| Trading Metrics calculated at close of trading on 04-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
04-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,285.0 |
2,299.0 |
14.0 |
0.6% |
2,187.0 |
| High |
2,307.0 |
2,299.0 |
-8.0 |
-0.3% |
2,253.0 |
| Low |
2,277.0 |
2,281.0 |
4.0 |
0.2% |
2,100.0 |
| Close |
2,298.0 |
2,291.0 |
-7.0 |
-0.3% |
2,241.0 |
| Range |
30.0 |
18.0 |
-12.0 |
-40.0% |
153.0 |
| ATR |
50.5 |
48.2 |
-2.3 |
-4.6% |
0.0 |
| Volume |
10,179 |
14,628 |
4,449 |
43.7% |
16,905 |
|
| Daily Pivots for day following 04-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.3 |
2,335.7 |
2,300.9 |
|
| R3 |
2,326.3 |
2,317.7 |
2,296.0 |
|
| R2 |
2,308.3 |
2,308.3 |
2,294.3 |
|
| R1 |
2,299.7 |
2,299.7 |
2,292.7 |
2,295.0 |
| PP |
2,290.3 |
2,290.3 |
2,290.3 |
2,288.0 |
| S1 |
2,281.7 |
2,281.7 |
2,289.4 |
2,277.0 |
| S2 |
2,272.3 |
2,272.3 |
2,287.7 |
|
| S3 |
2,254.3 |
2,263.7 |
2,286.1 |
|
| S4 |
2,236.3 |
2,245.7 |
2,281.1 |
|
|
| 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 |
2,114.0 |
193.0 |
8.4% |
39.6 |
1.7% |
92% |
False |
False |
5,249 |
| 10 |
2,307.0 |
2,100.0 |
207.0 |
9.0% |
43.8 |
1.9% |
92% |
False |
False |
5,143 |
| 20 |
2,307.0 |
2,087.0 |
220.0 |
9.6% |
44.6 |
1.9% |
93% |
False |
False |
10,827 |
| 40 |
2,307.0 |
2,016.0 |
291.0 |
12.7% |
44.6 |
1.9% |
95% |
False |
False |
6,524 |
| 60 |
2,307.0 |
2,016.0 |
291.0 |
12.7% |
45.8 |
2.0% |
95% |
False |
False |
4,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.5 |
|
2.618 |
2,346.1 |
|
1.618 |
2,328.1 |
|
1.000 |
2,317.0 |
|
0.618 |
2,310.1 |
|
HIGH |
2,299.0 |
|
0.618 |
2,292.1 |
|
0.500 |
2,290.0 |
|
0.382 |
2,287.9 |
|
LOW |
2,281.0 |
|
0.618 |
2,269.9 |
|
1.000 |
2,263.0 |
|
1.618 |
2,251.9 |
|
2.618 |
2,233.9 |
|
4.250 |
2,204.5 |
|
|
| Fisher Pivots for day following 04-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,290.7 |
2,285.5 |
| PP |
2,290.3 |
2,280.0 |
| S1 |
2,290.0 |
2,274.5 |
|