| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,575.9 |
1,580.2 |
4.3 |
0.3% |
1,591.5 |
| High |
1,584.0 |
1,610.0 |
26.0 |
1.6% |
1,598.8 |
| Low |
1,567.8 |
1,577.9 |
10.1 |
0.6% |
1,567.2 |
| Close |
1,576.2 |
1,608.1 |
31.9 |
2.0% |
1,582.8 |
| Range |
16.2 |
32.1 |
15.9 |
98.1% |
31.6 |
| ATR |
24.6 |
25.3 |
0.7 |
2.7% |
0.0 |
| Volume |
143,992 |
189,708 |
45,716 |
31.7% |
577,716 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.0 |
1,683.6 |
1,625.8 |
|
| R3 |
1,662.9 |
1,651.5 |
1,616.9 |
|
| R2 |
1,630.8 |
1,630.8 |
1,614.0 |
|
| R1 |
1,619.4 |
1,619.4 |
1,611.0 |
1,625.1 |
| PP |
1,598.7 |
1,598.7 |
1,598.7 |
1,601.5 |
| S1 |
1,587.3 |
1,587.3 |
1,605.2 |
1,593.0 |
| S2 |
1,566.6 |
1,566.6 |
1,602.2 |
|
| S3 |
1,534.5 |
1,555.2 |
1,599.3 |
|
| S4 |
1,502.4 |
1,523.1 |
1,590.4 |
|
|
| 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 |
1,610.0 |
1,562.0 |
48.0 |
3.0% |
20.4 |
1.3% |
96% |
True |
False |
138,796 |
| 10 |
1,610.0 |
1,554.4 |
55.6 |
3.5% |
22.0 |
1.4% |
97% |
True |
False |
131,263 |
| 20 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
25.5 |
1.6% |
77% |
False |
False |
116,960 |
| 40 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
27.4 |
1.7% |
69% |
False |
False |
135,216 |
| 60 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
26.7 |
1.7% |
54% |
False |
False |
99,378 |
| 80 |
1,687.1 |
1,529.3 |
157.8 |
9.8% |
25.1 |
1.6% |
50% |
False |
False |
75,818 |
| 100 |
1,721.7 |
1,529.3 |
192.4 |
12.0% |
25.0 |
1.6% |
41% |
False |
False |
61,555 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.9 |
1.5% |
29% |
False |
False |
51,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,746.4 |
|
2.618 |
1,694.0 |
|
1.618 |
1,661.9 |
|
1.000 |
1,642.1 |
|
0.618 |
1,629.8 |
|
HIGH |
1,610.0 |
|
0.618 |
1,597.7 |
|
0.500 |
1,594.0 |
|
0.382 |
1,590.2 |
|
LOW |
1,577.9 |
|
0.618 |
1,558.1 |
|
1.000 |
1,545.8 |
|
1.618 |
1,526.0 |
|
2.618 |
1,493.9 |
|
4.250 |
1,441.5 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,603.4 |
1,600.7 |
| PP |
1,598.7 |
1,593.4 |
| S1 |
1,594.0 |
1,586.0 |
|