| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,231.0 |
2,224.0 |
-7.0 |
-0.3% |
2,273.0 |
| High |
2,237.0 |
2,259.0 |
22.0 |
1.0% |
2,331.0 |
| Low |
2,208.0 |
2,216.0 |
8.0 |
0.4% |
2,226.0 |
| Close |
2,226.0 |
2,240.0 |
14.0 |
0.6% |
2,231.0 |
| Range |
29.0 |
43.0 |
14.0 |
48.3% |
105.0 |
| ATR |
52.3 |
51.6 |
-0.7 |
-1.3% |
0.0 |
| Volume |
899,245 |
1,038,690 |
139,445 |
15.5% |
5,167,209 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.3 |
2,346.7 |
2,263.7 |
|
| R3 |
2,324.3 |
2,303.7 |
2,251.8 |
|
| R2 |
2,281.3 |
2,281.3 |
2,247.9 |
|
| R1 |
2,260.7 |
2,260.7 |
2,243.9 |
2,271.0 |
| PP |
2,238.3 |
2,238.3 |
2,238.3 |
2,243.5 |
| S1 |
2,217.7 |
2,217.7 |
2,236.1 |
2,228.0 |
| S2 |
2,195.3 |
2,195.3 |
2,232.1 |
|
| S3 |
2,152.3 |
2,174.7 |
2,228.2 |
|
| S4 |
2,109.3 |
2,131.7 |
2,216.4 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.7 |
2,509.3 |
2,288.8 |
|
| R3 |
2,472.7 |
2,404.3 |
2,259.9 |
|
| R2 |
2,367.7 |
2,367.7 |
2,250.3 |
|
| R1 |
2,299.3 |
2,299.3 |
2,240.6 |
2,281.0 |
| PP |
2,262.7 |
2,262.7 |
2,262.7 |
2,253.5 |
| S1 |
2,194.3 |
2,194.3 |
2,221.4 |
2,176.0 |
| S2 |
2,157.7 |
2,157.7 |
2,211.8 |
|
| S3 |
2,052.7 |
2,089.3 |
2,202.1 |
|
| S4 |
1,947.7 |
1,984.3 |
2,173.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.0 |
2,208.0 |
123.0 |
5.5% |
45.0 |
2.0% |
26% |
False |
False |
1,133,177 |
| 10 |
2,331.0 |
2,113.0 |
218.0 |
9.7% |
45.8 |
2.0% |
58% |
False |
False |
1,213,686 |
| 20 |
2,331.0 |
2,107.0 |
224.0 |
10.0% |
47.3 |
2.1% |
59% |
False |
False |
1,283,603 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
48.8 |
2.2% |
70% |
False |
False |
696,901 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
51.0 |
2.3% |
70% |
False |
False |
466,347 |
| 80 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
49.6 |
2.2% |
42% |
False |
False |
350,393 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
45.8 |
2.0% |
42% |
False |
False |
281,037 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
40.9 |
1.8% |
42% |
False |
False |
234,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.8 |
|
2.618 |
2,371.6 |
|
1.618 |
2,328.6 |
|
1.000 |
2,302.0 |
|
0.618 |
2,285.6 |
|
HIGH |
2,259.0 |
|
0.618 |
2,242.6 |
|
0.500 |
2,237.5 |
|
0.382 |
2,232.4 |
|
LOW |
2,216.0 |
|
0.618 |
2,189.4 |
|
1.000 |
2,173.0 |
|
1.618 |
2,146.4 |
|
2.618 |
2,103.4 |
|
4.250 |
2,033.3 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,239.2 |
2,241.5 |
| PP |
2,238.3 |
2,241.0 |
| S1 |
2,237.5 |
2,240.5 |
|