| 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 |
12,530 |
12,827 |
297 |
2.4% |
12,566 |
| High |
12,834 |
12,850 |
16 |
0.1% |
12,834 |
| Low |
12,479 |
12,724 |
245 |
2.0% |
12,376 |
| Close |
12,808 |
12,776 |
-32 |
-0.2% |
12,808 |
| Range |
355 |
126 |
-229 |
-64.5% |
458 |
| ATR |
187 |
183 |
-4 |
-2.3% |
0 |
| Volume |
143,928 |
117,485 |
-26,443 |
-18.4% |
660,466 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,161 |
13,095 |
12,845 |
|
| R3 |
13,035 |
12,969 |
12,811 |
|
| R2 |
12,909 |
12,909 |
12,799 |
|
| R1 |
12,843 |
12,843 |
12,788 |
12,813 |
| PP |
12,783 |
12,783 |
12,783 |
12,769 |
| S1 |
12,717 |
12,717 |
12,765 |
12,687 |
| S2 |
12,657 |
12,657 |
12,753 |
|
| S3 |
12,531 |
12,591 |
12,741 |
|
| S4 |
12,405 |
12,465 |
12,707 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,047 |
13,885 |
13,060 |
|
| R3 |
13,589 |
13,427 |
12,934 |
|
| R2 |
13,131 |
13,131 |
12,892 |
|
| R1 |
12,969 |
12,969 |
12,850 |
13,050 |
| PP |
12,673 |
12,673 |
12,673 |
12,713 |
| S1 |
12,511 |
12,511 |
12,766 |
12,592 |
| S2 |
12,215 |
12,215 |
12,724 |
|
| S3 |
11,757 |
12,053 |
12,682 |
|
| S4 |
11,299 |
11,595 |
12,556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,850 |
12,376 |
474 |
3.7% |
185 |
1.4% |
84% |
True |
False |
131,524 |
| 10 |
12,850 |
12,376 |
474 |
3.7% |
182 |
1.4% |
84% |
True |
False |
134,668 |
| 20 |
12,850 |
11,961 |
889 |
7.0% |
194 |
1.5% |
92% |
True |
False |
120,989 |
| 40 |
12,890 |
11,884 |
1,006 |
7.9% |
174 |
1.4% |
89% |
False |
False |
60,655 |
| 60 |
13,213 |
11,884 |
1,329 |
10.4% |
144 |
1.1% |
67% |
False |
False |
40,440 |
| 80 |
13,213 |
11,884 |
1,329 |
10.4% |
126 |
1.0% |
67% |
False |
False |
30,335 |
| 100 |
13,213 |
11,884 |
1,329 |
10.4% |
110 |
0.9% |
67% |
False |
False |
24,268 |
| 120 |
13,213 |
11,884 |
1,329 |
10.4% |
93 |
0.7% |
67% |
False |
False |
20,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,386 |
|
2.618 |
13,180 |
|
1.618 |
13,054 |
|
1.000 |
12,976 |
|
0.618 |
12,928 |
|
HIGH |
12,850 |
|
0.618 |
12,802 |
|
0.500 |
12,787 |
|
0.382 |
12,772 |
|
LOW |
12,724 |
|
0.618 |
12,646 |
|
1.000 |
12,598 |
|
1.618 |
12,520 |
|
2.618 |
12,394 |
|
4.250 |
12,189 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,787 |
12,722 |
| PP |
12,783 |
12,667 |
| S1 |
12,780 |
12,613 |
|