| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,325.75 |
1,322.00 |
-3.75 |
-0.3% |
1,325.50 |
| High |
1,327.75 |
1,359.50 |
31.75 |
2.4% |
1,359.50 |
| Low |
1,306.75 |
1,316.00 |
9.25 |
0.7% |
1,302.50 |
| Close |
1,322.50 |
1,356.50 |
34.00 |
2.6% |
1,356.50 |
| Range |
21.00 |
43.50 |
22.50 |
107.1% |
57.00 |
| ATR |
21.21 |
22.80 |
1.59 |
7.5% |
0.00 |
| Volume |
2,290,787 |
2,484,771 |
193,984 |
8.5% |
10,042,144 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.50 |
1,459.00 |
1,380.50 |
|
| R3 |
1,431.00 |
1,415.50 |
1,368.50 |
|
| R2 |
1,387.50 |
1,387.50 |
1,364.50 |
|
| R1 |
1,372.00 |
1,372.00 |
1,360.50 |
1,379.75 |
| PP |
1,344.00 |
1,344.00 |
1,344.00 |
1,348.00 |
| S1 |
1,328.50 |
1,328.50 |
1,352.50 |
1,336.25 |
| S2 |
1,300.50 |
1,300.50 |
1,348.50 |
|
| S3 |
1,257.00 |
1,285.00 |
1,344.50 |
|
| S4 |
1,213.50 |
1,241.50 |
1,332.50 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.50 |
1,490.50 |
1,387.75 |
|
| R3 |
1,453.50 |
1,433.50 |
1,372.25 |
|
| R2 |
1,396.50 |
1,396.50 |
1,367.00 |
|
| R1 |
1,376.50 |
1,376.50 |
1,361.75 |
1,386.50 |
| PP |
1,339.50 |
1,339.50 |
1,339.50 |
1,344.50 |
| S1 |
1,319.50 |
1,319.50 |
1,351.25 |
1,329.50 |
| S2 |
1,282.50 |
1,282.50 |
1,346.00 |
|
| S3 |
1,225.50 |
1,262.50 |
1,340.75 |
|
| S4 |
1,168.50 |
1,205.50 |
1,325.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,359.50 |
1,302.50 |
57.00 |
4.2% |
24.00 |
1.8% |
95% |
True |
False |
2,008,428 |
| 10 |
1,359.50 |
1,302.50 |
57.00 |
4.2% |
22.75 |
1.7% |
95% |
True |
False |
2,080,809 |
| 20 |
1,359.50 |
1,255.50 |
104.00 |
7.7% |
23.00 |
1.7% |
97% |
True |
False |
1,868,040 |
| 40 |
1,385.00 |
1,255.50 |
129.50 |
9.5% |
22.50 |
1.7% |
78% |
False |
False |
937,062 |
| 60 |
1,405.00 |
1,255.50 |
149.50 |
11.0% |
20.75 |
1.5% |
68% |
False |
False |
625,227 |
| 80 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
19.00 |
1.4% |
64% |
False |
False |
469,220 |
| 100 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
17.00 |
1.3% |
64% |
False |
False |
375,381 |
| 120 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
15.75 |
1.2% |
64% |
False |
False |
312,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,544.50 |
|
2.618 |
1,473.50 |
|
1.618 |
1,430.00 |
|
1.000 |
1,403.00 |
|
0.618 |
1,386.50 |
|
HIGH |
1,359.50 |
|
0.618 |
1,343.00 |
|
0.500 |
1,337.75 |
|
0.382 |
1,332.50 |
|
LOW |
1,316.00 |
|
0.618 |
1,289.00 |
|
1.000 |
1,272.50 |
|
1.618 |
1,245.50 |
|
2.618 |
1,202.00 |
|
4.250 |
1,131.00 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.25 |
1,348.75 |
| PP |
1,344.00 |
1,341.00 |
| S1 |
1,337.75 |
1,333.00 |
|