| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,297.0 |
2,301.0 |
4.0 |
0.2% |
2,178.0 |
| High |
2,322.0 |
2,331.0 |
9.0 |
0.4% |
2,269.0 |
| Low |
2,289.0 |
2,260.0 |
-29.0 |
-1.3% |
2,113.0 |
| Close |
2,312.0 |
2,281.0 |
-31.0 |
-1.3% |
2,255.0 |
| Range |
33.0 |
71.0 |
38.0 |
115.2% |
156.0 |
| ATR |
52.7 |
54.0 |
1.3 |
2.5% |
0.0 |
| Volume |
1,063,267 |
1,518,290 |
455,023 |
42.8% |
6,202,433 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.7 |
2,463.3 |
2,320.1 |
|
| R3 |
2,432.7 |
2,392.3 |
2,300.5 |
|
| R2 |
2,361.7 |
2,361.7 |
2,294.0 |
|
| R1 |
2,321.3 |
2,321.3 |
2,287.5 |
2,306.0 |
| PP |
2,290.7 |
2,290.7 |
2,290.7 |
2,283.0 |
| S1 |
2,250.3 |
2,250.3 |
2,274.5 |
2,235.0 |
| S2 |
2,219.7 |
2,219.7 |
2,268.0 |
|
| S3 |
2,148.7 |
2,179.3 |
2,261.5 |
|
| S4 |
2,077.7 |
2,108.3 |
2,242.0 |
|
|
| 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 |
2,331.0 |
2,126.0 |
205.0 |
9.0% |
53.4 |
2.3% |
76% |
True |
False |
1,427,334 |
| 10 |
2,331.0 |
2,113.0 |
218.0 |
9.6% |
50.1 |
2.2% |
77% |
True |
False |
1,258,221 |
| 20 |
2,331.0 |
2,097.0 |
234.0 |
10.3% |
49.7 |
2.2% |
79% |
True |
False |
1,223,653 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.4% |
49.4 |
2.2% |
84% |
True |
False |
620,610 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.4% |
51.4 |
2.3% |
84% |
True |
False |
414,998 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
49.2 |
2.2% |
50% |
False |
False |
312,282 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
45.3 |
2.0% |
50% |
False |
False |
250,195 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
40.3 |
1.8% |
50% |
False |
False |
208,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.8 |
|
2.618 |
2,516.9 |
|
1.618 |
2,445.9 |
|
1.000 |
2,402.0 |
|
0.618 |
2,374.9 |
|
HIGH |
2,331.0 |
|
0.618 |
2,303.9 |
|
0.500 |
2,295.5 |
|
0.382 |
2,287.1 |
|
LOW |
2,260.0 |
|
0.618 |
2,216.1 |
|
1.000 |
2,189.0 |
|
1.618 |
2,145.1 |
|
2.618 |
2,074.1 |
|
4.250 |
1,958.3 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.5 |
2,292.5 |
| PP |
2,290.7 |
2,288.7 |
| S1 |
2,285.8 |
2,284.8 |
|