| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,522.0 |
6,557.5 |
35.5 |
0.5% |
6,263.5 |
| High |
6,597.0 |
6,647.5 |
50.5 |
0.8% |
6,438.5 |
| Low |
6,507.5 |
6,478.0 |
-29.5 |
-0.5% |
6,098.0 |
| Close |
6,577.0 |
6,538.0 |
-39.0 |
-0.6% |
6,411.5 |
| Range |
89.5 |
169.5 |
80.0 |
89.4% |
340.5 |
| ATR |
140.1 |
142.2 |
2.1 |
1.5% |
0.0 |
| Volume |
111,937 |
174,067 |
62,130 |
55.5% |
699,162 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,063.0 |
6,970.0 |
6,631.2 |
|
| R3 |
6,893.5 |
6,800.5 |
6,584.6 |
|
| R2 |
6,724.0 |
6,724.0 |
6,569.1 |
|
| R1 |
6,631.0 |
6,631.0 |
6,553.5 |
6,592.8 |
| PP |
6,554.5 |
6,554.5 |
6,554.5 |
6,535.4 |
| S1 |
6,461.5 |
6,461.5 |
6,522.5 |
6,423.3 |
| S2 |
6,385.0 |
6,385.0 |
6,506.9 |
|
| S3 |
6,215.5 |
6,292.0 |
6,491.4 |
|
| S4 |
6,046.0 |
6,122.5 |
6,444.8 |
|
|
| 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 |
6,647.5 |
6,098.0 |
549.5 |
8.4% |
162.3 |
2.5% |
80% |
True |
False |
154,604 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.4% |
137.7 |
2.1% |
80% |
True |
False |
141,498 |
| 20 |
6,647.5 |
6,057.0 |
590.5 |
9.0% |
134.3 |
2.1% |
81% |
True |
False |
119,252 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.2% |
129.7 |
2.0% |
85% |
True |
False |
61,378 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.8% |
135.1 |
2.1% |
64% |
False |
False |
41,003 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
19.9% |
129.4 |
2.0% |
48% |
False |
False |
31,248 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.9% |
120.2 |
1.8% |
48% |
False |
False |
25,046 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.9% |
109.5 |
1.7% |
48% |
False |
False |
20,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,367.9 |
|
2.618 |
7,091.3 |
|
1.618 |
6,921.8 |
|
1.000 |
6,817.0 |
|
0.618 |
6,752.3 |
|
HIGH |
6,647.5 |
|
0.618 |
6,582.8 |
|
0.500 |
6,562.8 |
|
0.382 |
6,542.7 |
|
LOW |
6,478.0 |
|
0.618 |
6,373.2 |
|
1.000 |
6,308.5 |
|
1.618 |
6,203.7 |
|
2.618 |
6,034.2 |
|
4.250 |
5,757.6 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,562.8 |
6,532.4 |
| PP |
6,554.5 |
6,526.8 |
| S1 |
6,546.3 |
6,521.3 |
|