| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,151.0 |
2,144.0 |
-7.0 |
-0.3% |
2,038.0 |
| High |
2,164.0 |
2,160.0 |
-4.0 |
-0.2% |
2,169.0 |
| Low |
2,128.0 |
2,120.0 |
-8.0 |
-0.4% |
2,035.0 |
| Close |
2,138.0 |
2,148.0 |
10.0 |
0.5% |
2,150.0 |
| Range |
36.0 |
40.0 |
4.0 |
11.1% |
134.0 |
| ATR |
53.5 |
52.5 |
-1.0 |
-1.8% |
0.0 |
| Volume |
2,559,911 |
2,340,566 |
-219,345 |
-8.6% |
6,965,342 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.7 |
2,245.3 |
2,170.0 |
|
| R3 |
2,222.7 |
2,205.3 |
2,159.0 |
|
| R2 |
2,182.7 |
2,182.7 |
2,155.3 |
|
| R1 |
2,165.3 |
2,165.3 |
2,151.7 |
2,174.0 |
| PP |
2,142.7 |
2,142.7 |
2,142.7 |
2,147.0 |
| S1 |
2,125.3 |
2,125.3 |
2,144.3 |
2,134.0 |
| S2 |
2,102.7 |
2,102.7 |
2,140.7 |
|
| S3 |
2,062.7 |
2,085.3 |
2,137.0 |
|
| S4 |
2,022.7 |
2,045.3 |
2,126.0 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.0 |
2,469.0 |
2,223.7 |
|
| R3 |
2,386.0 |
2,335.0 |
2,186.9 |
|
| R2 |
2,252.0 |
2,252.0 |
2,174.6 |
|
| R1 |
2,201.0 |
2,201.0 |
2,162.3 |
2,226.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,130.8 |
| S1 |
2,067.0 |
2,067.0 |
2,137.7 |
2,092.5 |
| S2 |
1,984.0 |
1,984.0 |
2,125.4 |
|
| S3 |
1,850.0 |
1,933.0 |
2,113.2 |
|
| S4 |
1,716.0 |
1,799.0 |
2,076.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,205.0 |
2,108.0 |
97.0 |
4.5% |
50.4 |
2.3% |
41% |
False |
False |
2,439,694 |
| 10 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
52.6 |
2.4% |
68% |
False |
False |
1,982,123 |
| 20 |
2,205.0 |
2,029.0 |
176.0 |
8.2% |
50.9 |
2.4% |
68% |
False |
False |
1,708,636 |
| 40 |
2,306.0 |
2,029.0 |
277.0 |
12.9% |
55.9 |
2.6% |
43% |
False |
False |
1,558,591 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
55.3 |
2.6% |
23% |
False |
False |
1,437,992 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
50.8 |
2.4% |
23% |
False |
False |
1,164,938 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
47.3 |
2.2% |
23% |
False |
False |
932,129 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.3% |
46.3 |
2.2% |
23% |
False |
False |
776,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.0 |
|
2.618 |
2,264.7 |
|
1.618 |
2,224.7 |
|
1.000 |
2,200.0 |
|
0.618 |
2,184.7 |
|
HIGH |
2,160.0 |
|
0.618 |
2,144.7 |
|
0.500 |
2,140.0 |
|
0.382 |
2,135.3 |
|
LOW |
2,120.0 |
|
0.618 |
2,095.3 |
|
1.000 |
2,080.0 |
|
1.618 |
2,055.3 |
|
2.618 |
2,015.3 |
|
4.250 |
1,950.0 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.3 |
2,145.7 |
| PP |
2,142.7 |
2,143.3 |
| S1 |
2,140.0 |
2,141.0 |
|