| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,618.25 |
2,552.25 |
-66.00 |
-2.5% |
2,580.25 |
| High |
2,620.50 |
2,581.75 |
-38.75 |
-1.5% |
2,628.25 |
| Low |
2,548.75 |
2,548.50 |
-0.25 |
0.0% |
2,548.50 |
| Close |
2,551.75 |
2,573.50 |
21.75 |
0.9% |
2,573.50 |
| Range |
71.75 |
33.25 |
-38.50 |
-53.7% |
79.75 |
| ATR |
45.71 |
44.82 |
-0.89 |
-1.9% |
0.00 |
| Volume |
289,047 |
253,677 |
-35,370 |
-12.2% |
1,234,322 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.75 |
2,653.75 |
2,591.75 |
|
| R3 |
2,634.50 |
2,620.50 |
2,582.75 |
|
| R2 |
2,601.25 |
2,601.25 |
2,579.50 |
|
| R1 |
2,587.25 |
2,587.25 |
2,576.50 |
2,594.25 |
| PP |
2,568.00 |
2,568.00 |
2,568.00 |
2,571.50 |
| S1 |
2,554.00 |
2,554.00 |
2,570.50 |
2,561.00 |
| S2 |
2,534.75 |
2,534.75 |
2,567.50 |
|
| S3 |
2,501.50 |
2,520.75 |
2,564.25 |
|
| S4 |
2,468.25 |
2,487.50 |
2,555.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.75 |
2,777.75 |
2,617.25 |
|
| R3 |
2,743.00 |
2,698.00 |
2,595.50 |
|
| R2 |
2,663.25 |
2,663.25 |
2,588.00 |
|
| R1 |
2,618.25 |
2,618.25 |
2,580.75 |
2,601.00 |
| PP |
2,583.50 |
2,583.50 |
2,583.50 |
2,574.75 |
| S1 |
2,538.50 |
2,538.50 |
2,566.25 |
2,521.00 |
| S2 |
2,503.75 |
2,503.75 |
2,559.00 |
|
| S3 |
2,424.00 |
2,458.75 |
2,551.50 |
|
| S4 |
2,344.25 |
2,379.00 |
2,529.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,628.25 |
2,548.50 |
79.75 |
3.1% |
44.50 |
1.7% |
31% |
False |
True |
246,864 |
| 10 |
2,628.25 |
2,505.25 |
123.00 |
4.8% |
46.00 |
1.8% |
55% |
False |
False |
279,716 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.2% |
45.75 |
1.8% |
74% |
False |
False |
154,368 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
42.75 |
1.7% |
48% |
False |
False |
77,235 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
40.25 |
1.6% |
42% |
False |
False |
51,506 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
34.00 |
1.3% |
42% |
False |
False |
38,641 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
27.75 |
1.1% |
42% |
False |
False |
30,913 |
| 120 |
2,788.00 |
2,323.00 |
465.00 |
18.1% |
23.75 |
0.9% |
54% |
False |
False |
25,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,723.00 |
|
2.618 |
2,668.75 |
|
1.618 |
2,635.50 |
|
1.000 |
2,615.00 |
|
0.618 |
2,602.25 |
|
HIGH |
2,581.75 |
|
0.618 |
2,569.00 |
|
0.500 |
2,565.00 |
|
0.382 |
2,561.25 |
|
LOW |
2,548.50 |
|
0.618 |
2,528.00 |
|
1.000 |
2,515.25 |
|
1.618 |
2,494.75 |
|
2.618 |
2,461.50 |
|
4.250 |
2,407.25 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,570.75 |
2,588.50 |
| PP |
2,568.00 |
2,583.50 |
| S1 |
2,565.00 |
2,578.50 |
|