| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,602.50 |
2,606.00 |
3.50 |
0.1% |
2,612.00 |
| High |
2,615.50 |
2,625.50 |
10.00 |
0.4% |
2,655.75 |
| Low |
2,591.50 |
2,568.50 |
-23.00 |
-0.9% |
2,590.50 |
| Close |
2,606.00 |
2,578.00 |
-28.00 |
-1.1% |
2,609.00 |
| Range |
24.00 |
57.00 |
33.00 |
137.5% |
65.25 |
| ATR |
43.53 |
44.49 |
0.96 |
2.2% |
0.00 |
| Volume |
163,428 |
250,297 |
86,869 |
53.2% |
443,361 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.75 |
2,726.75 |
2,609.25 |
|
| R3 |
2,704.75 |
2,669.75 |
2,593.75 |
|
| R2 |
2,647.75 |
2,647.75 |
2,588.50 |
|
| R1 |
2,612.75 |
2,612.75 |
2,583.25 |
2,601.75 |
| PP |
2,590.75 |
2,590.75 |
2,590.75 |
2,585.00 |
| S1 |
2,555.75 |
2,555.75 |
2,572.75 |
2,544.75 |
| S2 |
2,533.75 |
2,533.75 |
2,567.50 |
|
| S3 |
2,476.75 |
2,498.75 |
2,562.25 |
|
| S4 |
2,419.75 |
2,441.75 |
2,546.75 |
|
|
| 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 |
2,568.50 |
87.25 |
3.4% |
39.75 |
1.5% |
11% |
False |
True |
133,885 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
43.50 |
1.7% |
49% |
False |
False |
175,307 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
43.00 |
1.7% |
49% |
False |
False |
219,104 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.2% |
45.50 |
1.8% |
67% |
False |
False |
125,713 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
43.25 |
1.7% |
49% |
False |
False |
83,834 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
38.75 |
1.5% |
43% |
False |
False |
62,891 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
32.25 |
1.3% |
43% |
False |
False |
50,313 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
27.75 |
1.1% |
43% |
False |
False |
41,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.75 |
|
2.618 |
2,774.75 |
|
1.618 |
2,717.75 |
|
1.000 |
2,682.50 |
|
0.618 |
2,660.75 |
|
HIGH |
2,625.50 |
|
0.618 |
2,603.75 |
|
0.500 |
2,597.00 |
|
0.382 |
2,590.25 |
|
LOW |
2,568.50 |
|
0.618 |
2,533.25 |
|
1.000 |
2,511.50 |
|
1.618 |
2,476.25 |
|
2.618 |
2,419.25 |
|
4.250 |
2,326.25 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,597.00 |
2,606.50 |
| PP |
2,590.75 |
2,597.00 |
| S1 |
2,584.25 |
2,587.50 |
|