| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,265.0 |
2,231.0 |
-34.0 |
-1.5% |
2,273.0 |
| High |
2,275.0 |
2,237.0 |
-38.0 |
-1.7% |
2,331.0 |
| Low |
2,226.0 |
2,208.0 |
-18.0 |
-0.8% |
2,226.0 |
| Close |
2,231.0 |
2,226.0 |
-5.0 |
-0.2% |
2,231.0 |
| Range |
49.0 |
29.0 |
-20.0 |
-40.8% |
105.0 |
| ATR |
54.1 |
52.3 |
-1.8 |
-3.3% |
0.0 |
| Volume |
1,146,393 |
899,245 |
-247,148 |
-21.6% |
5,167,209 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.7 |
2,297.3 |
2,242.0 |
|
| R3 |
2,281.7 |
2,268.3 |
2,234.0 |
|
| R2 |
2,252.7 |
2,252.7 |
2,231.3 |
|
| R1 |
2,239.3 |
2,239.3 |
2,228.7 |
2,231.5 |
| PP |
2,223.7 |
2,223.7 |
2,223.7 |
2,219.8 |
| S1 |
2,210.3 |
2,210.3 |
2,223.3 |
2,202.5 |
| S2 |
2,194.7 |
2,194.7 |
2,220.7 |
|
| S3 |
2,165.7 |
2,181.3 |
2,218.0 |
|
| S4 |
2,136.7 |
2,152.3 |
2,210.1 |
|
|
| 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 |
2,208.0 |
123.0 |
5.5% |
45.8 |
2.1% |
15% |
False |
True |
1,213,290 |
| 10 |
2,331.0 |
2,113.0 |
218.0 |
9.8% |
47.9 |
2.2% |
52% |
False |
False |
1,226,888 |
| 20 |
2,331.0 |
2,107.0 |
224.0 |
10.1% |
49.2 |
2.2% |
53% |
False |
False |
1,293,977 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
48.8 |
2.2% |
66% |
False |
False |
670,988 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
51.3 |
2.3% |
66% |
False |
False |
449,037 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
49.3 |
2.2% |
39% |
False |
False |
337,583 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
45.8 |
2.1% |
39% |
False |
False |
270,651 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
40.6 |
1.8% |
39% |
False |
False |
225,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,360.3 |
|
2.618 |
2,312.9 |
|
1.618 |
2,283.9 |
|
1.000 |
2,266.0 |
|
0.618 |
2,254.9 |
|
HIGH |
2,237.0 |
|
0.618 |
2,225.9 |
|
0.500 |
2,222.5 |
|
0.382 |
2,219.1 |
|
LOW |
2,208.0 |
|
0.618 |
2,190.1 |
|
1.000 |
2,179.0 |
|
1.618 |
2,161.1 |
|
2.618 |
2,132.1 |
|
4.250 |
2,084.8 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.8 |
2,269.5 |
| PP |
2,223.7 |
2,255.0 |
| S1 |
2,222.5 |
2,240.5 |
|