| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,445.0 |
6,522.0 |
77.0 |
1.2% |
6,263.5 |
| High |
6,544.0 |
6,597.0 |
53.0 |
0.8% |
6,438.5 |
| Low |
6,395.0 |
6,507.5 |
112.5 |
1.8% |
6,098.0 |
| Close |
6,489.0 |
6,577.0 |
88.0 |
1.4% |
6,411.5 |
| Range |
149.0 |
89.5 |
-59.5 |
-39.9% |
340.5 |
| ATR |
142.5 |
140.1 |
-2.5 |
-1.7% |
0.0 |
| Volume |
151,690 |
111,937 |
-39,753 |
-26.2% |
699,162 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.0 |
6,792.5 |
6,626.2 |
|
| R3 |
6,739.5 |
6,703.0 |
6,601.6 |
|
| R2 |
6,650.0 |
6,650.0 |
6,593.4 |
|
| R1 |
6,613.5 |
6,613.5 |
6,585.2 |
6,631.8 |
| PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,569.6 |
| S1 |
6,524.0 |
6,524.0 |
6,568.8 |
6,542.3 |
| S2 |
6,471.0 |
6,471.0 |
6,560.6 |
|
| S3 |
6,381.5 |
6,434.5 |
6,552.4 |
|
| S4 |
6,292.0 |
6,345.0 |
6,527.8 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,337.5 |
7,215.0 |
6,598.8 |
|
| R3 |
6,997.0 |
6,874.5 |
6,505.1 |
|
| R2 |
6,656.5 |
6,656.5 |
6,473.9 |
|
| R1 |
6,534.0 |
6,534.0 |
6,442.7 |
6,595.3 |
| PP |
6,316.0 |
6,316.0 |
6,316.0 |
6,346.6 |
| S1 |
6,193.5 |
6,193.5 |
6,380.3 |
6,254.8 |
| S2 |
5,975.5 |
5,975.5 |
6,349.1 |
|
| S3 |
5,635.0 |
5,853.0 |
6,317.9 |
|
| S4 |
5,294.5 |
5,512.5 |
6,224.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,597.0 |
6,098.0 |
499.0 |
7.6% |
151.1 |
2.3% |
96% |
True |
False |
142,915 |
| 10 |
6,597.0 |
6,098.0 |
499.0 |
7.6% |
131.0 |
2.0% |
96% |
True |
False |
137,560 |
| 20 |
6,597.0 |
6,000.0 |
597.0 |
9.1% |
132.8 |
2.0% |
97% |
True |
False |
111,050 |
| 40 |
6,599.0 |
5,917.5 |
681.5 |
10.4% |
128.5 |
2.0% |
97% |
False |
False |
57,037 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.7% |
135.0 |
2.1% |
68% |
False |
False |
38,109 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
128.3 |
2.0% |
51% |
False |
False |
29,096 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
119.3 |
1.8% |
51% |
False |
False |
23,306 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
109.2 |
1.7% |
51% |
False |
False |
19,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,977.4 |
|
2.618 |
6,831.3 |
|
1.618 |
6,741.8 |
|
1.000 |
6,686.5 |
|
0.618 |
6,652.3 |
|
HIGH |
6,597.0 |
|
0.618 |
6,562.8 |
|
0.500 |
6,552.3 |
|
0.382 |
6,541.7 |
|
LOW |
6,507.5 |
|
0.618 |
6,452.2 |
|
1.000 |
6,418.0 |
|
1.618 |
6,362.7 |
|
2.618 |
6,273.2 |
|
4.250 |
6,127.1 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,568.8 |
6,515.3 |
| PP |
6,560.5 |
6,453.7 |
| S1 |
6,552.3 |
6,392.0 |
|