| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,168.0 |
2,210.0 |
42.0 |
1.9% |
2,178.0 |
| High |
2,168.0 |
2,269.0 |
101.0 |
4.7% |
2,269.0 |
| Low |
2,126.0 |
2,195.0 |
69.0 |
3.2% |
2,113.0 |
| Close |
2,150.0 |
2,255.0 |
105.0 |
4.9% |
2,255.0 |
| Range |
42.0 |
74.0 |
32.0 |
76.2% |
156.0 |
| ATR |
49.1 |
54.1 |
5.0 |
10.2% |
0.0 |
| Volume |
1,199,645 |
1,916,212 |
716,567 |
59.7% |
6,202,433 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.7 |
2,432.3 |
2,295.7 |
|
| R3 |
2,387.7 |
2,358.3 |
2,275.4 |
|
| R2 |
2,313.7 |
2,313.7 |
2,268.6 |
|
| R1 |
2,284.3 |
2,284.3 |
2,261.8 |
2,299.0 |
| PP |
2,239.7 |
2,239.7 |
2,239.7 |
2,247.0 |
| S1 |
2,210.3 |
2,210.3 |
2,248.2 |
2,225.0 |
| S2 |
2,165.7 |
2,165.7 |
2,241.4 |
|
| S3 |
2,091.7 |
2,136.3 |
2,234.7 |
|
| S4 |
2,017.7 |
2,062.3 |
2,214.3 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.3 |
2,623.7 |
2,340.8 |
|
| R3 |
2,524.3 |
2,467.7 |
2,297.9 |
|
| R2 |
2,368.3 |
2,368.3 |
2,283.6 |
|
| R1 |
2,311.7 |
2,311.7 |
2,269.3 |
2,340.0 |
| PP |
2,212.3 |
2,212.3 |
2,212.3 |
2,226.5 |
| S1 |
2,155.7 |
2,155.7 |
2,240.7 |
2,184.0 |
| S2 |
2,056.3 |
2,056.3 |
2,226.4 |
|
| S3 |
1,900.3 |
1,999.7 |
2,212.1 |
|
| S4 |
1,744.3 |
1,843.7 |
2,169.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,269.0 |
2,113.0 |
156.0 |
6.9% |
50.0 |
2.2% |
91% |
True |
False |
1,240,486 |
| 10 |
2,269.0 |
2,113.0 |
156.0 |
6.9% |
51.8 |
2.3% |
91% |
True |
False |
1,256,742 |
| 20 |
2,269.0 |
2,026.0 |
243.0 |
10.8% |
49.1 |
2.2% |
94% |
True |
False |
1,028,146 |
| 40 |
2,269.0 |
2,026.0 |
243.0 |
10.8% |
50.8 |
2.3% |
94% |
True |
False |
521,462 |
| 60 |
2,370.0 |
2,026.0 |
344.0 |
15.3% |
51.8 |
2.3% |
67% |
False |
False |
348,191 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
22.8% |
48.6 |
2.2% |
44% |
False |
False |
262,306 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.8% |
44.3 |
2.0% |
44% |
False |
False |
209,987 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.8% |
39.8 |
1.8% |
44% |
False |
False |
175,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.5 |
|
2.618 |
2,462.7 |
|
1.618 |
2,388.7 |
|
1.000 |
2,343.0 |
|
0.618 |
2,314.7 |
|
HIGH |
2,269.0 |
|
0.618 |
2,240.7 |
|
0.500 |
2,232.0 |
|
0.382 |
2,223.3 |
|
LOW |
2,195.0 |
|
0.618 |
2,149.3 |
|
1.000 |
2,121.0 |
|
1.618 |
2,075.3 |
|
2.618 |
2,001.3 |
|
4.250 |
1,880.5 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.3 |
2,235.3 |
| PP |
2,239.7 |
2,215.7 |
| S1 |
2,232.0 |
2,196.0 |
|