| 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 |
2,528.25 |
2,612.00 |
83.75 |
3.3% |
2,573.75 |
| High |
2,616.25 |
2,620.25 |
4.00 |
0.2% |
2,616.25 |
| Low |
2,518.75 |
2,599.50 |
80.75 |
3.2% |
2,503.50 |
| Close |
2,609.75 |
2,614.25 |
4.50 |
0.2% |
2,609.75 |
| Range |
97.50 |
20.75 |
-76.75 |
-78.7% |
112.75 |
| ATR |
48.26 |
46.29 |
-1.96 |
-4.1% |
0.00 |
| Volume |
252,211 |
187,657 |
-64,554 |
-25.6% |
1,082,956 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.50 |
2,664.75 |
2,625.75 |
|
| R3 |
2,652.75 |
2,644.00 |
2,620.00 |
|
| R2 |
2,632.00 |
2,632.00 |
2,618.00 |
|
| R1 |
2,623.25 |
2,623.25 |
2,616.25 |
2,627.50 |
| PP |
2,611.25 |
2,611.25 |
2,611.25 |
2,613.50 |
| S1 |
2,602.50 |
2,602.50 |
2,612.25 |
2,607.00 |
| S2 |
2,590.50 |
2,590.50 |
2,610.50 |
|
| S3 |
2,569.75 |
2,581.75 |
2,608.50 |
|
| S4 |
2,549.00 |
2,561.00 |
2,602.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,875.00 |
2,671.75 |
|
| R3 |
2,802.00 |
2,762.25 |
2,640.75 |
|
| R2 |
2,689.25 |
2,689.25 |
2,630.50 |
|
| R1 |
2,649.50 |
2,649.50 |
2,620.00 |
2,669.50 |
| PP |
2,576.50 |
2,576.50 |
2,576.50 |
2,586.50 |
| S1 |
2,536.75 |
2,536.75 |
2,599.50 |
2,556.50 |
| S2 |
2,463.75 |
2,463.75 |
2,589.00 |
|
| S3 |
2,351.00 |
2,424.00 |
2,578.75 |
|
| S4 |
2,238.25 |
2,311.25 |
2,547.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,620.25 |
2,503.50 |
116.75 |
4.5% |
47.00 |
1.8% |
95% |
True |
False |
216,729 |
| 10 |
2,628.25 |
2,503.50 |
124.75 |
4.8% |
46.75 |
1.8% |
89% |
False |
False |
228,919 |
| 20 |
2,628.25 |
2,454.00 |
174.25 |
6.7% |
46.75 |
1.8% |
92% |
False |
False |
217,737 |
| 40 |
2,640.00 |
2,418.25 |
221.75 |
8.5% |
45.50 |
1.7% |
88% |
False |
False |
108,992 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
42.75 |
1.6% |
60% |
False |
False |
72,678 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
37.00 |
1.4% |
53% |
False |
False |
54,523 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
30.25 |
1.2% |
53% |
False |
False |
43,619 |
| 120 |
2,788.00 |
2,367.00 |
421.00 |
16.1% |
26.25 |
1.0% |
59% |
False |
False |
36,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.50 |
|
2.618 |
2,674.50 |
|
1.618 |
2,653.75 |
|
1.000 |
2,641.00 |
|
0.618 |
2,633.00 |
|
HIGH |
2,620.25 |
|
0.618 |
2,612.25 |
|
0.500 |
2,610.00 |
|
0.382 |
2,607.50 |
|
LOW |
2,599.50 |
|
0.618 |
2,586.75 |
|
1.000 |
2,578.75 |
|
1.618 |
2,566.00 |
|
2.618 |
2,545.25 |
|
4.250 |
2,511.25 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,612.75 |
2,596.75 |
| PP |
2,611.25 |
2,579.25 |
| S1 |
2,610.00 |
2,562.00 |
|