| 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 |
2,612.00 |
2,615.00 |
3.00 |
0.1% |
2,573.75 |
| High |
2,620.25 |
2,642.50 |
22.25 |
0.8% |
2,616.25 |
| Low |
2,599.50 |
2,613.50 |
14.00 |
0.5% |
2,503.50 |
| Close |
2,614.25 |
2,641.50 |
27.25 |
1.0% |
2,609.75 |
| Range |
20.75 |
29.00 |
8.25 |
39.8% |
112.75 |
| ATR |
46.29 |
45.06 |
-1.24 |
-2.7% |
0.00 |
| Volume |
187,657 |
1,183 |
-186,474 |
-99.4% |
1,082,956 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.50 |
2,709.50 |
2,657.50 |
|
| R3 |
2,690.50 |
2,680.50 |
2,649.50 |
|
| R2 |
2,661.50 |
2,661.50 |
2,646.75 |
|
| R1 |
2,651.50 |
2,651.50 |
2,644.25 |
2,656.50 |
| PP |
2,632.50 |
2,632.50 |
2,632.50 |
2,635.00 |
| S1 |
2,622.50 |
2,622.50 |
2,638.75 |
2,627.50 |
| S2 |
2,603.50 |
2,603.50 |
2,636.25 |
|
| S3 |
2,574.50 |
2,593.50 |
2,633.50 |
|
| S4 |
2,545.50 |
2,564.50 |
2,625.50 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,875.00 |
2,671.75 |
|
| R3 |
2,802.00 |
2,762.25 |
2,640.75 |
|
| R2 |
2,689.25 |
2,689.25 |
2,630.50 |
|
| R1 |
2,649.50 |
2,649.50 |
2,620.00 |
2,669.50 |
| PP |
2,576.50 |
2,576.50 |
2,576.50 |
2,586.50 |
| S1 |
2,536.75 |
2,536.75 |
2,599.50 |
2,556.50 |
| S2 |
2,463.75 |
2,463.75 |
2,589.00 |
|
| S3 |
2,351.00 |
2,424.00 |
2,578.75 |
|
| S4 |
2,238.25 |
2,311.25 |
2,547.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,642.50 |
2,503.50 |
139.00 |
5.3% |
47.50 |
1.8% |
99% |
True |
False |
178,130 |
| 10 |
2,642.50 |
2,503.50 |
139.00 |
5.3% |
45.50 |
1.7% |
99% |
True |
False |
207,206 |
| 20 |
2,642.50 |
2,481.50 |
161.00 |
6.1% |
46.50 |
1.8% |
99% |
True |
False |
217,613 |
| 40 |
2,642.50 |
2,418.25 |
224.25 |
8.5% |
44.75 |
1.7% |
100% |
True |
False |
109,020 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.3% |
42.75 |
1.6% |
69% |
False |
False |
72,698 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
37.50 |
1.4% |
60% |
False |
False |
54,538 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
30.50 |
1.2% |
60% |
False |
False |
43,631 |
| 120 |
2,788.00 |
2,367.00 |
421.00 |
15.9% |
26.50 |
1.0% |
65% |
False |
False |
36,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.75 |
|
2.618 |
2,718.50 |
|
1.618 |
2,689.50 |
|
1.000 |
2,671.50 |
|
0.618 |
2,660.50 |
|
HIGH |
2,642.50 |
|
0.618 |
2,631.50 |
|
0.500 |
2,628.00 |
|
0.382 |
2,624.50 |
|
LOW |
2,613.50 |
|
0.618 |
2,595.50 |
|
1.000 |
2,584.50 |
|
1.618 |
2,566.50 |
|
2.618 |
2,537.50 |
|
4.250 |
2,490.25 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.00 |
2,621.25 |
| PP |
2,632.50 |
2,601.00 |
| S1 |
2,628.00 |
2,580.50 |
|