| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,557.5 |
6,517.0 |
-40.5 |
-0.6% |
6,445.0 |
| High |
6,647.5 |
6,537.0 |
-110.5 |
-1.7% |
6,647.5 |
| Low |
6,478.0 |
6,406.0 |
-72.0 |
-1.1% |
6,395.0 |
| Close |
6,538.0 |
6,414.5 |
-123.5 |
-1.9% |
6,414.5 |
| Range |
169.5 |
131.0 |
-38.5 |
-22.7% |
252.5 |
| ATR |
142.2 |
141.4 |
-0.7 |
-0.5% |
0.0 |
| Volume |
174,067 |
125,963 |
-48,104 |
-27.6% |
563,657 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,845.5 |
6,761.0 |
6,486.6 |
|
| R3 |
6,714.5 |
6,630.0 |
6,450.5 |
|
| R2 |
6,583.5 |
6,583.5 |
6,438.5 |
|
| R1 |
6,499.0 |
6,499.0 |
6,426.5 |
6,475.8 |
| PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,440.9 |
| S1 |
6,368.0 |
6,368.0 |
6,402.5 |
6,344.8 |
| S2 |
6,321.5 |
6,321.5 |
6,390.5 |
|
| S3 |
6,190.5 |
6,237.0 |
6,378.5 |
|
| S4 |
6,059.5 |
6,106.0 |
6,342.5 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,243.2 |
7,081.3 |
6,553.4 |
|
| R3 |
6,990.7 |
6,828.8 |
6,483.9 |
|
| R2 |
6,738.2 |
6,738.2 |
6,460.8 |
|
| R1 |
6,576.3 |
6,576.3 |
6,437.6 |
6,531.0 |
| PP |
6,485.7 |
6,485.7 |
6,485.7 |
6,463.0 |
| S1 |
6,323.8 |
6,323.8 |
6,391.4 |
6,278.5 |
| S2 |
6,233.2 |
6,233.2 |
6,368.2 |
|
| S3 |
5,980.7 |
6,071.3 |
6,345.1 |
|
| S4 |
5,728.2 |
5,818.8 |
6,275.6 |
|
|
| 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 |
6,187.0 |
460.5 |
7.2% |
158.1 |
2.5% |
49% |
False |
False |
146,567 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.6% |
134.3 |
2.1% |
58% |
False |
False |
138,809 |
| 20 |
6,647.5 |
6,057.0 |
590.5 |
9.2% |
134.3 |
2.1% |
61% |
False |
False |
125,158 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.4% |
130.3 |
2.0% |
68% |
False |
False |
64,520 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
135.4 |
2.1% |
51% |
False |
False |
43,100 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
130.1 |
2.0% |
38% |
False |
False |
32,790 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
121.1 |
1.9% |
38% |
False |
False |
26,306 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
109.6 |
1.7% |
38% |
False |
False |
21,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,093.8 |
|
2.618 |
6,880.0 |
|
1.618 |
6,749.0 |
|
1.000 |
6,668.0 |
|
0.618 |
6,618.0 |
|
HIGH |
6,537.0 |
|
0.618 |
6,487.0 |
|
0.500 |
6,471.5 |
|
0.382 |
6,456.0 |
|
LOW |
6,406.0 |
|
0.618 |
6,325.0 |
|
1.000 |
6,275.0 |
|
1.618 |
6,194.0 |
|
2.618 |
6,063.0 |
|
4.250 |
5,849.3 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,471.5 |
6,526.8 |
| PP |
6,452.5 |
6,489.3 |
| S1 |
6,433.5 |
6,451.9 |
|