| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,210.0 |
2,273.0 |
63.0 |
2.9% |
2,178.0 |
| High |
2,269.0 |
2,301.0 |
32.0 |
1.4% |
2,269.0 |
| Low |
2,195.0 |
2,254.0 |
59.0 |
2.7% |
2,113.0 |
| Close |
2,255.0 |
2,281.0 |
26.0 |
1.2% |
2,255.0 |
| Range |
74.0 |
47.0 |
-27.0 |
-36.5% |
156.0 |
| ATR |
54.1 |
53.6 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,916,212 |
1,439,259 |
-476,953 |
-24.9% |
6,202,433 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.7 |
2,397.3 |
2,306.9 |
|
| R3 |
2,372.7 |
2,350.3 |
2,293.9 |
|
| R2 |
2,325.7 |
2,325.7 |
2,289.6 |
|
| R1 |
2,303.3 |
2,303.3 |
2,285.3 |
2,314.5 |
| PP |
2,278.7 |
2,278.7 |
2,278.7 |
2,284.3 |
| S1 |
2,256.3 |
2,256.3 |
2,276.7 |
2,267.5 |
| S2 |
2,231.7 |
2,231.7 |
2,272.4 |
|
| S3 |
2,184.7 |
2,209.3 |
2,268.1 |
|
| S4 |
2,137.7 |
2,162.3 |
2,255.2 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.3 |
2,623.7 |
2,340.8 |
|
| R3 |
2,524.3 |
2,467.7 |
2,297.9 |
|
| R2 |
2,368.3 |
2,368.3 |
2,283.6 |
|
| R1 |
2,311.7 |
2,311.7 |
2,269.3 |
2,340.0 |
| PP |
2,212.3 |
2,212.3 |
2,212.3 |
2,226.5 |
| S1 |
2,155.7 |
2,155.7 |
2,240.7 |
2,184.0 |
| S2 |
2,056.3 |
2,056.3 |
2,226.4 |
|
| S3 |
1,900.3 |
1,999.7 |
2,212.1 |
|
| S4 |
1,744.3 |
1,843.7 |
2,169.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,301.0 |
2,113.0 |
188.0 |
8.2% |
46.6 |
2.0% |
89% |
True |
False |
1,294,196 |
| 10 |
2,301.0 |
2,113.0 |
188.0 |
8.2% |
49.1 |
2.2% |
89% |
True |
False |
1,242,128 |
| 20 |
2,301.0 |
2,054.0 |
247.0 |
10.8% |
48.7 |
2.1% |
92% |
True |
False |
1,098,989 |
| 40 |
2,301.0 |
2,026.0 |
275.0 |
12.1% |
49.6 |
2.2% |
93% |
True |
False |
557,347 |
| 60 |
2,335.0 |
2,026.0 |
309.0 |
13.5% |
51.7 |
2.3% |
83% |
False |
False |
372,000 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
48.9 |
2.1% |
50% |
False |
False |
280,244 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
44.6 |
2.0% |
50% |
False |
False |
224,380 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
40.2 |
1.8% |
50% |
False |
False |
187,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.8 |
|
2.618 |
2,424.0 |
|
1.618 |
2,377.0 |
|
1.000 |
2,348.0 |
|
0.618 |
2,330.0 |
|
HIGH |
2,301.0 |
|
0.618 |
2,283.0 |
|
0.500 |
2,277.5 |
|
0.382 |
2,272.0 |
|
LOW |
2,254.0 |
|
0.618 |
2,225.0 |
|
1.000 |
2,207.0 |
|
1.618 |
2,178.0 |
|
2.618 |
2,131.0 |
|
4.250 |
2,054.3 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,279.8 |
2,258.5 |
| PP |
2,278.7 |
2,236.0 |
| S1 |
2,277.5 |
2,213.5 |
|