| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,224.0 |
2,228.0 |
4.0 |
0.2% |
2,273.0 |
| High |
2,259.0 |
2,254.0 |
-5.0 |
-0.2% |
2,331.0 |
| Low |
2,216.0 |
2,219.0 |
3.0 |
0.1% |
2,226.0 |
| Close |
2,240.0 |
2,240.0 |
0.0 |
0.0% |
2,231.0 |
| Range |
43.0 |
35.0 |
-8.0 |
-18.6% |
105.0 |
| ATR |
51.6 |
50.4 |
-1.2 |
-2.3% |
0.0 |
| Volume |
1,038,690 |
881,053 |
-157,637 |
-15.2% |
5,167,209 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.7 |
2,326.3 |
2,259.3 |
|
| R3 |
2,307.7 |
2,291.3 |
2,249.6 |
|
| R2 |
2,272.7 |
2,272.7 |
2,246.4 |
|
| R1 |
2,256.3 |
2,256.3 |
2,243.2 |
2,264.5 |
| PP |
2,237.7 |
2,237.7 |
2,237.7 |
2,241.8 |
| S1 |
2,221.3 |
2,221.3 |
2,236.8 |
2,229.5 |
| S2 |
2,202.7 |
2,202.7 |
2,233.6 |
|
| S3 |
2,167.7 |
2,186.3 |
2,230.4 |
|
| S4 |
2,132.7 |
2,151.3 |
2,220.8 |
|
|
| 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% |
45.4 |
2.0% |
26% |
False |
False |
1,096,734 |
| 10 |
2,331.0 |
2,123.0 |
208.0 |
9.3% |
46.7 |
2.1% |
56% |
False |
False |
1,206,236 |
| 20 |
2,331.0 |
2,108.0 |
223.0 |
10.0% |
47.0 |
2.1% |
59% |
False |
False |
1,257,146 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
48.2 |
2.1% |
70% |
False |
False |
718,906 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
50.7 |
2.3% |
70% |
False |
False |
481,026 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
49.6 |
2.2% |
42% |
False |
False |
361,062 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
46.2 |
2.1% |
42% |
False |
False |
289,847 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
40.9 |
1.8% |
42% |
False |
False |
241,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,402.8 |
|
2.618 |
2,345.6 |
|
1.618 |
2,310.6 |
|
1.000 |
2,289.0 |
|
0.618 |
2,275.6 |
|
HIGH |
2,254.0 |
|
0.618 |
2,240.6 |
|
0.500 |
2,236.5 |
|
0.382 |
2,232.4 |
|
LOW |
2,219.0 |
|
0.618 |
2,197.4 |
|
1.000 |
2,184.0 |
|
1.618 |
2,162.4 |
|
2.618 |
2,127.4 |
|
4.250 |
2,070.3 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.8 |
2,237.8 |
| PP |
2,237.7 |
2,235.7 |
| S1 |
2,236.5 |
2,233.5 |
|