| 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 |
2,642.00 |
2,642.50 |
0.50 |
0.0% |
2,612.00 |
| High |
2,655.75 |
2,644.75 |
-11.00 |
-0.4% |
2,655.75 |
| Low |
2,621.00 |
2,590.50 |
-30.50 |
-1.2% |
2,590.50 |
| Close |
2,642.50 |
2,609.00 |
-33.50 |
-1.3% |
2,609.00 |
| Range |
34.75 |
54.25 |
19.50 |
56.1% |
65.25 |
| ATR |
44.32 |
45.03 |
0.71 |
1.6% |
0.00 |
| Volume |
959 |
253,562 |
252,603 |
26,340.3% |
443,361 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.50 |
2,747.50 |
2,638.75 |
|
| R3 |
2,723.25 |
2,693.25 |
2,624.00 |
|
| R2 |
2,669.00 |
2,669.00 |
2,619.00 |
|
| R1 |
2,639.00 |
2,639.00 |
2,614.00 |
2,627.00 |
| PP |
2,614.75 |
2,614.75 |
2,614.75 |
2,608.75 |
| S1 |
2,584.75 |
2,584.75 |
2,604.00 |
2,572.50 |
| S2 |
2,560.50 |
2,560.50 |
2,599.00 |
|
| S3 |
2,506.25 |
2,530.50 |
2,594.00 |
|
| S4 |
2,452.00 |
2,476.25 |
2,579.25 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.25 |
2,776.75 |
2,645.00 |
|
| R3 |
2,749.00 |
2,711.50 |
2,627.00 |
|
| R2 |
2,683.75 |
2,683.75 |
2,621.00 |
|
| R1 |
2,646.25 |
2,646.25 |
2,615.00 |
2,632.50 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,611.50 |
| S1 |
2,581.00 |
2,581.00 |
2,603.00 |
2,567.00 |
| S2 |
2,553.25 |
2,553.25 |
2,597.00 |
|
| S3 |
2,488.00 |
2,515.75 |
2,591.00 |
|
| S4 |
2,422.75 |
2,450.50 |
2,573.00 |
|
|
| 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 |
2,518.75 |
137.00 |
5.3% |
47.25 |
1.8% |
66% |
False |
False |
139,114 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
44.25 |
1.7% |
69% |
False |
False |
177,999 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
45.75 |
1.8% |
69% |
False |
False |
225,479 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.1% |
45.00 |
1.7% |
80% |
False |
False |
115,376 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
43.00 |
1.6% |
59% |
False |
False |
76,939 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
38.50 |
1.5% |
52% |
False |
False |
57,720 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
31.50 |
1.2% |
52% |
False |
False |
46,176 |
| 120 |
2,788.00 |
2,413.50 |
374.50 |
14.4% |
27.00 |
1.0% |
52% |
False |
False |
38,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.25 |
|
2.618 |
2,786.75 |
|
1.618 |
2,732.50 |
|
1.000 |
2,699.00 |
|
0.618 |
2,678.25 |
|
HIGH |
2,644.75 |
|
0.618 |
2,624.00 |
|
0.500 |
2,617.50 |
|
0.382 |
2,611.25 |
|
LOW |
2,590.50 |
|
0.618 |
2,557.00 |
|
1.000 |
2,536.25 |
|
1.618 |
2,502.75 |
|
2.618 |
2,448.50 |
|
4.250 |
2,360.00 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,617.50 |
2,623.00 |
| PP |
2,614.75 |
2,618.50 |
| S1 |
2,612.00 |
2,613.75 |
|