| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
4,092.0 |
4,091.0 |
-1.0 |
0.0% |
4,110.0 |
| High |
4,099.0 |
4,104.0 |
5.0 |
0.1% |
4,146.0 |
| Low |
4,075.0 |
4,052.0 |
-23.0 |
-0.6% |
4,087.0 |
| Close |
4,090.0 |
4,065.0 |
-25.0 |
-0.6% |
4,125.0 |
| Range |
24.0 |
52.0 |
28.0 |
116.7% |
59.0 |
| ATR |
45.3 |
45.8 |
0.5 |
1.1% |
0.0 |
| Volume |
17,734 |
19,439 |
1,705 |
9.6% |
97,672 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,229.7 |
4,199.3 |
4,093.6 |
|
| R3 |
4,177.7 |
4,147.3 |
4,079.3 |
|
| R2 |
4,125.7 |
4,125.7 |
4,074.5 |
|
| R1 |
4,095.3 |
4,095.3 |
4,069.8 |
4,084.5 |
| PP |
4,073.7 |
4,073.7 |
4,073.7 |
4,068.3 |
| S1 |
4,043.3 |
4,043.3 |
4,060.2 |
4,032.5 |
| S2 |
4,021.7 |
4,021.7 |
4,055.5 |
|
| S3 |
3,969.7 |
3,991.3 |
4,050.7 |
|
| S4 |
3,917.7 |
3,939.3 |
4,036.4 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,296.3 |
4,269.7 |
4,157.5 |
|
| R3 |
4,237.3 |
4,210.7 |
4,141.2 |
|
| R2 |
4,178.3 |
4,178.3 |
4,135.8 |
|
| R1 |
4,151.7 |
4,151.7 |
4,130.4 |
4,165.0 |
| PP |
4,119.3 |
4,119.3 |
4,119.3 |
4,126.0 |
| S1 |
4,092.7 |
4,092.7 |
4,119.6 |
4,106.0 |
| S2 |
4,060.3 |
4,060.3 |
4,114.2 |
|
| S3 |
4,001.3 |
4,033.7 |
4,108.8 |
|
| S4 |
3,942.3 |
3,974.7 |
4,092.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,146.0 |
4,052.0 |
94.0 |
2.3% |
28.2 |
0.7% |
14% |
False |
True |
17,717 |
| 10 |
4,146.0 |
3,975.0 |
171.0 |
4.2% |
37.0 |
0.9% |
53% |
False |
False |
21,067 |
| 20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
38.9 |
1.0% |
57% |
False |
False |
27,859 |
| 40 |
4,236.0 |
3,950.0 |
286.0 |
7.0% |
35.6 |
0.9% |
40% |
False |
False |
14,389 |
| 60 |
4,410.0 |
3,950.0 |
460.0 |
11.3% |
29.9 |
0.7% |
25% |
False |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,325.0 |
|
2.618 |
4,240.1 |
|
1.618 |
4,188.1 |
|
1.000 |
4,156.0 |
|
0.618 |
4,136.1 |
|
HIGH |
4,104.0 |
|
0.618 |
4,084.1 |
|
0.500 |
4,078.0 |
|
0.382 |
4,071.9 |
|
LOW |
4,052.0 |
|
0.618 |
4,019.9 |
|
1.000 |
4,000.0 |
|
1.618 |
3,967.9 |
|
2.618 |
3,915.9 |
|
4.250 |
3,831.0 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,078.0 |
4,090.5 |
| PP |
4,073.7 |
4,082.0 |
| S1 |
4,069.3 |
4,073.5 |
|