| 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 |
4,002.0 |
4,110.0 |
108.0 |
2.7% |
4,008.0 |
| High |
4,088.0 |
4,124.0 |
36.0 |
0.9% |
4,088.0 |
| Low |
3,996.0 |
4,089.0 |
93.0 |
2.3% |
3,959.0 |
| Close |
4,057.0 |
4,097.0 |
40.0 |
1.0% |
4,057.0 |
| Range |
92.0 |
35.0 |
-57.0 |
-62.0% |
129.0 |
| ATR |
49.3 |
50.6 |
1.3 |
2.6% |
0.0 |
| Volume |
37,709 |
26,907 |
-10,802 |
-28.6% |
125,581 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,208.3 |
4,187.7 |
4,116.3 |
|
| R3 |
4,173.3 |
4,152.7 |
4,106.6 |
|
| R2 |
4,138.3 |
4,138.3 |
4,103.4 |
|
| R1 |
4,117.7 |
4,117.7 |
4,100.2 |
4,110.5 |
| PP |
4,103.3 |
4,103.3 |
4,103.3 |
4,099.8 |
| S1 |
4,082.7 |
4,082.7 |
4,093.8 |
4,075.5 |
| S2 |
4,068.3 |
4,068.3 |
4,090.6 |
|
| S3 |
4,033.3 |
4,047.7 |
4,087.4 |
|
| S4 |
3,998.3 |
4,012.7 |
4,077.8 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,421.7 |
4,368.3 |
4,128.0 |
|
| R3 |
4,292.7 |
4,239.3 |
4,092.5 |
|
| R2 |
4,163.7 |
4,163.7 |
4,080.7 |
|
| R1 |
4,110.3 |
4,110.3 |
4,068.8 |
4,137.0 |
| PP |
4,034.7 |
4,034.7 |
4,034.7 |
4,048.0 |
| S1 |
3,981.3 |
3,981.3 |
4,045.2 |
4,008.0 |
| S2 |
3,905.7 |
3,905.7 |
4,033.4 |
|
| S3 |
3,776.7 |
3,852.3 |
4,021.5 |
|
| S4 |
3,647.7 |
3,723.3 |
3,986.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,124.0 |
3,969.0 |
155.0 |
3.8% |
45.8 |
1.1% |
83% |
True |
False |
24,558 |
| 10 |
4,127.0 |
3,959.0 |
168.0 |
4.1% |
44.7 |
1.1% |
82% |
False |
False |
38,311 |
| 20 |
4,127.0 |
3,950.0 |
177.0 |
4.3% |
38.9 |
0.9% |
83% |
False |
False |
23,218 |
| 40 |
4,297.0 |
3,950.0 |
347.0 |
8.5% |
34.5 |
0.8% |
42% |
False |
False |
11,718 |
| 60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
28.1 |
0.7% |
32% |
False |
False |
7,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,272.8 |
|
2.618 |
4,215.6 |
|
1.618 |
4,180.6 |
|
1.000 |
4,159.0 |
|
0.618 |
4,145.6 |
|
HIGH |
4,124.0 |
|
0.618 |
4,110.6 |
|
0.500 |
4,106.5 |
|
0.382 |
4,102.4 |
|
LOW |
4,089.0 |
|
0.618 |
4,067.4 |
|
1.000 |
4,054.0 |
|
1.618 |
4,032.4 |
|
2.618 |
3,997.4 |
|
4.250 |
3,940.3 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,106.5 |
4,084.7 |
| PP |
4,103.3 |
4,072.3 |
| S1 |
4,100.2 |
4,060.0 |
|