| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,605 |
12,317 |
-288 |
-2.3% |
12,024 |
| High |
12,715 |
12,518 |
-197 |
-1.5% |
12,508 |
| Low |
12,308 |
12,288 |
-20 |
-0.2% |
11,884 |
| Close |
12,310 |
12,514 |
204 |
1.7% |
12,503 |
| Range |
407 |
230 |
-177 |
-43.5% |
624 |
| ATR |
180 |
184 |
4 |
2.0% |
0 |
| Volume |
180,261 |
188,262 |
8,001 |
4.4% |
145,851 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,130 |
13,052 |
12,641 |
|
| R3 |
12,900 |
12,822 |
12,577 |
|
| R2 |
12,670 |
12,670 |
12,556 |
|
| R1 |
12,592 |
12,592 |
12,535 |
12,631 |
| PP |
12,440 |
12,440 |
12,440 |
12,460 |
| S1 |
12,362 |
12,362 |
12,493 |
12,401 |
| S2 |
12,210 |
12,210 |
12,472 |
|
| S3 |
11,980 |
12,132 |
12,451 |
|
| S4 |
11,750 |
11,902 |
12,388 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,170 |
13,961 |
12,846 |
|
| R3 |
13,546 |
13,337 |
12,675 |
|
| R2 |
12,922 |
12,922 |
12,618 |
|
| R1 |
12,713 |
12,713 |
12,560 |
12,818 |
| PP |
12,298 |
12,298 |
12,298 |
12,351 |
| S1 |
12,089 |
12,089 |
12,446 |
12,194 |
| S2 |
11,674 |
11,674 |
12,389 |
|
| S3 |
11,050 |
11,465 |
12,332 |
|
| S4 |
10,426 |
10,841 |
12,160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,715 |
12,051 |
664 |
5.3% |
254 |
2.0% |
70% |
False |
False |
102,038 |
| 10 |
12,715 |
11,884 |
831 |
6.6% |
219 |
1.7% |
76% |
False |
False |
51,529 |
| 20 |
12,715 |
11,884 |
831 |
6.6% |
182 |
1.5% |
76% |
False |
False |
25,894 |
| 40 |
13,213 |
11,884 |
1,329 |
10.6% |
136 |
1.1% |
47% |
False |
False |
12,963 |
| 60 |
13,213 |
11,884 |
1,329 |
10.6% |
120 |
1.0% |
47% |
False |
False |
8,644 |
| 80 |
13,213 |
11,884 |
1,329 |
10.6% |
105 |
0.8% |
47% |
False |
False |
6,488 |
| 100 |
13,213 |
11,884 |
1,329 |
10.6% |
86 |
0.7% |
47% |
False |
False |
5,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,496 |
|
2.618 |
13,120 |
|
1.618 |
12,890 |
|
1.000 |
12,748 |
|
0.618 |
12,660 |
|
HIGH |
12,518 |
|
0.618 |
12,430 |
|
0.500 |
12,403 |
|
0.382 |
12,376 |
|
LOW |
12,288 |
|
0.618 |
12,146 |
|
1.000 |
12,058 |
|
1.618 |
11,916 |
|
2.618 |
11,686 |
|
4.250 |
11,311 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,477 |
12,510 |
| PP |
12,440 |
12,506 |
| S1 |
12,403 |
12,502 |
|