| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,614.6 |
1,622.9 |
8.3 |
0.5% |
1,581.6 |
| High |
1,628.6 |
1,625.8 |
-2.8 |
-0.2% |
1,628.6 |
| Low |
1,610.7 |
1,613.1 |
2.4 |
0.1% |
1,562.0 |
| Close |
1,618.0 |
1,619.7 |
1.7 |
0.1% |
1,618.0 |
| Range |
17.9 |
12.7 |
-5.2 |
-29.1% |
66.6 |
| ATR |
24.5 |
23.6 |
-0.8 |
-3.4% |
0.0 |
| Volume |
178,456 |
48,815 |
-129,641 |
-72.6% |
814,378 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.6 |
1,651.4 |
1,626.7 |
|
| R3 |
1,644.9 |
1,638.7 |
1,623.2 |
|
| R2 |
1,632.2 |
1,632.2 |
1,622.0 |
|
| R1 |
1,626.0 |
1,626.0 |
1,620.9 |
1,622.8 |
| PP |
1,619.5 |
1,619.5 |
1,619.5 |
1,617.9 |
| S1 |
1,613.3 |
1,613.3 |
1,618.5 |
1,610.1 |
| S2 |
1,606.8 |
1,606.8 |
1,617.4 |
|
| S3 |
1,594.1 |
1,600.6 |
1,616.2 |
|
| S4 |
1,581.4 |
1,587.9 |
1,612.7 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,802.7 |
1,776.9 |
1,654.6 |
|
| R3 |
1,736.1 |
1,710.3 |
1,636.3 |
|
| R2 |
1,669.5 |
1,669.5 |
1,630.2 |
|
| R1 |
1,643.7 |
1,643.7 |
1,624.1 |
1,656.6 |
| PP |
1,602.9 |
1,602.9 |
1,602.9 |
1,609.3 |
| S1 |
1,577.1 |
1,577.1 |
1,611.9 |
1,590.0 |
| S2 |
1,536.3 |
1,536.3 |
1,605.8 |
|
| S3 |
1,469.7 |
1,510.5 |
1,599.7 |
|
| S4 |
1,403.1 |
1,443.9 |
1,581.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,628.6 |
1,567.8 |
60.8 |
3.8% |
20.0 |
1.2% |
85% |
False |
False |
146,191 |
| 10 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
20.0 |
1.2% |
87% |
False |
False |
135,043 |
| 20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
22.6 |
1.4% |
88% |
False |
False |
115,784 |
| 40 |
1,642.4 |
1,547.6 |
94.8 |
5.9% |
25.0 |
1.5% |
76% |
False |
False |
127,511 |
| 60 |
1,649.3 |
1,529.3 |
120.0 |
7.4% |
26.7 |
1.7% |
75% |
False |
False |
105,657 |
| 80 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.5 |
1.5% |
59% |
False |
False |
80,615 |
| 100 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.7 |
1.5% |
47% |
False |
False |
65,425 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.5 |
1.5% |
34% |
False |
False |
54,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.8 |
|
2.618 |
1,659.0 |
|
1.618 |
1,646.3 |
|
1.000 |
1,638.5 |
|
0.618 |
1,633.6 |
|
HIGH |
1,625.8 |
|
0.618 |
1,620.9 |
|
0.500 |
1,619.5 |
|
0.382 |
1,618.0 |
|
LOW |
1,613.1 |
|
0.618 |
1,605.3 |
|
1.000 |
1,600.4 |
|
1.618 |
1,592.6 |
|
2.618 |
1,579.9 |
|
4.250 |
1,559.1 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,619.6 |
1,617.9 |
| PP |
1,619.5 |
1,616.2 |
| S1 |
1,619.5 |
1,614.4 |
|