| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,606.00 |
2,577.50 |
-28.50 |
-1.1% |
2,612.00 |
| High |
2,625.50 |
2,589.25 |
-36.25 |
-1.4% |
2,655.75 |
| Low |
2,568.50 |
2,543.00 |
-25.50 |
-1.0% |
2,590.50 |
| Close |
2,578.00 |
2,561.50 |
-16.50 |
-0.6% |
2,609.00 |
| Range |
57.00 |
46.25 |
-10.75 |
-18.9% |
65.25 |
| ATR |
44.49 |
44.62 |
0.13 |
0.3% |
0.00 |
| Volume |
250,297 |
228,325 |
-21,972 |
-8.8% |
443,361 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.25 |
2,678.75 |
2,587.00 |
|
| R3 |
2,657.00 |
2,632.50 |
2,574.25 |
|
| R2 |
2,610.75 |
2,610.75 |
2,570.00 |
|
| R1 |
2,586.25 |
2,586.25 |
2,565.75 |
2,575.50 |
| PP |
2,564.50 |
2,564.50 |
2,564.50 |
2,559.25 |
| S1 |
2,540.00 |
2,540.00 |
2,557.25 |
2,529.00 |
| S2 |
2,518.25 |
2,518.25 |
2,553.00 |
|
| S3 |
2,472.00 |
2,493.75 |
2,548.75 |
|
| S4 |
2,425.75 |
2,447.50 |
2,536.00 |
|
|
| 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 |
2,543.00 |
112.75 |
4.4% |
43.25 |
1.7% |
16% |
False |
True |
179,314 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
45.50 |
1.8% |
38% |
False |
False |
178,722 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
43.25 |
1.7% |
38% |
False |
False |
212,802 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.3% |
45.75 |
1.8% |
60% |
False |
False |
131,421 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
43.25 |
1.7% |
44% |
False |
False |
87,639 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
39.00 |
1.5% |
39% |
False |
False |
65,745 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
32.75 |
1.3% |
39% |
False |
False |
52,596 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
28.00 |
1.1% |
39% |
False |
False |
43,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.75 |
|
2.618 |
2,710.25 |
|
1.618 |
2,664.00 |
|
1.000 |
2,635.50 |
|
0.618 |
2,617.75 |
|
HIGH |
2,589.25 |
|
0.618 |
2,571.50 |
|
0.500 |
2,566.00 |
|
0.382 |
2,560.75 |
|
LOW |
2,543.00 |
|
0.618 |
2,514.50 |
|
1.000 |
2,496.75 |
|
1.618 |
2,468.25 |
|
2.618 |
2,422.00 |
|
4.250 |
2,346.50 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,566.00 |
2,584.25 |
| PP |
2,564.50 |
2,576.75 |
| S1 |
2,563.00 |
2,569.00 |
|