| 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 |
1,590.0 |
1,571.2 |
-18.8 |
-1.2% |
1,600.0 |
| High |
1,603.5 |
1,585.3 |
-18.2 |
-1.1% |
1,626.9 |
| Low |
1,567.4 |
1,569.5 |
2.1 |
0.1% |
1,578.8 |
| Close |
1,582.1 |
1,578.1 |
-4.0 |
-0.3% |
1,581.1 |
| Range |
36.1 |
15.8 |
-20.3 |
-56.2% |
48.1 |
| ATR |
27.2 |
26.4 |
-0.8 |
-3.0% |
0.0 |
| Volume |
3,467 |
6,215 |
2,748 |
79.3% |
11,122 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.0 |
1,617.4 |
1,586.8 |
|
| R3 |
1,609.2 |
1,601.6 |
1,582.4 |
|
| R2 |
1,593.4 |
1,593.4 |
1,581.0 |
|
| R1 |
1,585.8 |
1,585.8 |
1,579.5 |
1,589.6 |
| PP |
1,577.6 |
1,577.6 |
1,577.6 |
1,579.6 |
| S1 |
1,570.0 |
1,570.0 |
1,576.7 |
1,573.8 |
| S2 |
1,561.8 |
1,561.8 |
1,575.2 |
|
| S3 |
1,546.0 |
1,554.2 |
1,573.8 |
|
| S4 |
1,530.2 |
1,538.4 |
1,569.4 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,739.9 |
1,708.6 |
1,607.6 |
|
| R3 |
1,691.8 |
1,660.5 |
1,594.3 |
|
| R2 |
1,643.7 |
1,643.7 |
1,589.9 |
|
| R1 |
1,612.4 |
1,612.4 |
1,585.5 |
1,604.0 |
| PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,591.4 |
| S1 |
1,564.3 |
1,564.3 |
1,576.7 |
1,555.9 |
| S2 |
1,547.5 |
1,547.5 |
1,572.3 |
|
| S3 |
1,499.4 |
1,516.2 |
1,567.9 |
|
| S4 |
1,451.3 |
1,468.1 |
1,554.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,625.8 |
1,567.4 |
58.4 |
3.7% |
25.1 |
1.6% |
18% |
False |
False |
3,325 |
| 10 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
27.1 |
1.7% |
37% |
False |
False |
2,747 |
| 20 |
1,636.3 |
1,550.0 |
86.3 |
5.5% |
23.6 |
1.5% |
33% |
False |
False |
2,069 |
| 40 |
1,644.0 |
1,534.3 |
109.7 |
7.0% |
26.7 |
1.7% |
40% |
False |
False |
2,108 |
| 60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
23.4 |
1.5% |
31% |
False |
False |
1,749 |
| 80 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
22.2 |
1.4% |
26% |
False |
False |
1,483 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
21.9 |
1.4% |
17% |
False |
False |
1,340 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.3 |
1.3% |
17% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,652.5 |
|
2.618 |
1,626.7 |
|
1.618 |
1,610.9 |
|
1.000 |
1,601.1 |
|
0.618 |
1,595.1 |
|
HIGH |
1,585.3 |
|
0.618 |
1,579.3 |
|
0.500 |
1,577.4 |
|
0.382 |
1,575.5 |
|
LOW |
1,569.5 |
|
0.618 |
1,559.7 |
|
1.000 |
1,553.7 |
|
1.618 |
1,543.9 |
|
2.618 |
1,528.1 |
|
4.250 |
1,502.4 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,577.9 |
1,585.5 |
| PP |
1,577.6 |
1,583.0 |
| S1 |
1,577.4 |
1,580.6 |
|