| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,639.80 |
12,503.57 |
-136.23 |
-1.1% |
12,767.02 |
| High |
12,639.80 |
12,576.41 |
-63.39 |
-0.5% |
12,898.94 |
| Low |
12,458.04 |
12,452.03 |
-6.01 |
0.0% |
12,561.46 |
| Close |
12,502.66 |
12,534.67 |
32.01 |
0.3% |
12,640.78 |
| Range |
181.76 |
124.38 |
-57.38 |
-31.6% |
337.48 |
| ATR |
161.59 |
158.93 |
-2.66 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,894.18 |
12,838.80 |
12,603.08 |
|
| R3 |
12,769.80 |
12,714.42 |
12,568.87 |
|
| R2 |
12,645.42 |
12,645.42 |
12,557.47 |
|
| R1 |
12,590.04 |
12,590.04 |
12,546.07 |
12,617.73 |
| PP |
12,521.04 |
12,521.04 |
12,521.04 |
12,534.88 |
| S1 |
12,465.66 |
12,465.66 |
12,523.27 |
12,493.35 |
| S2 |
12,396.66 |
12,396.66 |
12,511.87 |
|
| S3 |
12,272.28 |
12,341.28 |
12,500.47 |
|
| S4 |
12,147.90 |
12,216.90 |
12,466.26 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,712.83 |
13,514.29 |
12,826.39 |
|
| R3 |
13,375.35 |
13,176.81 |
12,733.59 |
|
| R2 |
13,037.87 |
13,037.87 |
12,702.65 |
|
| R1 |
12,839.33 |
12,839.33 |
12,671.72 |
12,769.86 |
| PP |
12,700.39 |
12,700.39 |
12,700.39 |
12,665.66 |
| S1 |
12,501.85 |
12,501.85 |
12,609.84 |
12,432.38 |
| S2 |
12,362.91 |
12,362.91 |
12,578.91 |
|
| S3 |
12,025.43 |
12,164.37 |
12,547.97 |
|
| S4 |
11,687.95 |
11,826.89 |
12,455.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,877.18 |
12,452.03 |
425.15 |
3.4% |
166.73 |
1.3% |
19% |
False |
True |
|
| 10 |
12,898.94 |
12,452.03 |
446.91 |
3.6% |
154.28 |
1.2% |
18% |
False |
True |
|
| 20 |
12,898.94 |
12,035.09 |
863.85 |
6.9% |
168.42 |
1.3% |
58% |
False |
False |
|
| 40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
155.42 |
1.2% |
38% |
False |
False |
|
| 60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
150.03 |
1.2% |
38% |
False |
False |
|
| 80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
138.72 |
1.1% |
38% |
False |
False |
|
| 100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
130.95 |
1.0% |
38% |
False |
False |
|
| 120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
128.58 |
1.0% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,105.03 |
|
2.618 |
12,902.04 |
|
1.618 |
12,777.66 |
|
1.000 |
12,700.79 |
|
0.618 |
12,653.28 |
|
HIGH |
12,576.41 |
|
0.618 |
12,528.90 |
|
0.500 |
12,514.22 |
|
0.382 |
12,499.54 |
|
LOW |
12,452.03 |
|
0.618 |
12,375.16 |
|
1.000 |
12,327.65 |
|
1.618 |
12,250.78 |
|
2.618 |
12,126.40 |
|
4.250 |
11,923.42 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,527.85 |
12,563.02 |
| PP |
12,521.04 |
12,553.57 |
| S1 |
12,514.22 |
12,544.12 |
|