| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,214.0 |
2,218.0 |
4.0 |
0.2% |
2,245.0 |
| High |
2,238.0 |
2,220.0 |
-18.0 |
-0.8% |
2,312.0 |
| Low |
2,209.0 |
2,200.0 |
-9.0 |
-0.4% |
2,212.0 |
| Close |
2,226.0 |
2,211.0 |
-15.0 |
-0.7% |
2,217.0 |
| Range |
29.0 |
20.0 |
-9.0 |
-31.0% |
100.0 |
| ATR |
46.3 |
44.8 |
-1.4 |
-3.1% |
0.0 |
| Volume |
119 |
18,076 |
17,957 |
15,089.9% |
75,792 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.3 |
2,260.7 |
2,222.0 |
|
| R3 |
2,250.3 |
2,240.7 |
2,216.5 |
|
| R2 |
2,230.3 |
2,230.3 |
2,214.7 |
|
| R1 |
2,220.7 |
2,220.7 |
2,212.8 |
2,215.5 |
| PP |
2,210.3 |
2,210.3 |
2,210.3 |
2,207.8 |
| S1 |
2,200.7 |
2,200.7 |
2,209.2 |
2,195.5 |
| S2 |
2,190.3 |
2,190.3 |
2,207.3 |
|
| S3 |
2,170.3 |
2,180.7 |
2,205.5 |
|
| S4 |
2,150.3 |
2,160.7 |
2,200.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.0 |
2,482.0 |
2,272.0 |
|
| R3 |
2,447.0 |
2,382.0 |
2,244.5 |
|
| R2 |
2,347.0 |
2,347.0 |
2,235.3 |
|
| R1 |
2,282.0 |
2,282.0 |
2,226.2 |
2,264.5 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,238.3 |
| S1 |
2,182.0 |
2,182.0 |
2,207.8 |
2,164.5 |
| S2 |
2,147.0 |
2,147.0 |
2,198.7 |
|
| S3 |
2,047.0 |
2,082.0 |
2,189.5 |
|
| S4 |
1,947.0 |
1,982.0 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,260.0 |
2,194.0 |
66.0 |
3.0% |
32.6 |
1.5% |
26% |
False |
False |
5,779 |
| 10 |
2,312.0 |
2,184.0 |
128.0 |
5.8% |
39.0 |
1.8% |
21% |
False |
False |
10,543 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.6% |
42.6 |
1.9% |
52% |
False |
False |
8,803 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
42.6 |
1.9% |
66% |
False |
False |
8,397 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
44.8 |
2.0% |
66% |
False |
False |
5,749 |
| 80 |
2,498.0 |
2,016.0 |
482.0 |
21.8% |
44.3 |
2.0% |
40% |
False |
False |
4,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.0 |
|
2.618 |
2,272.4 |
|
1.618 |
2,252.4 |
|
1.000 |
2,240.0 |
|
0.618 |
2,232.4 |
|
HIGH |
2,220.0 |
|
0.618 |
2,212.4 |
|
0.500 |
2,210.0 |
|
0.382 |
2,207.6 |
|
LOW |
2,200.0 |
|
0.618 |
2,187.6 |
|
1.000 |
2,180.0 |
|
1.618 |
2,167.6 |
|
2.618 |
2,147.6 |
|
4.250 |
2,115.0 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.7 |
2,221.0 |
| PP |
2,210.3 |
2,217.7 |
| S1 |
2,210.0 |
2,214.3 |
|