| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
12,498 |
12,566 |
68 |
0.5% |
12,778 |
| High |
12,606 |
12,566 |
-40 |
-0.3% |
12,829 |
| Low |
12,496 |
12,387 |
-109 |
-0.9% |
12,492 |
| Close |
12,568 |
12,431 |
-137 |
-1.1% |
12,568 |
| Range |
110 |
179 |
69 |
62.7% |
337 |
| ATR |
180 |
181 |
0 |
0.0% |
0 |
| Volume |
118,558 |
120,328 |
1,770 |
1.5% |
702,630 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,998 |
12,894 |
12,530 |
|
| R3 |
12,819 |
12,715 |
12,480 |
|
| R2 |
12,640 |
12,640 |
12,464 |
|
| R1 |
12,536 |
12,536 |
12,448 |
12,499 |
| PP |
12,461 |
12,461 |
12,461 |
12,443 |
| S1 |
12,357 |
12,357 |
12,415 |
12,320 |
| S2 |
12,282 |
12,282 |
12,398 |
|
| S3 |
12,103 |
12,178 |
12,382 |
|
| S4 |
11,924 |
11,999 |
12,333 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,641 |
13,441 |
12,753 |
|
| R3 |
13,304 |
13,104 |
12,661 |
|
| R2 |
12,967 |
12,967 |
12,630 |
|
| R1 |
12,767 |
12,767 |
12,599 |
12,699 |
| PP |
12,630 |
12,630 |
12,630 |
12,595 |
| S1 |
12,430 |
12,430 |
12,537 |
12,362 |
| S2 |
12,293 |
12,293 |
12,506 |
|
| S3 |
11,956 |
12,093 |
12,475 |
|
| S4 |
11,619 |
11,756 |
12,383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,829 |
12,387 |
442 |
3.6% |
180 |
1.4% |
10% |
False |
True |
137,812 |
| 10 |
12,829 |
12,288 |
541 |
4.4% |
182 |
1.5% |
26% |
False |
False |
143,846 |
| 20 |
12,829 |
11,884 |
945 |
7.6% |
193 |
1.6% |
58% |
False |
False |
88,286 |
| 40 |
13,213 |
11,884 |
1,329 |
10.7% |
162 |
1.3% |
41% |
False |
False |
44,216 |
| 60 |
13,213 |
11,884 |
1,329 |
10.7% |
132 |
1.1% |
41% |
False |
False |
29,479 |
| 80 |
13,213 |
11,884 |
1,329 |
10.7% |
118 |
1.0% |
41% |
False |
False |
22,115 |
| 100 |
13,213 |
11,884 |
1,329 |
10.7% |
101 |
0.8% |
41% |
False |
False |
17,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,327 |
|
2.618 |
13,035 |
|
1.618 |
12,856 |
|
1.000 |
12,745 |
|
0.618 |
12,677 |
|
HIGH |
12,566 |
|
0.618 |
12,498 |
|
0.500 |
12,477 |
|
0.382 |
12,456 |
|
LOW |
12,387 |
|
0.618 |
12,277 |
|
1.000 |
12,208 |
|
1.618 |
12,098 |
|
2.618 |
11,919 |
|
4.250 |
11,626 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,477 |
12,589 |
| PP |
12,461 |
12,536 |
| S1 |
12,446 |
12,484 |
|