| 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 |
2,535.75 |
2,580.25 |
44.50 |
1.8% |
2,577.25 |
| High |
2,567.75 |
2,594.50 |
26.75 |
1.0% |
2,598.00 |
| Low |
2,533.50 |
2,549.25 |
15.75 |
0.6% |
2,505.25 |
| Close |
2,564.00 |
2,587.50 |
23.50 |
0.9% |
2,564.00 |
| Range |
34.25 |
45.25 |
11.00 |
32.1% |
92.75 |
| ATR |
44.97 |
44.99 |
0.02 |
0.0% |
0.00 |
| Volume |
223,665 |
215,740 |
-7,925 |
-3.5% |
1,562,840 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.75 |
2,695.50 |
2,612.50 |
|
| R3 |
2,667.50 |
2,650.25 |
2,600.00 |
|
| R2 |
2,622.25 |
2,622.25 |
2,595.75 |
|
| R1 |
2,605.00 |
2,605.00 |
2,591.75 |
2,613.50 |
| PP |
2,577.00 |
2,577.00 |
2,577.00 |
2,581.50 |
| S1 |
2,559.75 |
2,559.75 |
2,583.25 |
2,568.50 |
| S2 |
2,531.75 |
2,531.75 |
2,579.25 |
|
| S3 |
2,486.50 |
2,514.50 |
2,575.00 |
|
| S4 |
2,441.25 |
2,469.25 |
2,562.50 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.00 |
2,791.75 |
2,615.00 |
|
| R3 |
2,741.25 |
2,699.00 |
2,589.50 |
|
| R2 |
2,648.50 |
2,648.50 |
2,581.00 |
|
| R1 |
2,606.25 |
2,606.25 |
2,572.50 |
2,581.00 |
| PP |
2,555.75 |
2,555.75 |
2,555.75 |
2,543.00 |
| S1 |
2,513.50 |
2,513.50 |
2,555.50 |
2,488.25 |
| S2 |
2,463.00 |
2,463.00 |
2,547.00 |
|
| S3 |
2,370.25 |
2,420.75 |
2,538.50 |
|
| S4 |
2,277.50 |
2,328.00 |
2,513.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,594.50 |
2,505.25 |
89.25 |
3.4% |
38.75 |
1.5% |
92% |
True |
False |
284,691 |
| 10 |
2,598.00 |
2,454.00 |
144.00 |
5.6% |
46.50 |
1.8% |
93% |
False |
False |
206,556 |
| 20 |
2,598.00 |
2,418.25 |
179.75 |
6.9% |
46.25 |
1.8% |
94% |
False |
False |
103,471 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.5% |
42.75 |
1.7% |
52% |
False |
False |
51,777 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
39.00 |
1.5% |
46% |
False |
False |
34,544 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
32.00 |
1.2% |
46% |
False |
False |
25,909 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
26.50 |
1.0% |
46% |
False |
False |
20,727 |
| 120 |
2,788.00 |
2,254.00 |
534.00 |
20.6% |
22.25 |
0.9% |
62% |
False |
False |
17,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.75 |
|
2.618 |
2,713.00 |
|
1.618 |
2,667.75 |
|
1.000 |
2,639.75 |
|
0.618 |
2,622.50 |
|
HIGH |
2,594.50 |
|
0.618 |
2,577.25 |
|
0.500 |
2,572.00 |
|
0.382 |
2,566.50 |
|
LOW |
2,549.25 |
|
0.618 |
2,521.25 |
|
1.000 |
2,504.00 |
|
1.618 |
2,476.00 |
|
2.618 |
2,430.75 |
|
4.250 |
2,357.00 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.25 |
2,575.50 |
| PP |
2,577.00 |
2,563.75 |
| S1 |
2,572.00 |
2,551.75 |
|