| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,432 |
12,608 |
176 |
1.4% |
12,605 |
| High |
12,631 |
12,723 |
92 |
0.7% |
12,723 |
| Low |
12,406 |
12,592 |
186 |
1.5% |
12,288 |
| Close |
12,606 |
12,710 |
104 |
0.8% |
12,710 |
| Range |
225 |
131 |
-94 |
-41.8% |
435 |
| ATR |
185 |
181 |
-4 |
-2.1% |
0 |
| Volume |
172,935 |
102,545 |
-70,390 |
-40.7% |
795,763 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,068 |
13,020 |
12,782 |
|
| R3 |
12,937 |
12,889 |
12,746 |
|
| R2 |
12,806 |
12,806 |
12,734 |
|
| R1 |
12,758 |
12,758 |
12,722 |
12,782 |
| PP |
12,675 |
12,675 |
12,675 |
12,687 |
| S1 |
12,627 |
12,627 |
12,698 |
12,651 |
| S2 |
12,544 |
12,544 |
12,686 |
|
| S3 |
12,413 |
12,496 |
12,674 |
|
| S4 |
12,282 |
12,365 |
12,638 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,879 |
13,729 |
12,949 |
|
| R3 |
13,444 |
13,294 |
12,830 |
|
| R2 |
13,009 |
13,009 |
12,790 |
|
| R1 |
12,859 |
12,859 |
12,750 |
12,934 |
| PP |
12,574 |
12,574 |
12,574 |
12,611 |
| S1 |
12,424 |
12,424 |
12,670 |
12,499 |
| S2 |
12,139 |
12,139 |
12,630 |
|
| S3 |
11,704 |
11,989 |
12,591 |
|
| S4 |
11,269 |
11,554 |
12,471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,723 |
12,288 |
435 |
3.4% |
229 |
1.8% |
97% |
True |
False |
159,152 |
| 10 |
12,723 |
11,884 |
839 |
6.6% |
205 |
1.6% |
98% |
True |
False |
94,161 |
| 20 |
12,723 |
11,884 |
839 |
6.6% |
183 |
1.4% |
98% |
True |
False |
47,215 |
| 40 |
13,213 |
11,884 |
1,329 |
10.5% |
141 |
1.1% |
62% |
False |
False |
23,643 |
| 60 |
13,213 |
11,884 |
1,329 |
10.5% |
125 |
1.0% |
62% |
False |
False |
15,765 |
| 80 |
13,213 |
11,884 |
1,329 |
10.5% |
108 |
0.9% |
62% |
False |
False |
11,828 |
| 100 |
13,213 |
11,884 |
1,329 |
10.5% |
91 |
0.7% |
62% |
False |
False |
9,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,280 |
|
2.618 |
13,066 |
|
1.618 |
12,935 |
|
1.000 |
12,854 |
|
0.618 |
12,804 |
|
HIGH |
12,723 |
|
0.618 |
12,673 |
|
0.500 |
12,658 |
|
0.382 |
12,642 |
|
LOW |
12,592 |
|
0.618 |
12,511 |
|
1.000 |
12,461 |
|
1.618 |
12,380 |
|
2.618 |
12,249 |
|
4.250 |
12,035 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,693 |
12,657 |
| PP |
12,675 |
12,605 |
| S1 |
12,658 |
12,552 |
|