| 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 |
6,406.0 |
6,394.5 |
-11.5 |
-0.2% |
6,445.0 |
| High |
6,425.0 |
6,494.5 |
69.5 |
1.1% |
6,647.5 |
| Low |
6,378.0 |
6,350.5 |
-27.5 |
-0.4% |
6,395.0 |
| Close |
6,399.5 |
6,450.0 |
50.5 |
0.8% |
6,414.5 |
| Range |
47.0 |
144.0 |
97.0 |
206.4% |
252.5 |
| ATR |
134.7 |
135.4 |
0.7 |
0.5% |
0.0 |
| Volume |
107,807 |
140,313 |
32,506 |
30.2% |
563,657 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,863.7 |
6,800.8 |
6,529.2 |
|
| R3 |
6,719.7 |
6,656.8 |
6,489.6 |
|
| R2 |
6,575.7 |
6,575.7 |
6,476.4 |
|
| R1 |
6,512.8 |
6,512.8 |
6,463.2 |
6,544.3 |
| PP |
6,431.7 |
6,431.7 |
6,431.7 |
6,447.4 |
| S1 |
6,368.8 |
6,368.8 |
6,436.8 |
6,400.3 |
| S2 |
6,287.7 |
6,287.7 |
6,423.6 |
|
| S3 |
6,143.7 |
6,224.8 |
6,410.4 |
|
| S4 |
5,999.7 |
6,080.8 |
6,370.8 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,243.2 |
7,081.3 |
6,553.4 |
|
| R3 |
6,990.7 |
6,828.8 |
6,483.9 |
|
| R2 |
6,738.2 |
6,738.2 |
6,460.8 |
|
| R1 |
6,576.3 |
6,576.3 |
6,437.6 |
6,531.0 |
| PP |
6,485.7 |
6,485.7 |
6,485.7 |
6,463.0 |
| S1 |
6,323.8 |
6,323.8 |
6,391.4 |
6,278.5 |
| S2 |
6,233.2 |
6,233.2 |
6,368.2 |
|
| S3 |
5,980.7 |
6,071.3 |
6,345.1 |
|
| S4 |
5,728.2 |
5,818.8 |
6,275.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,647.5 |
6,350.5 |
297.0 |
4.6% |
116.2 |
1.8% |
34% |
False |
True |
132,017 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.5% |
132.1 |
2.0% |
64% |
False |
False |
138,311 |
| 20 |
6,647.5 |
6,081.5 |
566.0 |
8.8% |
127.0 |
2.0% |
65% |
False |
False |
134,313 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.3% |
129.1 |
2.0% |
73% |
False |
False |
70,713 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.0% |
133.3 |
2.1% |
55% |
False |
False |
47,231 |
| 80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
130.1 |
2.0% |
41% |
False |
False |
35,643 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
121.2 |
1.9% |
41% |
False |
False |
28,786 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
110.3 |
1.7% |
41% |
False |
False |
23,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,106.5 |
|
2.618 |
6,871.5 |
|
1.618 |
6,727.5 |
|
1.000 |
6,638.5 |
|
0.618 |
6,583.5 |
|
HIGH |
6,494.5 |
|
0.618 |
6,439.5 |
|
0.500 |
6,422.5 |
|
0.382 |
6,405.5 |
|
LOW |
6,350.5 |
|
0.618 |
6,261.5 |
|
1.000 |
6,206.5 |
|
1.618 |
6,117.5 |
|
2.618 |
5,973.5 |
|
4.250 |
5,738.5 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,440.8 |
6,447.9 |
| PP |
6,431.7 |
6,445.8 |
| S1 |
6,422.5 |
6,443.8 |
|