| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,778 |
12,685 |
-93 |
-0.7% |
12,605 |
| High |
12,803 |
12,829 |
26 |
0.2% |
12,723 |
| Low |
12,621 |
12,657 |
36 |
0.3% |
12,288 |
| Close |
12,686 |
12,762 |
76 |
0.6% |
12,710 |
| Range |
182 |
172 |
-10 |
-5.5% |
435 |
| ATR |
181 |
180 |
-1 |
-0.4% |
0 |
| Volume |
133,894 |
108,774 |
-25,120 |
-18.8% |
795,763 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,265 |
13,186 |
12,857 |
|
| R3 |
13,093 |
13,014 |
12,809 |
|
| R2 |
12,921 |
12,921 |
12,794 |
|
| R1 |
12,842 |
12,842 |
12,778 |
12,882 |
| PP |
12,749 |
12,749 |
12,749 |
12,769 |
| S1 |
12,670 |
12,670 |
12,746 |
12,710 |
| S2 |
12,577 |
12,577 |
12,731 |
|
| S3 |
12,405 |
12,498 |
12,715 |
|
| S4 |
12,233 |
12,326 |
12,668 |
|
|
| 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 |
12,829 |
12,381 |
448 |
3.5% |
172 |
1.3% |
85% |
True |
False |
133,981 |
| 10 |
12,829 |
12,051 |
778 |
6.1% |
213 |
1.7% |
91% |
True |
False |
118,010 |
| 20 |
12,829 |
11,884 |
945 |
7.4% |
186 |
1.5% |
93% |
True |
False |
59,292 |
| 40 |
13,213 |
11,884 |
1,329 |
10.4% |
147 |
1.2% |
66% |
False |
False |
29,709 |
| 60 |
13,213 |
11,884 |
1,329 |
10.4% |
126 |
1.0% |
66% |
False |
False |
19,809 |
| 80 |
13,213 |
11,884 |
1,329 |
10.4% |
113 |
0.9% |
66% |
False |
False |
14,861 |
| 100 |
13,213 |
11,884 |
1,329 |
10.4% |
94 |
0.7% |
66% |
False |
False |
11,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,560 |
|
2.618 |
13,279 |
|
1.618 |
13,107 |
|
1.000 |
13,001 |
|
0.618 |
12,935 |
|
HIGH |
12,829 |
|
0.618 |
12,763 |
|
0.500 |
12,743 |
|
0.382 |
12,723 |
|
LOW |
12,657 |
|
0.618 |
12,551 |
|
1.000 |
12,485 |
|
1.618 |
12,379 |
|
2.618 |
12,207 |
|
4.250 |
11,926 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,756 |
12,745 |
| PP |
12,749 |
12,728 |
| S1 |
12,743 |
12,711 |
|