| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,577.50 |
2,563.50 |
-14.00 |
-0.5% |
2,612.00 |
| High |
2,589.25 |
2,569.75 |
-19.50 |
-0.8% |
2,655.75 |
| Low |
2,543.00 |
2,516.50 |
-26.50 |
-1.0% |
2,590.50 |
| Close |
2,561.50 |
2,537.75 |
-23.75 |
-0.9% |
2,609.00 |
| Range |
46.25 |
53.25 |
7.00 |
15.1% |
65.25 |
| ATR |
44.62 |
45.23 |
0.62 |
1.4% |
0.00 |
| Volume |
228,325 |
235,274 |
6,949 |
3.0% |
443,361 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.00 |
2,672.75 |
2,567.00 |
|
| R3 |
2,647.75 |
2,619.50 |
2,552.50 |
|
| R2 |
2,594.50 |
2,594.50 |
2,547.50 |
|
| R1 |
2,566.25 |
2,566.25 |
2,542.75 |
2,553.75 |
| PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,535.00 |
| S1 |
2,513.00 |
2,513.00 |
2,532.75 |
2,500.50 |
| S2 |
2,488.00 |
2,488.00 |
2,528.00 |
|
| S3 |
2,434.75 |
2,459.75 |
2,523.00 |
|
| S4 |
2,381.50 |
2,406.50 |
2,508.50 |
|
|
| 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 |
2,644.75 |
2,516.50 |
128.25 |
5.1% |
47.00 |
1.9% |
17% |
False |
True |
226,177 |
| 10 |
2,655.75 |
2,503.50 |
152.25 |
6.0% |
47.75 |
1.9% |
22% |
False |
False |
183,788 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
6.0% |
44.00 |
1.7% |
22% |
False |
False |
209,883 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.4% |
46.25 |
1.8% |
50% |
False |
False |
137,302 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.8% |
43.25 |
1.7% |
37% |
False |
False |
91,559 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
39.50 |
1.6% |
32% |
False |
False |
68,686 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
33.25 |
1.3% |
32% |
False |
False |
54,949 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.6% |
28.50 |
1.1% |
32% |
False |
False |
45,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.00 |
|
2.618 |
2,709.25 |
|
1.618 |
2,656.00 |
|
1.000 |
2,623.00 |
|
0.618 |
2,602.75 |
|
HIGH |
2,569.75 |
|
0.618 |
2,549.50 |
|
0.500 |
2,543.00 |
|
0.382 |
2,536.75 |
|
LOW |
2,516.50 |
|
0.618 |
2,483.50 |
|
1.000 |
2,463.25 |
|
1.618 |
2,430.25 |
|
2.618 |
2,377.00 |
|
4.250 |
2,290.25 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.00 |
2,571.00 |
| PP |
2,541.25 |
2,560.00 |
| S1 |
2,539.50 |
2,548.75 |
|