| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,589.1 |
1,565.8 |
-23.3 |
-1.5% |
1,599.6 |
| High |
1,602.0 |
1,583.4 |
-18.6 |
-1.2% |
1,625.7 |
| Low |
1,564.4 |
1,565.5 |
1.1 |
0.1% |
1,576.4 |
| Close |
1,579.8 |
1,575.7 |
-4.1 |
-0.3% |
1,578.9 |
| Range |
37.6 |
17.9 |
-19.7 |
-52.4% |
49.3 |
| ATR |
28.9 |
28.1 |
-0.8 |
-2.7% |
0.0 |
| Volume |
139,665 |
127,430 |
-12,235 |
-8.8% |
250,375 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.6 |
1,620.0 |
1,585.5 |
|
| R3 |
1,610.7 |
1,602.1 |
1,580.6 |
|
| R2 |
1,592.8 |
1,592.8 |
1,579.0 |
|
| R1 |
1,584.2 |
1,584.2 |
1,577.3 |
1,588.5 |
| PP |
1,574.9 |
1,574.9 |
1,574.9 |
1,577.0 |
| S1 |
1,566.3 |
1,566.3 |
1,574.1 |
1,570.6 |
| S2 |
1,557.0 |
1,557.0 |
1,572.4 |
|
| S3 |
1,539.1 |
1,548.4 |
1,570.8 |
|
| S4 |
1,521.2 |
1,530.5 |
1,565.9 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.6 |
1,709.5 |
1,606.0 |
|
| R3 |
1,692.3 |
1,660.2 |
1,592.5 |
|
| R2 |
1,643.0 |
1,643.0 |
1,587.9 |
|
| R1 |
1,610.9 |
1,610.9 |
1,583.4 |
1,602.3 |
| PP |
1,593.7 |
1,593.7 |
1,593.7 |
1,589.4 |
| S1 |
1,561.6 |
1,561.6 |
1,574.4 |
1,553.0 |
| S2 |
1,544.4 |
1,544.4 |
1,569.9 |
|
| S3 |
1,495.1 |
1,512.3 |
1,565.3 |
|
| S4 |
1,445.8 |
1,463.0 |
1,551.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,624.5 |
1,564.4 |
60.1 |
3.8% |
26.8 |
1.7% |
19% |
False |
False |
102,339 |
| 10 |
1,625.7 |
1,547.6 |
78.1 |
5.0% |
29.0 |
1.8% |
36% |
False |
False |
102,657 |
| 20 |
1,635.4 |
1,547.6 |
87.8 |
5.6% |
25.9 |
1.6% |
32% |
False |
False |
117,793 |
| 40 |
1,642.4 |
1,529.3 |
113.1 |
7.2% |
29.1 |
1.8% |
41% |
False |
False |
112,984 |
| 60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
25.9 |
1.6% |
32% |
False |
False |
78,187 |
| 80 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
24.8 |
1.6% |
27% |
False |
False |
59,850 |
| 100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
25.4 |
1.6% |
17% |
False |
False |
48,685 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.6 |
1.6% |
17% |
False |
False |
40,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.5 |
|
2.618 |
1,630.3 |
|
1.618 |
1,612.4 |
|
1.000 |
1,601.3 |
|
0.618 |
1,594.5 |
|
HIGH |
1,583.4 |
|
0.618 |
1,576.6 |
|
0.500 |
1,574.5 |
|
0.382 |
1,572.3 |
|
LOW |
1,565.5 |
|
0.618 |
1,554.4 |
|
1.000 |
1,547.6 |
|
1.618 |
1,536.5 |
|
2.618 |
1,518.6 |
|
4.250 |
1,489.4 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,575.3 |
1,583.2 |
| PP |
1,574.9 |
1,580.7 |
| S1 |
1,574.5 |
1,578.2 |
|