| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,273.0 |
2,297.0 |
24.0 |
1.1% |
2,178.0 |
| High |
2,301.0 |
2,322.0 |
21.0 |
0.9% |
2,269.0 |
| Low |
2,254.0 |
2,289.0 |
35.0 |
1.6% |
2,113.0 |
| Close |
2,281.0 |
2,312.0 |
31.0 |
1.4% |
2,255.0 |
| Range |
47.0 |
33.0 |
-14.0 |
-29.8% |
156.0 |
| ATR |
53.6 |
52.7 |
-0.9 |
-1.7% |
0.0 |
| Volume |
1,439,259 |
1,063,267 |
-375,992 |
-26.1% |
6,202,433 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.7 |
2,392.3 |
2,330.2 |
|
| R3 |
2,373.7 |
2,359.3 |
2,321.1 |
|
| R2 |
2,340.7 |
2,340.7 |
2,318.1 |
|
| R1 |
2,326.3 |
2,326.3 |
2,315.0 |
2,333.5 |
| PP |
2,307.7 |
2,307.7 |
2,307.7 |
2,311.3 |
| S1 |
2,293.3 |
2,293.3 |
2,309.0 |
2,300.5 |
| S2 |
2,274.7 |
2,274.7 |
2,306.0 |
|
| S3 |
2,241.7 |
2,260.3 |
2,302.9 |
|
| S4 |
2,208.7 |
2,227.3 |
2,293.9 |
|
|
| 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 |
2,322.0 |
2,123.0 |
199.0 |
8.6% |
48.0 |
2.1% |
95% |
True |
False |
1,315,738 |
| 10 |
2,322.0 |
2,113.0 |
209.0 |
9.0% |
46.2 |
2.0% |
95% |
True |
False |
1,213,544 |
| 20 |
2,322.0 |
2,081.0 |
241.0 |
10.4% |
48.9 |
2.1% |
96% |
True |
False |
1,150,100 |
| 40 |
2,322.0 |
2,026.0 |
296.0 |
12.8% |
49.0 |
2.1% |
97% |
True |
False |
583,892 |
| 60 |
2,322.0 |
2,026.0 |
296.0 |
12.8% |
51.5 |
2.2% |
97% |
True |
False |
389,705 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
22.3% |
48.6 |
2.1% |
56% |
False |
False |
293,420 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.3% |
44.7 |
1.9% |
56% |
False |
False |
235,012 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.3% |
40.2 |
1.7% |
56% |
False |
False |
195,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.3 |
|
2.618 |
2,408.4 |
|
1.618 |
2,375.4 |
|
1.000 |
2,355.0 |
|
0.618 |
2,342.4 |
|
HIGH |
2,322.0 |
|
0.618 |
2,309.4 |
|
0.500 |
2,305.5 |
|
0.382 |
2,301.6 |
|
LOW |
2,289.0 |
|
0.618 |
2,268.6 |
|
1.000 |
2,256.0 |
|
1.618 |
2,235.6 |
|
2.618 |
2,202.6 |
|
4.250 |
2,148.8 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,309.8 |
2,294.2 |
| PP |
2,307.7 |
2,276.3 |
| S1 |
2,305.5 |
2,258.5 |
|