| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,181.0 |
6,128.5 |
-52.5 |
-0.8% |
5,988.5 |
| High |
6,226.5 |
6,173.0 |
-53.5 |
-0.9% |
6,236.0 |
| Low |
6,097.5 |
6,081.5 |
-16.0 |
-0.3% |
5,917.5 |
| Close |
6,137.0 |
6,141.0 |
4.0 |
0.1% |
6,165.5 |
| Range |
129.0 |
91.5 |
-37.5 |
-29.1% |
318.5 |
| ATR |
141.6 |
138.0 |
-3.6 |
-2.5% |
0.0 |
| Volume |
82,005 |
97,064 |
15,059 |
18.4% |
70,226 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,406.3 |
6,365.2 |
6,191.3 |
|
| R3 |
6,314.8 |
6,273.7 |
6,166.2 |
|
| R2 |
6,223.3 |
6,223.3 |
6,157.8 |
|
| R1 |
6,182.2 |
6,182.2 |
6,149.4 |
6,202.8 |
| PP |
6,131.8 |
6,131.8 |
6,131.8 |
6,142.1 |
| S1 |
6,090.7 |
6,090.7 |
6,132.6 |
6,111.3 |
| S2 |
6,040.3 |
6,040.3 |
6,124.2 |
|
| S3 |
5,948.8 |
5,999.2 |
6,115.8 |
|
| S4 |
5,857.3 |
5,907.7 |
6,090.7 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
6,932.2 |
6,340.7 |
|
| R3 |
6,743.3 |
6,613.7 |
6,253.1 |
|
| R2 |
6,424.8 |
6,424.8 |
6,223.9 |
|
| R1 |
6,295.2 |
6,295.2 |
6,194.7 |
6,360.0 |
| PP |
6,106.3 |
6,106.3 |
6,106.3 |
6,138.8 |
| S1 |
5,976.7 |
5,976.7 |
6,136.3 |
6,041.5 |
| S2 |
5,787.8 |
5,787.8 |
6,107.1 |
|
| S3 |
5,469.3 |
5,658.2 |
6,077.9 |
|
| S4 |
5,150.8 |
5,339.7 |
5,990.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.5 |
6,057.0 |
265.5 |
4.3% |
137.0 |
2.2% |
32% |
False |
False |
62,221 |
| 10 |
6,322.5 |
5,917.5 |
405.0 |
6.6% |
140.1 |
2.3% |
55% |
False |
False |
36,881 |
| 20 |
6,450.5 |
5,917.5 |
533.0 |
8.7% |
126.4 |
2.1% |
42% |
False |
False |
19,340 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.8% |
134.8 |
2.2% |
23% |
False |
False |
9,832 |
| 60 |
7,175.0 |
5,917.5 |
1,257.5 |
20.5% |
133.6 |
2.2% |
18% |
False |
False |
6,615 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
120.6 |
2.0% |
17% |
False |
False |
5,478 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
21.2% |
109.7 |
1.8% |
17% |
False |
False |
4,390 |
| 120 |
7,217.5 |
5,819.0 |
1,398.5 |
22.8% |
101.0 |
1.6% |
23% |
False |
False |
3,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,561.9 |
|
2.618 |
6,412.5 |
|
1.618 |
6,321.0 |
|
1.000 |
6,264.5 |
|
0.618 |
6,229.5 |
|
HIGH |
6,173.0 |
|
0.618 |
6,138.0 |
|
0.500 |
6,127.3 |
|
0.382 |
6,116.5 |
|
LOW |
6,081.5 |
|
0.618 |
6,025.0 |
|
1.000 |
5,990.0 |
|
1.618 |
5,933.5 |
|
2.618 |
5,842.0 |
|
4.250 |
5,692.6 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,136.4 |
6,154.0 |
| PP |
6,131.8 |
6,149.7 |
| S1 |
6,127.3 |
6,145.3 |
|