| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,314.75 |
1,352.00 |
37.25 |
2.8% |
1,318.75 |
| High |
1,352.50 |
1,355.00 |
2.50 |
0.2% |
1,352.50 |
| Low |
1,309.75 |
1,343.25 |
33.50 |
2.6% |
1,296.00 |
| Close |
1,349.50 |
1,350.75 |
1.25 |
0.1% |
1,349.50 |
| Range |
42.75 |
11.75 |
-31.00 |
-72.5% |
56.50 |
| ATR |
21.09 |
20.42 |
-0.67 |
-3.2% |
0.00 |
| Volume |
1,786 |
2,442 |
656 |
36.7% |
6,637 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.00 |
1,379.50 |
1,357.25 |
|
| R3 |
1,373.25 |
1,367.75 |
1,354.00 |
|
| R2 |
1,361.50 |
1,361.50 |
1,353.00 |
|
| R1 |
1,356.00 |
1,356.00 |
1,351.75 |
1,353.00 |
| PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,348.00 |
| S1 |
1,344.25 |
1,344.25 |
1,349.75 |
1,341.00 |
| S2 |
1,338.00 |
1,338.00 |
1,348.50 |
|
| S3 |
1,326.25 |
1,332.50 |
1,347.50 |
|
| S4 |
1,314.50 |
1,320.75 |
1,344.25 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.25 |
1,482.25 |
1,380.50 |
|
| R3 |
1,445.75 |
1,425.75 |
1,365.00 |
|
| R2 |
1,389.25 |
1,389.25 |
1,359.75 |
|
| R1 |
1,369.25 |
1,369.25 |
1,354.75 |
1,379.25 |
| PP |
1,332.75 |
1,332.75 |
1,332.75 |
1,337.50 |
| S1 |
1,312.75 |
1,312.75 |
1,344.25 |
1,322.75 |
| S2 |
1,276.25 |
1,276.25 |
1,339.25 |
|
| S3 |
1,219.75 |
1,256.25 |
1,334.00 |
|
| S4 |
1,163.25 |
1,199.75 |
1,318.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.00 |
1,297.00 |
58.00 |
4.3% |
20.75 |
1.5% |
93% |
True |
False |
1,525 |
| 10 |
1,355.00 |
1,296.00 |
59.00 |
4.4% |
21.00 |
1.6% |
93% |
True |
False |
1,365 |
| 20 |
1,355.00 |
1,263.75 |
91.25 |
6.8% |
20.75 |
1.5% |
95% |
True |
False |
1,027 |
| 40 |
1,355.00 |
1,250.00 |
105.00 |
7.8% |
19.00 |
1.4% |
96% |
True |
False |
725 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
15.75 |
1.2% |
69% |
False |
False |
585 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
14.00 |
1.0% |
65% |
False |
False |
470 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
11.50 |
0.9% |
65% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.00 |
|
2.618 |
1,385.75 |
|
1.618 |
1,374.00 |
|
1.000 |
1,366.75 |
|
0.618 |
1,362.25 |
|
HIGH |
1,355.00 |
|
0.618 |
1,350.50 |
|
0.500 |
1,349.00 |
|
0.382 |
1,347.75 |
|
LOW |
1,343.25 |
|
0.618 |
1,336.00 |
|
1.000 |
1,331.50 |
|
1.618 |
1,324.25 |
|
2.618 |
1,312.50 |
|
4.250 |
1,293.25 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.25 |
1,343.00 |
| PP |
1,349.75 |
1,335.50 |
| S1 |
1,349.00 |
1,327.75 |
|