| 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 |
2,615.00 |
2,642.00 |
27.00 |
1.0% |
2,573.75 |
| High |
2,642.50 |
2,655.75 |
13.25 |
0.5% |
2,616.25 |
| Low |
2,613.50 |
2,621.00 |
7.50 |
0.3% |
2,503.50 |
| Close |
2,641.50 |
2,642.50 |
1.00 |
0.0% |
2,609.75 |
| Range |
29.00 |
34.75 |
5.75 |
19.8% |
112.75 |
| ATR |
45.06 |
44.32 |
-0.74 |
-1.6% |
0.00 |
| Volume |
1,183 |
959 |
-224 |
-18.9% |
1,082,956 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.00 |
2,728.00 |
2,661.50 |
|
| R3 |
2,709.25 |
2,693.25 |
2,652.00 |
|
| R2 |
2,674.50 |
2,674.50 |
2,648.75 |
|
| R1 |
2,658.50 |
2,658.50 |
2,645.75 |
2,666.50 |
| PP |
2,639.75 |
2,639.75 |
2,639.75 |
2,643.75 |
| S1 |
2,623.75 |
2,623.75 |
2,639.25 |
2,631.75 |
| S2 |
2,605.00 |
2,605.00 |
2,636.25 |
|
| S3 |
2,570.25 |
2,589.00 |
2,633.00 |
|
| S4 |
2,535.50 |
2,554.25 |
2,623.50 |
|
|
| 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 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
48.75 |
1.8% |
91% |
True |
False |
141,399 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
46.00 |
1.7% |
91% |
True |
False |
181,547 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
45.00 |
1.7% |
91% |
True |
False |
216,833 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.0% |
44.75 |
1.7% |
94% |
True |
False |
109,043 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.3% |
42.50 |
1.6% |
69% |
False |
False |
72,713 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
38.00 |
1.4% |
61% |
False |
False |
54,550 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
31.00 |
1.2% |
61% |
False |
False |
43,640 |
| 120 |
2,788.00 |
2,375.00 |
413.00 |
15.6% |
26.75 |
1.0% |
65% |
False |
False |
36,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.50 |
|
2.618 |
2,746.75 |
|
1.618 |
2,712.00 |
|
1.000 |
2,690.50 |
|
0.618 |
2,677.25 |
|
HIGH |
2,655.75 |
|
0.618 |
2,642.50 |
|
0.500 |
2,638.50 |
|
0.382 |
2,634.25 |
|
LOW |
2,621.00 |
|
0.618 |
2,599.50 |
|
1.000 |
2,586.25 |
|
1.618 |
2,564.75 |
|
2.618 |
2,530.00 |
|
4.250 |
2,473.25 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.00 |
2,637.50 |
| PP |
2,639.75 |
2,632.50 |
| S1 |
2,638.50 |
2,627.50 |
|