| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,150.0 |
-48.0 |
-2.2% |
2,186.0 |
| High |
2,213.0 |
2,197.0 |
-16.0 |
-0.7% |
2,193.0 |
| Low |
2,139.0 |
2,135.0 |
-4.0 |
-0.2% |
2,107.0 |
| Close |
2,147.0 |
2,188.0 |
41.0 |
1.9% |
2,165.0 |
| Range |
74.0 |
62.0 |
-12.0 |
-16.2% |
86.0 |
| ATR |
51.8 |
52.5 |
0.7 |
1.4% |
0.0 |
| Volume |
1,585,397 |
1,349,107 |
-236,290 |
-14.9% |
7,245,665 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.3 |
2,335.7 |
2,222.1 |
|
| R3 |
2,297.3 |
2,273.7 |
2,205.1 |
|
| R2 |
2,235.3 |
2,235.3 |
2,199.4 |
|
| R1 |
2,211.7 |
2,211.7 |
2,193.7 |
2,223.5 |
| PP |
2,173.3 |
2,173.3 |
2,173.3 |
2,179.3 |
| S1 |
2,149.7 |
2,149.7 |
2,182.3 |
2,161.5 |
| S2 |
2,111.3 |
2,111.3 |
2,176.6 |
|
| S3 |
2,049.3 |
2,087.7 |
2,171.0 |
|
| S4 |
1,987.3 |
2,025.7 |
2,153.9 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.0 |
2,375.0 |
2,212.3 |
|
| R3 |
2,327.0 |
2,289.0 |
2,188.7 |
|
| R2 |
2,241.0 |
2,241.0 |
2,180.8 |
|
| R1 |
2,203.0 |
2,203.0 |
2,172.9 |
2,179.0 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,143.0 |
| S1 |
2,117.0 |
2,117.0 |
2,157.1 |
2,093.0 |
| S2 |
2,069.0 |
2,069.0 |
2,149.2 |
|
| S3 |
1,983.0 |
2,031.0 |
2,141.4 |
|
| S4 |
1,897.0 |
1,945.0 |
2,117.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,213.0 |
2,108.0 |
105.0 |
4.8% |
50.0 |
2.3% |
76% |
False |
False |
1,504,762 |
| 10 |
2,213.0 |
2,081.0 |
132.0 |
6.0% |
51.5 |
2.4% |
81% |
False |
False |
1,086,656 |
| 20 |
2,213.0 |
2,026.0 |
187.0 |
8.5% |
49.3 |
2.3% |
87% |
False |
False |
556,162 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.1% |
51.7 |
2.4% |
61% |
False |
False |
280,788 |
| 60 |
2,493.0 |
2,026.0 |
467.0 |
21.3% |
51.9 |
2.4% |
35% |
False |
False |
187,678 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
47.5 |
2.2% |
31% |
False |
False |
142,056 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
41.5 |
1.9% |
31% |
False |
False |
113,718 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.5% |
38.0 |
1.7% |
31% |
False |
False |
94,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,460.5 |
|
2.618 |
2,359.3 |
|
1.618 |
2,297.3 |
|
1.000 |
2,259.0 |
|
0.618 |
2,235.3 |
|
HIGH |
2,197.0 |
|
0.618 |
2,173.3 |
|
0.500 |
2,166.0 |
|
0.382 |
2,158.7 |
|
LOW |
2,135.0 |
|
0.618 |
2,096.7 |
|
1.000 |
2,073.0 |
|
1.618 |
2,034.7 |
|
2.618 |
1,972.7 |
|
4.250 |
1,871.5 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.7 |
2,183.3 |
| PP |
2,173.3 |
2,178.7 |
| S1 |
2,166.0 |
2,174.0 |
|