11,766.43 |
12,560.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,898.94 |
12,561.46 |
337.48 |
2.7% |
158.35 |
1.3% |
4% |
False |
True |
|
| 10 |
12,898.94 |
12,398.44 |
500.50 |
4.0% |
171.02 |
1.4% |
35% |
False |
False |
|
| 20 |
12,898.94 |
12,035.09 |
863.85 |
6.9% |
167.57 |
1.3% |
62% |
False |
False |
|
| 40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
152.26 |
1.2% |
41% |
False |
False |
|
| 60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
148.92 |
1.2% |
41% |
False |
False |
|
| 80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
137.22 |
1.1% |
41% |
False |
False |
|
| 100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
130.60 |
1.0% |
41% |
False |
False |
|
| 120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
128.76 |
1.0% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,115.09 |
|
2.618 |
13,632.13 |
|
1.618 |
13,336.20 |
|
1.000 |
13,153.32 |
|
0.618 |
13,040.27 |
|
HIGH |
12,857.39 |
|
0.618 |
12,744.34 |
|
0.500 |
12,709.43 |
|
0.382 |
12,674.51 |
|
LOW |
12,561.46 |
|
0.618 |
12,378.58 |
|
1.000 |
12,265.53 |
|
1.618 |
12,082.65 |
|
2.618 |
11,786.72 |
|
4.250 |
11,303.76 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,709.43 |
12,730.20 |
| PP |
12,664.14 |
12,677.99 |
| S1 |
12,618.86 |
12,625.78 |
|