| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,285.0 |
40.0 |
1.8% |
2,187.0 |
| High |
2,285.0 |
2,307.0 |
22.0 |
1.0% |
2,253.0 |
| Low |
2,242.0 |
2,277.0 |
35.0 |
1.6% |
2,100.0 |
| Close |
2,267.0 |
2,298.0 |
31.0 |
1.4% |
2,241.0 |
| Range |
43.0 |
30.0 |
-13.0 |
-30.2% |
153.0 |
| ATR |
51.4 |
50.5 |
-0.8 |
-1.6% |
0.0 |
| Volume |
226 |
10,179 |
9,953 |
4,404.0% |
16,905 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.0 |
2,371.0 |
2,314.5 |
|
| R3 |
2,354.0 |
2,341.0 |
2,306.3 |
|
| R2 |
2,324.0 |
2,324.0 |
2,303.5 |
|
| R1 |
2,311.0 |
2,311.0 |
2,300.8 |
2,317.5 |
| PP |
2,294.0 |
2,294.0 |
2,294.0 |
2,297.3 |
| S1 |
2,281.0 |
2,281.0 |
2,295.3 |
2,287.5 |
| S2 |
2,264.0 |
2,264.0 |
2,292.5 |
|
| S3 |
2,234.0 |
2,251.0 |
2,289.8 |
|
| S4 |
2,204.0 |
2,221.0 |
2,281.5 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.0 |
2,602.0 |
2,325.2 |
|
| R3 |
2,504.0 |
2,449.0 |
2,283.1 |
|
| R2 |
2,351.0 |
2,351.0 |
2,269.1 |
|
| R1 |
2,296.0 |
2,296.0 |
2,255.0 |
2,323.5 |
| PP |
2,198.0 |
2,198.0 |
2,198.0 |
2,211.8 |
| S1 |
2,143.0 |
2,143.0 |
2,227.0 |
2,170.5 |
| S2 |
2,045.0 |
2,045.0 |
2,213.0 |
|
| S3 |
1,892.0 |
1,990.0 |
2,198.9 |
|
| S4 |
1,739.0 |
1,837.0 |
2,156.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.0 |
2,111.0 |
196.0 |
8.5% |
44.2 |
1.9% |
95% |
True |
False |
5,392 |
| 10 |
2,307.0 |
2,100.0 |
207.0 |
9.0% |
44.4 |
1.9% |
96% |
True |
False |
3,707 |
| 20 |
2,307.0 |
2,074.0 |
233.0 |
10.1% |
46.1 |
2.0% |
96% |
True |
False |
10,426 |
| 40 |
2,307.0 |
2,016.0 |
291.0 |
12.7% |
45.5 |
2.0% |
97% |
True |
False |
6,161 |
| 60 |
2,307.0 |
2,016.0 |
291.0 |
12.7% |
46.7 |
2.0% |
97% |
True |
False |
4,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.5 |
|
2.618 |
2,385.5 |
|
1.618 |
2,355.5 |
|
1.000 |
2,337.0 |
|
0.618 |
2,325.5 |
|
HIGH |
2,307.0 |
|
0.618 |
2,295.5 |
|
0.500 |
2,292.0 |
|
0.382 |
2,288.5 |
|
LOW |
2,277.0 |
|
0.618 |
2,258.5 |
|
1.000 |
2,247.0 |
|
1.618 |
2,228.5 |
|
2.618 |
2,198.5 |
|
4.250 |
2,149.5 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.0 |
2,280.5 |
| PP |
2,294.0 |
2,263.0 |
| S1 |
2,292.0 |
2,245.5 |
|