| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,600.7 |
1,599.4 |
-1.3 |
-0.1% |
1,631.9 |
| High |
1,613.5 |
1,622.3 |
8.8 |
0.5% |
1,646.4 |
| Low |
1,588.0 |
1,593.0 |
5.0 |
0.3% |
1,561.9 |
| Close |
1,601.0 |
1,618.0 |
17.0 |
1.1% |
1,595.6 |
| Range |
25.5 |
29.3 |
3.8 |
14.9% |
84.5 |
| ATR |
30.4 |
30.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
3,212 |
816 |
-2,396 |
-74.6% |
16,515 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.0 |
1,687.8 |
1,634.1 |
|
| R3 |
1,669.7 |
1,658.5 |
1,626.1 |
|
| R2 |
1,640.4 |
1,640.4 |
1,623.4 |
|
| R1 |
1,629.2 |
1,629.2 |
1,620.7 |
1,634.8 |
| PP |
1,611.1 |
1,611.1 |
1,611.1 |
1,613.9 |
| S1 |
1,599.9 |
1,599.9 |
1,615.3 |
1,605.5 |
| S2 |
1,581.8 |
1,581.8 |
1,612.6 |
|
| S3 |
1,552.5 |
1,570.6 |
1,609.9 |
|
| S4 |
1,523.2 |
1,541.3 |
1,601.9 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.8 |
1,809.7 |
1,642.1 |
|
| R3 |
1,770.3 |
1,725.2 |
1,618.8 |
|
| R2 |
1,685.8 |
1,685.8 |
1,611.1 |
|
| R1 |
1,640.7 |
1,640.7 |
1,603.3 |
1,621.0 |
| PP |
1,601.3 |
1,601.3 |
1,601.3 |
1,591.5 |
| S1 |
1,556.2 |
1,556.2 |
1,587.9 |
1,536.5 |
| S2 |
1,516.8 |
1,516.8 |
1,580.1 |
|
| S3 |
1,432.3 |
1,471.7 |
1,572.4 |
|
| S4 |
1,347.8 |
1,387.2 |
1,549.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,646.4 |
1,561.9 |
84.5 |
5.2% |
33.5 |
2.1% |
66% |
False |
False |
2,707 |
| 10 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
33.9 |
2.1% |
74% |
False |
False |
5,399 |
| 20 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
30.6 |
1.9% |
74% |
False |
False |
6,270 |
| 40 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
24.8 |
1.5% |
58% |
False |
False |
4,725 |
| 60 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.7 |
1.5% |
49% |
False |
False |
4,004 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
25.3 |
1.6% |
31% |
False |
False |
3,543 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
25.0 |
1.5% |
31% |
False |
False |
3,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,746.8 |
|
2.618 |
1,699.0 |
|
1.618 |
1,669.7 |
|
1.000 |
1,651.6 |
|
0.618 |
1,640.4 |
|
HIGH |
1,622.3 |
|
0.618 |
1,611.1 |
|
0.500 |
1,607.7 |
|
0.382 |
1,604.2 |
|
LOW |
1,593.0 |
|
0.618 |
1,574.9 |
|
1.000 |
1,563.7 |
|
1.618 |
1,545.6 |
|
2.618 |
1,516.3 |
|
4.250 |
1,468.5 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.6 |
1,609.4 |
| PP |
1,611.1 |
1,600.7 |
| S1 |
1,607.7 |
1,592.1 |
|