| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,317 |
12,511 |
194 |
1.6% |
12,024 |
| High |
12,518 |
12,531 |
13 |
0.1% |
12,508 |
| Low |
12,288 |
12,381 |
93 |
0.8% |
11,884 |
| Close |
12,514 |
12,429 |
-85 |
-0.7% |
12,503 |
| Range |
230 |
150 |
-80 |
-34.8% |
624 |
| ATR |
184 |
182 |
-2 |
-1.3% |
0 |
| Volume |
188,262 |
151,760 |
-36,502 |
-19.4% |
145,851 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,897 |
12,813 |
12,512 |
|
| R3 |
12,747 |
12,663 |
12,470 |
|
| R2 |
12,597 |
12,597 |
12,457 |
|
| R1 |
12,513 |
12,513 |
12,443 |
12,480 |
| PP |
12,447 |
12,447 |
12,447 |
12,431 |
| S1 |
12,363 |
12,363 |
12,415 |
12,330 |
| S2 |
12,297 |
12,297 |
12,402 |
|
| S3 |
12,147 |
12,213 |
12,388 |
|
| S4 |
11,997 |
12,063 |
12,347 |
|
|
| 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 |
12,288 |
427 |
3.4% |
225 |
1.8% |
33% |
False |
False |
130,060 |
| 10 |
12,715 |
11,884 |
831 |
6.7% |
214 |
1.7% |
66% |
False |
False |
66,698 |
| 20 |
12,715 |
11,884 |
831 |
6.7% |
182 |
1.5% |
66% |
False |
False |
33,465 |
| 40 |
13,213 |
11,884 |
1,329 |
10.7% |
137 |
1.1% |
41% |
False |
False |
16,757 |
| 60 |
13,213 |
11,884 |
1,329 |
10.7% |
121 |
1.0% |
41% |
False |
False |
11,173 |
| 80 |
13,213 |
11,884 |
1,329 |
10.7% |
106 |
0.8% |
41% |
False |
False |
8,385 |
| 100 |
13,213 |
11,884 |
1,329 |
10.7% |
87 |
0.7% |
41% |
False |
False |
6,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,169 |
|
2.618 |
12,924 |
|
1.618 |
12,774 |
|
1.000 |
12,681 |
|
0.618 |
12,624 |
|
HIGH |
12,531 |
|
0.618 |
12,474 |
|
0.500 |
12,456 |
|
0.382 |
12,438 |
|
LOW |
12,381 |
|
0.618 |
12,288 |
|
1.000 |
12,231 |
|
1.618 |
12,138 |
|
2.618 |
11,988 |
|
4.250 |
11,744 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,456 |
12,502 |
| PP |
12,447 |
12,477 |
| S1 |
12,438 |
12,453 |
|