| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,150.0 |
2,177.0 |
27.0 |
1.3% |
2,186.0 |
| High |
2,197.0 |
2,209.0 |
12.0 |
0.5% |
2,193.0 |
| Low |
2,135.0 |
2,177.0 |
42.0 |
2.0% |
2,107.0 |
| Close |
2,188.0 |
2,199.0 |
11.0 |
0.5% |
2,165.0 |
| Range |
62.0 |
32.0 |
-30.0 |
-48.4% |
86.0 |
| ATR |
52.5 |
51.0 |
-1.5 |
-2.8% |
0.0 |
| Volume |
1,349,107 |
1,071,519 |
-277,588 |
-20.6% |
7,245,665 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.0 |
2,277.0 |
2,216.6 |
|
| R3 |
2,259.0 |
2,245.0 |
2,207.8 |
|
| R2 |
2,227.0 |
2,227.0 |
2,204.9 |
|
| R1 |
2,213.0 |
2,213.0 |
2,201.9 |
2,220.0 |
| PP |
2,195.0 |
2,195.0 |
2,195.0 |
2,198.5 |
| S1 |
2,181.0 |
2,181.0 |
2,196.1 |
2,188.0 |
| S2 |
2,163.0 |
2,163.0 |
2,193.1 |
|
| S3 |
2,131.0 |
2,149.0 |
2,190.2 |
|
| S4 |
2,099.0 |
2,117.0 |
2,181.4 |
|
|
| 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% |
49.0 |
2.2% |
87% |
False |
False |
1,430,559 |
| 10 |
2,213.0 |
2,097.0 |
116.0 |
5.3% |
49.3 |
2.2% |
88% |
False |
False |
1,189,084 |
| 20 |
2,213.0 |
2,026.0 |
187.0 |
8.5% |
48.7 |
2.2% |
93% |
False |
False |
609,174 |
| 40 |
2,290.0 |
2,026.0 |
264.0 |
12.0% |
51.5 |
2.3% |
66% |
False |
False |
307,549 |
| 60 |
2,493.0 |
2,026.0 |
467.0 |
21.2% |
51.7 |
2.3% |
37% |
False |
False |
205,535 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.4% |
47.7 |
2.2% |
34% |
False |
False |
155,409 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.4% |
41.7 |
1.9% |
34% |
False |
False |
124,433 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.4% |
38.2 |
1.7% |
34% |
False |
False |
103,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,345.0 |
|
2.618 |
2,292.8 |
|
1.618 |
2,260.8 |
|
1.000 |
2,241.0 |
|
0.618 |
2,228.8 |
|
HIGH |
2,209.0 |
|
0.618 |
2,196.8 |
|
0.500 |
2,193.0 |
|
0.382 |
2,189.2 |
|
LOW |
2,177.0 |
|
0.618 |
2,157.2 |
|
1.000 |
2,145.0 |
|
1.618 |
2,125.2 |
|
2.618 |
2,093.2 |
|
4.250 |
2,041.0 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.0 |
2,190.7 |
| PP |
2,195.0 |
2,182.3 |
| S1 |
2,193.0 |
2,174.0 |
|