| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,325.25 |
1,345.25 |
20.00 |
1.5% |
1,337.00 |
| High |
1,338.50 |
1,347.50 |
9.00 |
0.7% |
1,342.00 |
| Low |
1,324.50 |
1,327.25 |
2.75 |
0.2% |
1,297.00 |
| Close |
1,337.50 |
1,341.00 |
3.50 |
0.3% |
1,337.50 |
| Range |
14.00 |
20.25 |
6.25 |
44.6% |
45.00 |
| ATR |
22.21 |
22.07 |
-0.14 |
-0.6% |
0.00 |
| Volume |
1,817,361 |
2,069,087 |
251,726 |
13.9% |
13,207,731 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.25 |
1,390.50 |
1,352.25 |
|
| R3 |
1,379.00 |
1,370.25 |
1,346.50 |
|
| R2 |
1,358.75 |
1,358.75 |
1,344.75 |
|
| R1 |
1,350.00 |
1,350.00 |
1,342.75 |
1,344.25 |
| PP |
1,338.50 |
1,338.50 |
1,338.50 |
1,335.75 |
| S1 |
1,329.75 |
1,329.75 |
1,339.25 |
1,324.00 |
| S2 |
1,318.25 |
1,318.25 |
1,337.25 |
|
| S3 |
1,298.00 |
1,309.50 |
1,335.50 |
|
| S4 |
1,277.75 |
1,289.25 |
1,329.75 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.50 |
1,444.00 |
1,362.25 |
|
| R3 |
1,415.50 |
1,399.00 |
1,350.00 |
|
| R2 |
1,370.50 |
1,370.50 |
1,345.75 |
|
| R1 |
1,354.00 |
1,354.00 |
1,341.50 |
1,362.25 |
| PP |
1,325.50 |
1,325.50 |
1,325.50 |
1,329.50 |
| S1 |
1,309.00 |
1,309.00 |
1,333.50 |
1,317.25 |
| S2 |
1,280.50 |
1,280.50 |
1,329.25 |
|
| S3 |
1,235.50 |
1,264.00 |
1,325.00 |
|
| S4 |
1,190.50 |
1,219.00 |
1,312.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.50 |
1,297.00 |
50.50 |
3.8% |
19.50 |
1.5% |
87% |
True |
False |
2,432,002 |
| 10 |
1,347.50 |
1,260.75 |
86.75 |
6.5% |
23.50 |
1.7% |
93% |
True |
False |
1,854,731 |
| 20 |
1,347.50 |
1,255.50 |
92.00 |
6.9% |
22.75 |
1.7% |
93% |
True |
False |
935,636 |
| 40 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
21.00 |
1.6% |
57% |
False |
False |
469,062 |
| 60 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
19.75 |
1.5% |
54% |
False |
False |
313,207 |
| 80 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
17.50 |
1.3% |
54% |
False |
False |
234,985 |
| 100 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
15.75 |
1.2% |
54% |
False |
False |
187,993 |
| 120 |
1,413.50 |
1,234.00 |
179.50 |
13.4% |
14.00 |
1.1% |
60% |
False |
False |
156,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.50 |
|
2.618 |
1,400.50 |
|
1.618 |
1,380.25 |
|
1.000 |
1,367.75 |
|
0.618 |
1,360.00 |
|
HIGH |
1,347.50 |
|
0.618 |
1,339.75 |
|
0.500 |
1,337.50 |
|
0.382 |
1,335.00 |
|
LOW |
1,327.25 |
|
0.618 |
1,314.75 |
|
1.000 |
1,307.00 |
|
1.618 |
1,294.50 |
|
2.618 |
1,274.25 |
|
4.250 |
1,241.25 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.75 |
1,336.00 |
| PP |
1,338.50 |
1,331.25 |
| S1 |
1,337.50 |
1,326.50 |
|