| 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 |
2,642.50 |
2,602.50 |
-40.00 |
-1.5% |
2,612.00 |
| High |
2,644.75 |
2,615.50 |
-29.25 |
-1.1% |
2,655.75 |
| Low |
2,590.50 |
2,591.50 |
1.00 |
0.0% |
2,590.50 |
| Close |
2,609.00 |
2,606.00 |
-3.00 |
-0.1% |
2,609.00 |
| Range |
54.25 |
24.00 |
-30.25 |
-55.8% |
65.25 |
| ATR |
45.03 |
43.53 |
-1.50 |
-3.3% |
0.00 |
| Volume |
253,562 |
163,428 |
-90,134 |
-35.5% |
443,361 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.25 |
2,665.25 |
2,619.25 |
|
| R3 |
2,652.25 |
2,641.25 |
2,612.50 |
|
| R2 |
2,628.25 |
2,628.25 |
2,610.50 |
|
| R1 |
2,617.25 |
2,617.25 |
2,608.25 |
2,622.75 |
| PP |
2,604.25 |
2,604.25 |
2,604.25 |
2,607.00 |
| S1 |
2,593.25 |
2,593.25 |
2,603.75 |
2,598.75 |
| S2 |
2,580.25 |
2,580.25 |
2,601.50 |
|
| S3 |
2,556.25 |
2,569.25 |
2,599.50 |
|
| S4 |
2,532.25 |
2,545.25 |
2,592.75 |
|
|
| 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 |
2,590.50 |
65.25 |
2.5% |
32.50 |
1.2% |
24% |
False |
False |
121,357 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
43.25 |
1.7% |
67% |
False |
False |
168,974 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
44.75 |
1.7% |
67% |
False |
False |
224,345 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.1% |
44.75 |
1.7% |
79% |
False |
False |
119,456 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
43.00 |
1.6% |
58% |
False |
False |
79,663 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
38.50 |
1.5% |
51% |
False |
False |
59,762 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
31.75 |
1.2% |
51% |
False |
False |
47,810 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.2% |
27.25 |
1.0% |
51% |
False |
False |
39,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.50 |
|
2.618 |
2,678.25 |
|
1.618 |
2,654.25 |
|
1.000 |
2,639.50 |
|
0.618 |
2,630.25 |
|
HIGH |
2,615.50 |
|
0.618 |
2,606.25 |
|
0.500 |
2,603.50 |
|
0.382 |
2,600.75 |
|
LOW |
2,591.50 |
|
0.618 |
2,576.75 |
|
1.000 |
2,567.50 |
|
1.618 |
2,552.75 |
|
2.618 |
2,528.75 |
|
4.250 |
2,489.50 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.25 |
2,623.00 |
| PP |
2,604.25 |
2,617.50 |
| S1 |
2,603.50 |
2,611.75 |
|