| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,581.6 |
1,575.9 |
-5.7 |
-0.4% |
1,591.5 |
| High |
1,582.4 |
1,584.0 |
1.6 |
0.1% |
1,598.8 |
| Low |
1,562.0 |
1,567.8 |
5.8 |
0.4% |
1,567.2 |
| Close |
1,577.4 |
1,576.2 |
-1.2 |
-0.1% |
1,582.8 |
| Range |
20.4 |
16.2 |
-4.2 |
-20.6% |
31.6 |
| ATR |
25.3 |
24.6 |
-0.6 |
-2.6% |
0.0 |
| Volume |
132,236 |
143,992 |
11,756 |
8.9% |
577,716 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.6 |
1,616.6 |
1,585.1 |
|
| R3 |
1,608.4 |
1,600.4 |
1,580.7 |
|
| R2 |
1,592.2 |
1,592.2 |
1,579.2 |
|
| R1 |
1,584.2 |
1,584.2 |
1,577.7 |
1,588.2 |
| PP |
1,576.0 |
1,576.0 |
1,576.0 |
1,578.0 |
| S1 |
1,568.0 |
1,568.0 |
1,574.7 |
1,572.0 |
| S2 |
1,559.8 |
1,559.8 |
1,573.2 |
|
| S3 |
1,543.6 |
1,551.8 |
1,571.7 |
|
| S4 |
1,527.4 |
1,535.6 |
1,567.3 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.7 |
1,661.9 |
1,600.2 |
|
| R3 |
1,646.1 |
1,630.3 |
1,591.5 |
|
| R2 |
1,614.5 |
1,614.5 |
1,588.6 |
|
| R1 |
1,598.7 |
1,598.7 |
1,585.7 |
1,590.8 |
| PP |
1,582.9 |
1,582.9 |
1,582.9 |
1,579.0 |
| S1 |
1,567.1 |
1,567.1 |
1,579.9 |
1,559.2 |
| S2 |
1,551.3 |
1,551.3 |
1,577.0 |
|
| S3 |
1,519.7 |
1,535.5 |
1,574.1 |
|
| S4 |
1,488.1 |
1,503.9 |
1,565.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,591.5 |
1,562.0 |
29.5 |
1.9% |
17.7 |
1.1% |
48% |
False |
False |
125,395 |
| 10 |
1,598.8 |
1,554.4 |
44.4 |
2.8% |
20.6 |
1.3% |
49% |
False |
False |
125,035 |
| 20 |
1,625.7 |
1,547.6 |
78.1 |
5.0% |
24.9 |
1.6% |
37% |
False |
False |
112,296 |
| 40 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
27.5 |
1.7% |
40% |
False |
False |
135,068 |
| 60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
26.5 |
1.7% |
32% |
False |
False |
96,291 |
| 80 |
1,687.1 |
1,529.3 |
157.8 |
10.0% |
24.8 |
1.6% |
30% |
False |
False |
73,502 |
| 100 |
1,729.3 |
1,529.3 |
200.0 |
12.7% |
24.8 |
1.6% |
23% |
False |
False |
59,683 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.7 |
1.6% |
17% |
False |
False |
50,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,652.9 |
|
2.618 |
1,626.4 |
|
1.618 |
1,610.2 |
|
1.000 |
1,600.2 |
|
0.618 |
1,594.0 |
|
HIGH |
1,584.0 |
|
0.618 |
1,577.8 |
|
0.500 |
1,575.9 |
|
0.382 |
1,574.0 |
|
LOW |
1,567.8 |
|
0.618 |
1,557.8 |
|
1.000 |
1,551.6 |
|
1.618 |
1,541.6 |
|
2.618 |
1,525.4 |
|
4.250 |
1,499.0 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.1 |
1,575.6 |
| PP |
1,576.0 |
1,575.0 |
| S1 |
1,575.9 |
1,574.4 |
|