| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,758 |
12,761 |
3 |
0.0% |
12,605 |
| High |
12,808 |
12,791 |
-17 |
-0.1% |
12,723 |
| Low |
12,671 |
12,492 |
-179 |
-1.4% |
12,288 |
| Close |
12,763 |
12,502 |
-261 |
-2.0% |
12,710 |
| Range |
137 |
299 |
162 |
118.2% |
435 |
| ATR |
177 |
186 |
9 |
4.9% |
0 |
| Volume |
169,232 |
172,172 |
2,940 |
1.7% |
795,763 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,492 |
13,296 |
12,667 |
|
| R3 |
13,193 |
12,997 |
12,584 |
|
| R2 |
12,894 |
12,894 |
12,557 |
|
| R1 |
12,698 |
12,698 |
12,530 |
12,647 |
| PP |
12,595 |
12,595 |
12,595 |
12,569 |
| S1 |
12,399 |
12,399 |
12,475 |
12,348 |
| S2 |
12,296 |
12,296 |
12,447 |
|
| S3 |
11,997 |
12,100 |
12,420 |
|
| S4 |
11,698 |
11,801 |
12,338 |
|
|
| 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 |
12,492 |
337 |
2.7% |
184 |
1.5% |
3% |
False |
True |
137,323 |
| 10 |
12,829 |
12,288 |
541 |
4.3% |
213 |
1.7% |
40% |
False |
False |
148,248 |
| 20 |
12,829 |
11,884 |
945 |
7.6% |
194 |
1.5% |
65% |
False |
False |
76,350 |
| 40 |
13,213 |
11,884 |
1,329 |
10.6% |
157 |
1.3% |
47% |
False |
False |
38,244 |
| 60 |
13,213 |
11,884 |
1,329 |
10.6% |
130 |
1.0% |
47% |
False |
False |
25,498 |
| 80 |
13,213 |
11,884 |
1,329 |
10.6% |
116 |
0.9% |
47% |
False |
False |
19,129 |
| 100 |
13,213 |
11,884 |
1,329 |
10.6% |
99 |
0.8% |
47% |
False |
False |
15,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,062 |
|
2.618 |
13,574 |
|
1.618 |
13,275 |
|
1.000 |
13,090 |
|
0.618 |
12,976 |
|
HIGH |
12,791 |
|
0.618 |
12,677 |
|
0.500 |
12,642 |
|
0.382 |
12,606 |
|
LOW |
12,492 |
|
0.618 |
12,307 |
|
1.000 |
12,193 |
|
1.618 |
12,008 |
|
2.618 |
11,709 |
|
4.250 |
11,221 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,642 |
12,661 |
| PP |
12,595 |
12,608 |
| S1 |
12,549 |
12,555 |
|