| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,299.0 |
2,290.0 |
-9.0 |
-0.4% |
2,187.0 |
| High |
2,299.0 |
2,312.0 |
13.0 |
0.6% |
2,253.0 |
| Low |
2,281.0 |
2,245.0 |
-36.0 |
-1.6% |
2,100.0 |
| Close |
2,291.0 |
2,266.0 |
-25.0 |
-1.1% |
2,241.0 |
| Range |
18.0 |
67.0 |
49.0 |
272.2% |
153.0 |
| ATR |
48.2 |
49.6 |
1.3 |
2.8% |
0.0 |
| Volume |
14,628 |
50,416 |
35,788 |
244.7% |
16,905 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.3 |
2,437.7 |
2,302.9 |
|
| R3 |
2,408.3 |
2,370.7 |
2,284.4 |
|
| R2 |
2,341.3 |
2,341.3 |
2,278.3 |
|
| R1 |
2,303.7 |
2,303.7 |
2,272.1 |
2,289.0 |
| PP |
2,274.3 |
2,274.3 |
2,274.3 |
2,267.0 |
| S1 |
2,236.7 |
2,236.7 |
2,259.9 |
2,222.0 |
| S2 |
2,207.3 |
2,207.3 |
2,253.7 |
|
| S3 |
2,140.3 |
2,169.7 |
2,247.6 |
|
| S4 |
2,073.3 |
2,102.7 |
2,229.2 |
|
|
| 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 |
2,312.0 |
2,184.0 |
128.0 |
5.6% |
45.4 |
2.0% |
64% |
True |
False |
15,308 |
| 10 |
2,312.0 |
2,100.0 |
212.0 |
9.4% |
44.2 |
2.0% |
78% |
True |
False |
10,169 |
| 20 |
2,312.0 |
2,087.0 |
225.0 |
9.9% |
46.0 |
2.0% |
80% |
True |
False |
12,419 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.1% |
45.0 |
2.0% |
84% |
True |
False |
7,779 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.1% |
46.2 |
2.0% |
84% |
True |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,596.8 |
|
2.618 |
2,487.4 |
|
1.618 |
2,420.4 |
|
1.000 |
2,379.0 |
|
0.618 |
2,353.4 |
|
HIGH |
2,312.0 |
|
0.618 |
2,286.4 |
|
0.500 |
2,278.5 |
|
0.382 |
2,270.6 |
|
LOW |
2,245.0 |
|
0.618 |
2,203.6 |
|
1.000 |
2,178.0 |
|
1.618 |
2,136.6 |
|
2.618 |
2,069.6 |
|
4.250 |
1,960.3 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,278.5 |
2,278.5 |
| PP |
2,274.3 |
2,274.3 |
| S1 |
2,270.2 |
2,270.2 |
|