| 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 |
1,586.9 |
1,592.0 |
5.1 |
0.3% |
1,604.4 |
| High |
1,597.3 |
1,605.6 |
8.3 |
0.5% |
1,630.1 |
| Low |
1,582.2 |
1,569.3 |
-12.9 |
-0.8% |
1,581.2 |
| Close |
1,593.7 |
1,584.5 |
-9.2 |
-0.6% |
1,583.3 |
| Range |
15.1 |
36.3 |
21.2 |
140.4% |
48.9 |
| ATR |
27.2 |
27.8 |
0.7 |
2.4% |
0.0 |
| Volume |
7,843 |
15,974 |
8,131 |
103.7% |
39,702 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.4 |
1,676.2 |
1,604.5 |
|
| R3 |
1,659.1 |
1,639.9 |
1,594.5 |
|
| R2 |
1,622.8 |
1,622.8 |
1,591.2 |
|
| R1 |
1,603.6 |
1,603.6 |
1,587.8 |
1,595.1 |
| PP |
1,586.5 |
1,586.5 |
1,586.5 |
1,582.2 |
| S1 |
1,567.3 |
1,567.3 |
1,581.2 |
1,558.8 |
| S2 |
1,550.2 |
1,550.2 |
1,577.8 |
|
| S3 |
1,513.9 |
1,531.0 |
1,574.5 |
|
| S4 |
1,477.6 |
1,494.7 |
1,564.5 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,744.9 |
1,713.0 |
1,610.2 |
|
| R3 |
1,696.0 |
1,664.1 |
1,596.7 |
|
| R2 |
1,647.1 |
1,647.1 |
1,592.3 |
|
| R1 |
1,615.2 |
1,615.2 |
1,587.8 |
1,606.7 |
| PP |
1,598.2 |
1,598.2 |
1,598.2 |
1,594.0 |
| S1 |
1,566.3 |
1,566.3 |
1,578.8 |
1,557.8 |
| S2 |
1,549.3 |
1,549.3 |
1,574.3 |
|
| S3 |
1,500.4 |
1,517.4 |
1,569.9 |
|
| S4 |
1,451.5 |
1,468.5 |
1,556.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,630.1 |
1,569.3 |
60.8 |
3.8% |
28.1 |
1.8% |
25% |
False |
True |
10,375 |
| 10 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
27.6 |
1.7% |
42% |
False |
False |
8,341 |
| 20 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
25.1 |
1.6% |
37% |
False |
False |
5,808 |
| 40 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
27.8 |
1.8% |
44% |
False |
False |
6,156 |
| 60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
24.7 |
1.6% |
34% |
False |
False |
5,110 |
| 80 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
24.0 |
1.5% |
29% |
False |
False |
4,475 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
25.2 |
1.6% |
18% |
False |
False |
3,999 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.9 |
1.6% |
18% |
False |
False |
3,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,759.9 |
|
2.618 |
1,700.6 |
|
1.618 |
1,664.3 |
|
1.000 |
1,641.9 |
|
0.618 |
1,628.0 |
|
HIGH |
1,605.6 |
|
0.618 |
1,591.7 |
|
0.500 |
1,587.5 |
|
0.382 |
1,583.2 |
|
LOW |
1,569.3 |
|
0.618 |
1,546.9 |
|
1.000 |
1,533.0 |
|
1.618 |
1,510.6 |
|
2.618 |
1,474.3 |
|
4.250 |
1,415.0 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,587.5 |
1,592.2 |
| PP |
1,586.5 |
1,589.6 |
| S1 |
1,585.5 |
1,587.1 |
|