| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,136.0 |
2,168.0 |
32.0 |
1.5% |
2,198.0 |
| High |
2,167.0 |
2,168.0 |
1.0 |
0.0% |
2,226.0 |
| Low |
2,123.0 |
2,126.0 |
3.0 |
0.1% |
2,135.0 |
| Close |
2,155.0 |
2,150.0 |
-5.0 |
-0.2% |
2,179.0 |
| Range |
44.0 |
42.0 |
-2.0 |
-4.5% |
91.0 |
| ATR |
49.6 |
49.1 |
-0.5 |
-1.1% |
0.0 |
| Volume |
960,311 |
1,199,645 |
239,334 |
24.9% |
6,364,991 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.0 |
2,254.0 |
2,173.1 |
|
| R3 |
2,232.0 |
2,212.0 |
2,161.6 |
|
| R2 |
2,190.0 |
2,190.0 |
2,157.7 |
|
| R1 |
2,170.0 |
2,170.0 |
2,153.9 |
2,159.0 |
| PP |
2,148.0 |
2,148.0 |
2,148.0 |
2,142.5 |
| S1 |
2,128.0 |
2,128.0 |
2,146.2 |
2,117.0 |
| S2 |
2,106.0 |
2,106.0 |
2,142.3 |
|
| S3 |
2,064.0 |
2,086.0 |
2,138.5 |
|
| S4 |
2,022.0 |
2,044.0 |
2,126.9 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.0 |
2,407.0 |
2,229.1 |
|
| R3 |
2,362.0 |
2,316.0 |
2,204.0 |
|
| R2 |
2,271.0 |
2,271.0 |
2,195.7 |
|
| R1 |
2,225.0 |
2,225.0 |
2,187.3 |
2,202.5 |
| PP |
2,180.0 |
2,180.0 |
2,180.0 |
2,168.8 |
| S1 |
2,134.0 |
2,134.0 |
2,170.7 |
2,111.5 |
| S2 |
2,089.0 |
2,089.0 |
2,162.3 |
|
| S3 |
1,998.0 |
2,043.0 |
2,154.0 |
|
| S4 |
1,907.0 |
1,952.0 |
2,129.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,202.0 |
2,113.0 |
89.0 |
4.1% |
42.4 |
2.0% |
42% |
False |
False |
1,048,623 |
| 10 |
2,226.0 |
2,113.0 |
113.0 |
5.3% |
48.2 |
2.2% |
33% |
False |
False |
1,244,890 |
| 20 |
2,226.0 |
2,026.0 |
200.0 |
9.3% |
49.2 |
2.3% |
62% |
False |
False |
936,781 |
| 40 |
2,248.0 |
2,026.0 |
222.0 |
10.3% |
50.3 |
2.3% |
56% |
False |
False |
473,586 |
| 60 |
2,423.0 |
2,026.0 |
397.0 |
18.5% |
51.5 |
2.4% |
31% |
False |
False |
316,256 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
48.9 |
2.3% |
24% |
False |
False |
238,390 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
43.7 |
2.0% |
24% |
False |
False |
190,828 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
24.0% |
39.5 |
1.8% |
24% |
False |
False |
159,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,346.5 |
|
2.618 |
2,278.0 |
|
1.618 |
2,236.0 |
|
1.000 |
2,210.0 |
|
0.618 |
2,194.0 |
|
HIGH |
2,168.0 |
|
0.618 |
2,152.0 |
|
0.500 |
2,147.0 |
|
0.382 |
2,142.0 |
|
LOW |
2,126.0 |
|
0.618 |
2,100.0 |
|
1.000 |
2,084.0 |
|
1.618 |
2,058.0 |
|
2.618 |
2,016.0 |
|
4.250 |
1,947.5 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.0 |
2,146.8 |
| PP |
2,148.0 |
2,143.7 |
| S1 |
2,147.0 |
2,140.5 |
|