| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,228.0 |
2,233.0 |
5.0 |
0.2% |
2,273.0 |
| High |
2,254.0 |
2,240.0 |
-14.0 |
-0.6% |
2,331.0 |
| Low |
2,219.0 |
2,209.0 |
-10.0 |
-0.5% |
2,226.0 |
| Close |
2,240.0 |
2,226.0 |
-14.0 |
-0.6% |
2,231.0 |
| Range |
35.0 |
31.0 |
-4.0 |
-11.4% |
105.0 |
| ATR |
50.4 |
49.0 |
-1.4 |
-2.8% |
0.0 |
| Volume |
881,053 |
925,111 |
44,058 |
5.0% |
5,167,209 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.0 |
2,303.0 |
2,243.1 |
|
| R3 |
2,287.0 |
2,272.0 |
2,234.5 |
|
| R2 |
2,256.0 |
2,256.0 |
2,231.7 |
|
| R1 |
2,241.0 |
2,241.0 |
2,228.8 |
2,233.0 |
| PP |
2,225.0 |
2,225.0 |
2,225.0 |
2,221.0 |
| S1 |
2,210.0 |
2,210.0 |
2,223.2 |
2,202.0 |
| S2 |
2,194.0 |
2,194.0 |
2,220.3 |
|
| S3 |
2,163.0 |
2,179.0 |
2,217.5 |
|
| S4 |
2,132.0 |
2,148.0 |
2,209.0 |
|
|
| 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 |
2,275.0 |
2,208.0 |
67.0 |
3.0% |
37.4 |
1.7% |
27% |
False |
False |
978,098 |
| 10 |
2,331.0 |
2,126.0 |
205.0 |
9.2% |
45.4 |
2.0% |
49% |
False |
False |
1,202,716 |
| 20 |
2,331.0 |
2,108.0 |
223.0 |
10.0% |
46.7 |
2.1% |
53% |
False |
False |
1,231,275 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
47.5 |
2.1% |
66% |
False |
False |
741,980 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.7% |
50.2 |
2.3% |
66% |
False |
False |
496,443 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
49.8 |
2.2% |
39% |
False |
False |
372,607 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
46.3 |
2.1% |
39% |
False |
False |
299,097 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.1% |
41.2 |
1.8% |
39% |
False |
False |
249,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,371.8 |
|
2.618 |
2,321.2 |
|
1.618 |
2,290.2 |
|
1.000 |
2,271.0 |
|
0.618 |
2,259.2 |
|
HIGH |
2,240.0 |
|
0.618 |
2,228.2 |
|
0.500 |
2,224.5 |
|
0.382 |
2,220.8 |
|
LOW |
2,209.0 |
|
0.618 |
2,189.8 |
|
1.000 |
2,178.0 |
|
1.618 |
2,158.8 |
|
2.618 |
2,127.8 |
|
4.250 |
2,077.3 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.5 |
2,234.0 |
| PP |
2,225.0 |
2,231.3 |
| S1 |
2,224.5 |
2,228.7 |
|