| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,233.0 |
2,237.0 |
4.0 |
0.2% |
2,231.0 |
| High |
2,240.0 |
2,262.0 |
22.0 |
1.0% |
2,262.0 |
| Low |
2,209.0 |
2,223.0 |
14.0 |
0.6% |
2,208.0 |
| Close |
2,226.0 |
2,250.0 |
24.0 |
1.1% |
2,250.0 |
| Range |
31.0 |
39.0 |
8.0 |
25.8% |
54.0 |
| ATR |
49.0 |
48.3 |
-0.7 |
-1.5% |
0.0 |
| Volume |
925,111 |
919,011 |
-6,100 |
-0.7% |
4,663,110 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.0 |
2,345.0 |
2,271.5 |
|
| R3 |
2,323.0 |
2,306.0 |
2,260.7 |
|
| R2 |
2,284.0 |
2,284.0 |
2,257.2 |
|
| R1 |
2,267.0 |
2,267.0 |
2,253.6 |
2,275.5 |
| PP |
2,245.0 |
2,245.0 |
2,245.0 |
2,249.3 |
| S1 |
2,228.0 |
2,228.0 |
2,246.4 |
2,236.5 |
| S2 |
2,206.0 |
2,206.0 |
2,242.9 |
|
| S3 |
2,167.0 |
2,189.0 |
2,239.3 |
|
| S4 |
2,128.0 |
2,150.0 |
2,228.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.0 |
2,380.0 |
2,279.7 |
|
| R3 |
2,348.0 |
2,326.0 |
2,264.9 |
|
| R2 |
2,294.0 |
2,294.0 |
2,259.9 |
|
| R1 |
2,272.0 |
2,272.0 |
2,255.0 |
2,283.0 |
| PP |
2,240.0 |
2,240.0 |
2,240.0 |
2,245.5 |
| S1 |
2,218.0 |
2,218.0 |
2,245.1 |
2,229.0 |
| S2 |
2,186.0 |
2,186.0 |
2,240.1 |
|
| S3 |
2,132.0 |
2,164.0 |
2,235.2 |
|
| S4 |
2,078.0 |
2,110.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.0 |
2,208.0 |
54.0 |
2.4% |
35.4 |
1.6% |
78% |
True |
False |
932,622 |
| 10 |
2,331.0 |
2,195.0 |
136.0 |
6.0% |
45.1 |
2.0% |
40% |
False |
False |
1,174,653 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.7% |
46.7 |
2.1% |
63% |
False |
False |
1,209,771 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
47.1 |
2.1% |
73% |
False |
False |
764,764 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
50.1 |
2.2% |
73% |
False |
False |
511,758 |
| 80 |
2,529.0 |
2,026.0 |
503.0 |
22.4% |
50.0 |
2.2% |
45% |
False |
False |
384,076 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.9% |
46.6 |
2.1% |
43% |
False |
False |
308,285 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.9% |
41.4 |
1.8% |
43% |
False |
False |
256,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.8 |
|
2.618 |
2,364.1 |
|
1.618 |
2,325.1 |
|
1.000 |
2,301.0 |
|
0.618 |
2,286.1 |
|
HIGH |
2,262.0 |
|
0.618 |
2,247.1 |
|
0.500 |
2,242.5 |
|
0.382 |
2,237.9 |
|
LOW |
2,223.0 |
|
0.618 |
2,198.9 |
|
1.000 |
2,184.0 |
|
1.618 |
2,159.9 |
|
2.618 |
2,120.9 |
|
4.250 |
2,057.3 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.5 |
2,245.2 |
| PP |
2,245.0 |
2,240.3 |
| S1 |
2,242.5 |
2,235.5 |
|