| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,394.5 |
6,419.0 |
24.5 |
0.4% |
6,445.0 |
| High |
6,494.5 |
6,503.5 |
9.0 |
0.1% |
6,647.5 |
| Low |
6,350.5 |
6,401.5 |
51.0 |
0.8% |
6,395.0 |
| Close |
6,450.0 |
6,451.5 |
1.5 |
0.0% |
6,414.5 |
| Range |
144.0 |
102.0 |
-42.0 |
-29.2% |
252.5 |
| ATR |
135.4 |
133.0 |
-2.4 |
-1.8% |
0.0 |
| Volume |
140,313 |
116,729 |
-23,584 |
-16.8% |
563,657 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,758.2 |
6,706.8 |
6,507.6 |
|
| R3 |
6,656.2 |
6,604.8 |
6,479.6 |
|
| R2 |
6,554.2 |
6,554.2 |
6,470.2 |
|
| R1 |
6,502.8 |
6,502.8 |
6,460.9 |
6,528.5 |
| PP |
6,452.2 |
6,452.2 |
6,452.2 |
6,465.0 |
| S1 |
6,400.8 |
6,400.8 |
6,442.2 |
6,426.5 |
| S2 |
6,350.2 |
6,350.2 |
6,432.8 |
|
| S3 |
6,248.2 |
6,298.8 |
6,423.5 |
|
| S4 |
6,146.2 |
6,196.8 |
6,395.4 |
|
|
| 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 |
6,350.5 |
297.0 |
4.6% |
118.7 |
1.8% |
34% |
False |
False |
132,975 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.5% |
134.9 |
2.1% |
64% |
False |
False |
137,945 |
| 20 |
6,647.5 |
6,081.5 |
566.0 |
8.8% |
125.7 |
1.9% |
65% |
False |
False |
136,799 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.3% |
127.8 |
2.0% |
73% |
False |
False |
73,617 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.0% |
132.8 |
2.1% |
55% |
False |
False |
49,174 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
130.3 |
2.0% |
41% |
False |
False |
36,949 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
120.8 |
1.9% |
41% |
False |
False |
29,952 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
110.9 |
1.7% |
41% |
False |
False |
24,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,937.0 |
|
2.618 |
6,770.5 |
|
1.618 |
6,668.5 |
|
1.000 |
6,605.5 |
|
0.618 |
6,566.5 |
|
HIGH |
6,503.5 |
|
0.618 |
6,464.5 |
|
0.500 |
6,452.5 |
|
0.382 |
6,440.5 |
|
LOW |
6,401.5 |
|
0.618 |
6,338.5 |
|
1.000 |
6,299.5 |
|
1.618 |
6,236.5 |
|
2.618 |
6,134.5 |
|
4.250 |
5,968.0 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,452.5 |
6,443.3 |
| PP |
6,452.2 |
6,435.2 |
| S1 |
6,451.8 |
6,427.0 |
|