| 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 |
2,559.00 |
2,528.25 |
-30.75 |
-1.2% |
2,573.75 |
| High |
2,564.75 |
2,616.25 |
51.50 |
2.0% |
2,616.25 |
| Low |
2,503.50 |
2,518.75 |
15.25 |
0.6% |
2,503.50 |
| Close |
2,527.75 |
2,609.75 |
82.00 |
3.2% |
2,609.75 |
| Range |
61.25 |
97.50 |
36.25 |
59.2% |
112.75 |
| ATR |
44.47 |
48.26 |
3.79 |
8.5% |
0.00 |
| Volume |
264,989 |
252,211 |
-12,778 |
-4.8% |
1,082,956 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.00 |
2,839.50 |
2,663.50 |
|
| R3 |
2,776.50 |
2,742.00 |
2,636.50 |
|
| R2 |
2,679.00 |
2,679.00 |
2,627.50 |
|
| R1 |
2,644.50 |
2,644.50 |
2,618.75 |
2,661.75 |
| PP |
2,581.50 |
2,581.50 |
2,581.50 |
2,590.25 |
| S1 |
2,547.00 |
2,547.00 |
2,600.75 |
2,564.25 |
| S2 |
2,484.00 |
2,484.00 |
2,592.00 |
|
| S3 |
2,386.50 |
2,449.50 |
2,583.00 |
|
| S4 |
2,289.00 |
2,352.00 |
2,556.00 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,875.00 |
2,671.75 |
|
| R3 |
2,802.00 |
2,762.25 |
2,640.75 |
|
| R2 |
2,689.25 |
2,689.25 |
2,630.50 |
|
| R1 |
2,649.50 |
2,649.50 |
2,620.00 |
2,669.50 |
| PP |
2,576.50 |
2,576.50 |
2,576.50 |
2,586.50 |
| S1 |
2,536.75 |
2,536.75 |
2,599.50 |
2,556.50 |
| S2 |
2,463.75 |
2,463.75 |
2,589.00 |
|
| S3 |
2,351.00 |
2,424.00 |
2,578.75 |
|
| S4 |
2,238.25 |
2,311.25 |
2,547.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,616.25 |
2,503.50 |
112.75 |
4.3% |
54.00 |
2.1% |
94% |
True |
False |
216,591 |
| 10 |
2,628.25 |
2,503.50 |
124.75 |
4.8% |
49.25 |
1.9% |
85% |
False |
False |
231,727 |
| 20 |
2,628.25 |
2,418.25 |
210.00 |
8.0% |
48.50 |
1.9% |
91% |
False |
False |
208,442 |
| 40 |
2,666.00 |
2,418.25 |
247.75 |
9.5% |
46.25 |
1.8% |
77% |
False |
False |
104,306 |
| 60 |
2,748.25 |
2,418.25 |
330.00 |
12.6% |
42.75 |
1.6% |
58% |
False |
False |
69,551 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
37.00 |
1.4% |
52% |
False |
False |
52,178 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
30.25 |
1.2% |
52% |
False |
False |
41,742 |
| 120 |
2,788.00 |
2,360.00 |
428.00 |
16.4% |
26.00 |
1.0% |
58% |
False |
False |
34,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.50 |
|
2.618 |
2,871.50 |
|
1.618 |
2,774.00 |
|
1.000 |
2,713.75 |
|
0.618 |
2,676.50 |
|
HIGH |
2,616.25 |
|
0.618 |
2,579.00 |
|
0.500 |
2,567.50 |
|
0.382 |
2,556.00 |
|
LOW |
2,518.75 |
|
0.618 |
2,458.50 |
|
1.000 |
2,421.25 |
|
1.618 |
2,361.00 |
|
2.618 |
2,263.50 |
|
4.250 |
2,104.50 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.75 |
2,593.00 |
| PP |
2,581.50 |
2,576.50 |
| S1 |
2,567.50 |
2,560.00 |
|