| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,341.25 |
1,329.25 |
-12.00 |
-0.9% |
1,352.00 |
| High |
1,349.75 |
1,335.00 |
-14.75 |
-1.1% |
1,368.00 |
| Low |
1,324.50 |
1,321.50 |
-3.00 |
-0.2% |
1,336.25 |
| Close |
1,328.75 |
1,329.25 |
0.50 |
0.0% |
1,345.00 |
| Range |
25.25 |
13.50 |
-11.75 |
-46.5% |
31.75 |
| ATR |
19.62 |
19.18 |
-0.44 |
-2.2% |
0.00 |
| Volume |
1,183 |
2,419 |
1,236 |
104.5% |
6,402 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.00 |
1,362.75 |
1,336.75 |
|
| R3 |
1,355.50 |
1,349.25 |
1,333.00 |
|
| R2 |
1,342.00 |
1,342.00 |
1,331.75 |
|
| R1 |
1,335.75 |
1,335.75 |
1,330.50 |
1,336.00 |
| PP |
1,328.50 |
1,328.50 |
1,328.50 |
1,328.75 |
| S1 |
1,322.25 |
1,322.25 |
1,328.00 |
1,322.50 |
| S2 |
1,315.00 |
1,315.00 |
1,326.75 |
|
| S3 |
1,301.50 |
1,308.75 |
1,325.50 |
|
| S4 |
1,288.00 |
1,295.25 |
1,321.75 |
|
|
| 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 |
1,321.50 |
46.50 |
3.5% |
17.25 |
1.3% |
17% |
False |
True |
1,472 |
| 10 |
1,368.00 |
1,300.50 |
67.50 |
5.1% |
19.00 |
1.4% |
43% |
False |
False |
1,547 |
| 20 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
19.00 |
1.4% |
46% |
False |
False |
1,290 |
| 40 |
1,368.00 |
1,250.00 |
118.00 |
8.9% |
19.00 |
1.4% |
67% |
False |
False |
919 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
11.0% |
16.25 |
1.2% |
54% |
False |
False |
719 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
14.75 |
1.1% |
51% |
False |
False |
575 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
12.25 |
0.9% |
51% |
False |
False |
462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,392.50 |
|
2.618 |
1,370.25 |
|
1.618 |
1,356.75 |
|
1.000 |
1,348.50 |
|
0.618 |
1,343.25 |
|
HIGH |
1,335.00 |
|
0.618 |
1,329.75 |
|
0.500 |
1,328.25 |
|
0.382 |
1,326.75 |
|
LOW |
1,321.50 |
|
0.618 |
1,313.25 |
|
1.000 |
1,308.00 |
|
1.618 |
1,299.75 |
|
2.618 |
1,286.25 |
|
4.250 |
1,264.00 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.00 |
1,335.50 |
| PP |
1,328.50 |
1,333.50 |
| S1 |
1,328.25 |
1,331.50 |
|