| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
4,046.0 |
4,064.0 |
18.0 |
0.4% |
4,070.0 |
| High |
4,068.0 |
4,068.0 |
0.0 |
0.0% |
4,105.0 |
| Low |
4,028.0 |
4,034.0 |
6.0 |
0.1% |
4,028.0 |
| Close |
4,044.0 |
4,053.0 |
9.0 |
0.2% |
4,053.0 |
| Range |
40.0 |
34.0 |
-6.0 |
-15.0% |
77.0 |
| ATR |
53.9 |
52.5 |
-1.4 |
-2.6% |
0.0 |
| Volume |
23,782 |
25,727 |
1,945 |
8.2% |
103,816 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,153.7 |
4,137.3 |
4,071.7 |
|
| R3 |
4,119.7 |
4,103.3 |
4,062.4 |
|
| R2 |
4,085.7 |
4,085.7 |
4,059.2 |
|
| R1 |
4,069.3 |
4,069.3 |
4,056.1 |
4,060.5 |
| PP |
4,051.7 |
4,051.7 |
4,051.7 |
4,047.3 |
| S1 |
4,035.3 |
4,035.3 |
4,049.9 |
4,026.5 |
| S2 |
4,017.7 |
4,017.7 |
4,046.8 |
|
| S3 |
3,983.7 |
4,001.3 |
4,043.7 |
|
| S4 |
3,949.7 |
3,967.3 |
4,034.3 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,293.0 |
4,250.0 |
4,095.4 |
|
| R3 |
4,216.0 |
4,173.0 |
4,074.2 |
|
| R2 |
4,139.0 |
4,139.0 |
4,067.1 |
|
| R1 |
4,096.0 |
4,096.0 |
4,060.1 |
4,079.0 |
| PP |
4,062.0 |
4,062.0 |
4,062.0 |
4,053.5 |
| S1 |
4,019.0 |
4,019.0 |
4,045.9 |
4,002.0 |
| S2 |
3,985.0 |
3,985.0 |
4,038.9 |
|
| S3 |
3,908.0 |
3,942.0 |
4,031.8 |
|
| S4 |
3,831.0 |
3,865.0 |
4,010.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,140.0 |
4,028.0 |
112.0 |
2.8% |
47.4 |
1.2% |
22% |
False |
False |
27,511 |
| 10 |
4,140.0 |
3,988.0 |
152.0 |
3.8% |
40.1 |
1.0% |
43% |
False |
False |
27,376 |
| 20 |
4,140.0 |
3,988.0 |
152.0 |
3.8% |
46.4 |
1.1% |
43% |
False |
False |
29,437 |
| 40 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
42.1 |
1.0% |
14% |
False |
False |
27,678 |
| 60 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
40.5 |
1.0% |
14% |
False |
False |
27,085 |
| 80 |
4,448.0 |
3,988.0 |
460.0 |
11.3% |
35.4 |
0.9% |
14% |
False |
False |
24,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,212.5 |
|
2.618 |
4,157.0 |
|
1.618 |
4,123.0 |
|
1.000 |
4,102.0 |
|
0.618 |
4,089.0 |
|
HIGH |
4,068.0 |
|
0.618 |
4,055.0 |
|
0.500 |
4,051.0 |
|
0.382 |
4,047.0 |
|
LOW |
4,034.0 |
|
0.618 |
4,013.0 |
|
1.000 |
4,000.0 |
|
1.618 |
3,979.0 |
|
2.618 |
3,945.0 |
|
4.250 |
3,889.5 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,052.3 |
4,066.5 |
| PP |
4,051.7 |
4,062.0 |
| S1 |
4,051.0 |
4,057.5 |
|