| 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 |
12,511 |
12,432 |
-79 |
-0.6% |
12,024 |
| High |
12,531 |
12,631 |
100 |
0.8% |
12,508 |
| Low |
12,381 |
12,406 |
25 |
0.2% |
11,884 |
| Close |
12,429 |
12,606 |
177 |
1.4% |
12,503 |
| Range |
150 |
225 |
75 |
50.0% |
624 |
| ATR |
182 |
185 |
3 |
1.7% |
0 |
| Volume |
151,760 |
172,935 |
21,175 |
14.0% |
145,851 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,223 |
13,139 |
12,730 |
|
| R3 |
12,998 |
12,914 |
12,668 |
|
| R2 |
12,773 |
12,773 |
12,647 |
|
| R1 |
12,689 |
12,689 |
12,627 |
12,731 |
| PP |
12,548 |
12,548 |
12,548 |
12,569 |
| S1 |
12,464 |
12,464 |
12,586 |
12,506 |
| S2 |
12,323 |
12,323 |
12,565 |
|
| S3 |
12,098 |
12,239 |
12,544 |
|
| S4 |
11,873 |
12,014 |
12,482 |
|
|
| 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% |
242 |
1.9% |
74% |
False |
False |
159,173 |
| 10 |
12,715 |
11,884 |
831 |
6.6% |
221 |
1.8% |
87% |
False |
False |
83,967 |
| 20 |
12,715 |
11,884 |
831 |
6.6% |
188 |
1.5% |
87% |
False |
False |
42,096 |
| 40 |
13,213 |
11,884 |
1,329 |
10.5% |
141 |
1.1% |
54% |
False |
False |
21,080 |
| 60 |
13,213 |
11,884 |
1,329 |
10.5% |
125 |
1.0% |
54% |
False |
False |
14,056 |
| 80 |
13,213 |
11,884 |
1,329 |
10.5% |
108 |
0.9% |
54% |
False |
False |
10,546 |
| 100 |
13,213 |
11,884 |
1,329 |
10.5% |
90 |
0.7% |
54% |
False |
False |
8,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,587 |
|
2.618 |
13,220 |
|
1.618 |
12,995 |
|
1.000 |
12,856 |
|
0.618 |
12,770 |
|
HIGH |
12,631 |
|
0.618 |
12,545 |
|
0.500 |
12,519 |
|
0.382 |
12,492 |
|
LOW |
12,406 |
|
0.618 |
12,267 |
|
1.000 |
12,181 |
|
1.618 |
12,042 |
|
2.618 |
11,817 |
|
4.250 |
11,450 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,577 |
12,557 |
| PP |
12,548 |
12,508 |
| S1 |
12,519 |
12,460 |
|