| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,301.0 |
2,265.0 |
-36.0 |
-1.6% |
2,273.0 |
| High |
2,331.0 |
2,275.0 |
-56.0 |
-2.4% |
2,331.0 |
| Low |
2,260.0 |
2,226.0 |
-34.0 |
-1.5% |
2,226.0 |
| Close |
2,281.0 |
2,231.0 |
-50.0 |
-2.2% |
2,231.0 |
| Range |
71.0 |
49.0 |
-22.0 |
-31.0% |
105.0 |
| ATR |
54.0 |
54.1 |
0.1 |
0.1% |
0.0 |
| Volume |
1,518,290 |
1,146,393 |
-371,897 |
-24.5% |
5,167,209 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.0 |
2,360.0 |
2,258.0 |
|
| R3 |
2,342.0 |
2,311.0 |
2,244.5 |
|
| R2 |
2,293.0 |
2,293.0 |
2,240.0 |
|
| R1 |
2,262.0 |
2,262.0 |
2,235.5 |
2,253.0 |
| PP |
2,244.0 |
2,244.0 |
2,244.0 |
2,239.5 |
| S1 |
2,213.0 |
2,213.0 |
2,226.5 |
2,204.0 |
| S2 |
2,195.0 |
2,195.0 |
2,222.0 |
|
| S3 |
2,146.0 |
2,164.0 |
2,217.5 |
|
| S4 |
2,097.0 |
2,115.0 |
2,204.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.7 |
2,509.3 |
2,288.8 |
|
| R3 |
2,472.7 |
2,404.3 |
2,259.9 |
|
| R2 |
2,367.7 |
2,367.7 |
2,250.3 |
|
| R1 |
2,299.3 |
2,299.3 |
2,240.6 |
2,281.0 |
| PP |
2,262.7 |
2,262.7 |
2,262.7 |
2,253.5 |
| S1 |
2,194.3 |
2,194.3 |
2,221.4 |
2,176.0 |
| S2 |
2,157.7 |
2,157.7 |
2,211.8 |
|
| S3 |
2,052.7 |
2,089.3 |
2,202.1 |
|
| S4 |
1,947.7 |
1,984.3 |
2,173.3 |
|
|
| 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 |
2,195.0 |
136.0 |
6.1% |
54.8 |
2.5% |
26% |
False |
False |
1,416,684 |
| 10 |
2,331.0 |
2,113.0 |
218.0 |
9.8% |
48.6 |
2.2% |
54% |
False |
False |
1,232,653 |
| 20 |
2,331.0 |
2,097.0 |
234.0 |
10.5% |
50.2 |
2.3% |
57% |
False |
False |
1,269,337 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
49.3 |
2.2% |
67% |
False |
False |
649,134 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
51.5 |
2.3% |
67% |
False |
False |
434,057 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
49.6 |
2.2% |
40% |
False |
False |
326,590 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
45.7 |
2.0% |
40% |
False |
False |
261,658 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
40.3 |
1.8% |
40% |
False |
False |
218,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.3 |
|
2.618 |
2,403.3 |
|
1.618 |
2,354.3 |
|
1.000 |
2,324.0 |
|
0.618 |
2,305.3 |
|
HIGH |
2,275.0 |
|
0.618 |
2,256.3 |
|
0.500 |
2,250.5 |
|
0.382 |
2,244.7 |
|
LOW |
2,226.0 |
|
0.618 |
2,195.7 |
|
1.000 |
2,177.0 |
|
1.618 |
2,146.7 |
|
2.618 |
2,097.7 |
|
4.250 |
2,017.8 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,250.5 |
2,278.5 |
| PP |
2,244.0 |
2,262.7 |
| S1 |
2,237.5 |
2,246.8 |
|