| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,325.0 |
6,363.0 |
38.0 |
0.6% |
6,304.5 |
| High |
6,424.0 |
6,431.5 |
7.5 |
0.1% |
6,322.5 |
| Low |
6,321.0 |
6,267.0 |
-54.0 |
-0.9% |
6,081.5 |
| Close |
6,394.0 |
6,355.5 |
-38.5 |
-0.6% |
6,231.5 |
| Range |
103.0 |
164.5 |
61.5 |
59.7% |
241.0 |
| ATR |
134.4 |
136.5 |
2.2 |
1.6% |
0.0 |
| Volume |
134,693 |
152,848 |
18,155 |
13.5% |
477,048 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,844.8 |
6,764.7 |
6,446.0 |
|
| R3 |
6,680.3 |
6,600.2 |
6,400.7 |
|
| R2 |
6,515.8 |
6,515.8 |
6,385.7 |
|
| R1 |
6,435.7 |
6,435.7 |
6,370.6 |
6,393.5 |
| PP |
6,351.3 |
6,351.3 |
6,351.3 |
6,330.3 |
| S1 |
6,271.2 |
6,271.2 |
6,340.4 |
6,229.0 |
| S2 |
6,186.8 |
6,186.8 |
6,325.3 |
|
| S3 |
6,022.3 |
6,106.7 |
6,310.3 |
|
| S4 |
5,857.8 |
5,942.2 |
6,265.0 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.8 |
6,824.2 |
6,364.1 |
|
| R3 |
6,693.8 |
6,583.2 |
6,297.8 |
|
| R2 |
6,452.8 |
6,452.8 |
6,275.7 |
|
| R1 |
6,342.2 |
6,342.2 |
6,253.6 |
6,277.0 |
| PP |
6,211.8 |
6,211.8 |
6,211.8 |
6,179.3 |
| S1 |
6,101.2 |
6,101.2 |
6,209.4 |
6,036.0 |
| S2 |
5,970.8 |
5,970.8 |
6,187.3 |
|
| S3 |
5,729.8 |
5,860.2 |
6,165.2 |
|
| S4 |
5,488.8 |
5,619.2 |
6,099.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,431.5 |
6,145.0 |
286.5 |
4.5% |
131.4 |
2.1% |
73% |
True |
False |
160,793 |
| 10 |
6,431.5 |
6,057.0 |
374.5 |
5.9% |
134.2 |
2.1% |
80% |
True |
False |
111,507 |
| 20 |
6,444.5 |
5,917.5 |
527.0 |
8.3% |
132.5 |
2.1% |
83% |
False |
False |
59,153 |
| 40 |
6,885.0 |
5,917.5 |
967.5 |
15.2% |
134.0 |
2.1% |
45% |
False |
False |
29,894 |
| 60 |
7,175.0 |
5,917.5 |
1,257.5 |
19.8% |
135.1 |
2.1% |
35% |
False |
False |
19,998 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.5% |
124.0 |
2.0% |
34% |
False |
False |
15,520 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.5% |
113.0 |
1.8% |
34% |
False |
False |
12,428 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.5% |
103.5 |
1.6% |
34% |
False |
False |
10,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,130.6 |
|
2.618 |
6,862.2 |
|
1.618 |
6,697.7 |
|
1.000 |
6,596.0 |
|
0.618 |
6,533.2 |
|
HIGH |
6,431.5 |
|
0.618 |
6,368.7 |
|
0.500 |
6,349.3 |
|
0.382 |
6,329.8 |
|
LOW |
6,267.0 |
|
0.618 |
6,165.3 |
|
1.000 |
6,102.5 |
|
1.618 |
6,000.8 |
|
2.618 |
5,836.3 |
|
4.250 |
5,567.9 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,353.4 |
6,348.3 |
| PP |
6,351.3 |
6,341.0 |
| S1 |
6,349.3 |
6,333.8 |
|