| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,356.00 |
1,343.00 |
-13.00 |
-1.0% |
1,352.00 |
| High |
1,356.25 |
1,343.00 |
-13.25 |
-1.0% |
1,368.00 |
| Low |
1,336.25 |
1,334.50 |
-1.75 |
-0.1% |
1,336.25 |
| Close |
1,345.00 |
1,342.50 |
-2.50 |
-0.2% |
1,345.00 |
| Range |
20.00 |
8.50 |
-11.50 |
-57.5% |
31.75 |
| ATR |
19.86 |
19.19 |
-0.67 |
-3.4% |
0.00 |
| Volume |
1,429 |
972 |
-457 |
-32.0% |
6,402 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.50 |
1,362.50 |
1,347.25 |
|
| R3 |
1,357.00 |
1,354.00 |
1,344.75 |
|
| R2 |
1,348.50 |
1,348.50 |
1,344.00 |
|
| R1 |
1,345.50 |
1,345.50 |
1,343.25 |
1,342.75 |
| PP |
1,340.00 |
1,340.00 |
1,340.00 |
1,338.50 |
| S1 |
1,337.00 |
1,337.00 |
1,341.75 |
1,334.25 |
| S2 |
1,331.50 |
1,331.50 |
1,341.00 |
|
| S3 |
1,323.00 |
1,328.50 |
1,340.25 |
|
| S4 |
1,314.50 |
1,320.00 |
1,337.75 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.00 |
1,426.75 |
1,362.50 |
|
| R3 |
1,413.25 |
1,395.00 |
1,353.75 |
|
| R2 |
1,381.50 |
1,381.50 |
1,350.75 |
|
| R1 |
1,363.25 |
1,363.25 |
1,348.00 |
1,356.50 |
| PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,346.50 |
| S1 |
1,331.50 |
1,331.50 |
1,342.00 |
1,324.75 |
| S2 |
1,318.00 |
1,318.00 |
1,339.25 |
|
| S3 |
1,286.25 |
1,299.75 |
1,336.25 |
|
| S4 |
1,254.50 |
1,268.00 |
1,327.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.00 |
1,334.50 |
33.50 |
2.5% |
14.50 |
1.1% |
24% |
False |
True |
1,474 |
| 10 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
18.75 |
1.4% |
65% |
False |
False |
1,401 |
| 20 |
1,368.00 |
1,292.00 |
76.00 |
5.7% |
20.25 |
1.5% |
66% |
False |
False |
1,130 |
| 40 |
1,368.00 |
1,250.00 |
118.00 |
8.8% |
18.75 |
1.4% |
78% |
False |
False |
832 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.25 |
1.2% |
63% |
False |
False |
660 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
14.25 |
1.1% |
60% |
False |
False |
531 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
12.00 |
0.9% |
60% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.00 |
|
2.618 |
1,365.25 |
|
1.618 |
1,356.75 |
|
1.000 |
1,351.50 |
|
0.618 |
1,348.25 |
|
HIGH |
1,343.00 |
|
0.618 |
1,339.75 |
|
0.500 |
1,338.75 |
|
0.382 |
1,337.75 |
|
LOW |
1,334.50 |
|
0.618 |
1,329.25 |
|
1.000 |
1,326.00 |
|
1.618 |
1,320.75 |
|
2.618 |
1,312.25 |
|
4.250 |
1,298.50 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.25 |
1,351.25 |
| PP |
1,340.00 |
1,348.25 |
| S1 |
1,338.75 |
1,345.50 |
|