| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,517.0 |
6,406.0 |
-111.0 |
-1.7% |
6,445.0 |
| High |
6,537.0 |
6,425.0 |
-112.0 |
-1.7% |
6,647.5 |
| Low |
6,406.0 |
6,378.0 |
-28.0 |
-0.4% |
6,395.0 |
| Close |
6,414.5 |
6,399.5 |
-15.0 |
-0.2% |
6,414.5 |
| Range |
131.0 |
47.0 |
-84.0 |
-64.1% |
252.5 |
| ATR |
141.4 |
134.7 |
-6.7 |
-4.8% |
0.0 |
| Volume |
125,963 |
107,807 |
-18,156 |
-14.4% |
563,657 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,541.8 |
6,517.7 |
6,425.4 |
|
| R3 |
6,494.8 |
6,470.7 |
6,412.4 |
|
| R2 |
6,447.8 |
6,447.8 |
6,408.1 |
|
| R1 |
6,423.7 |
6,423.7 |
6,403.8 |
6,412.3 |
| PP |
6,400.8 |
6,400.8 |
6,400.8 |
6,395.1 |
| S1 |
6,376.7 |
6,376.7 |
6,395.2 |
6,365.3 |
| S2 |
6,353.8 |
6,353.8 |
6,390.9 |
|
| S3 |
6,306.8 |
6,329.7 |
6,386.6 |
|
| S4 |
6,259.8 |
6,282.7 |
6,373.7 |
|
|
| 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 |
6,378.0 |
269.5 |
4.2% |
117.2 |
1.8% |
8% |
False |
True |
134,292 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.6% |
132.6 |
2.1% |
55% |
False |
False |
137,062 |
| 20 |
6,647.5 |
6,081.5 |
566.0 |
8.8% |
130.8 |
2.0% |
56% |
False |
False |
129,468 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.4% |
127.9 |
2.0% |
66% |
False |
False |
67,209 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
134.6 |
2.1% |
50% |
False |
False |
44,894 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
129.3 |
2.0% |
37% |
False |
False |
34,041 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
120.7 |
1.9% |
37% |
False |
False |
27,383 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
109.8 |
1.7% |
37% |
False |
False |
22,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,624.8 |
|
2.618 |
6,548.0 |
|
1.618 |
6,501.0 |
|
1.000 |
6,472.0 |
|
0.618 |
6,454.0 |
|
HIGH |
6,425.0 |
|
0.618 |
6,407.0 |
|
0.500 |
6,401.5 |
|
0.382 |
6,396.0 |
|
LOW |
6,378.0 |
|
0.618 |
6,349.0 |
|
1.000 |
6,331.0 |
|
1.618 |
6,302.0 |
|
2.618 |
6,255.0 |
|
4.250 |
6,178.3 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,401.5 |
6,512.8 |
| PP |
6,400.8 |
6,475.0 |
| S1 |
6,400.2 |
6,437.3 |
|